Search results

  1. J

    Bitcoin: futures exchanges and CFD brokers

    You can trade bitcoin derivatives here: https://www.cryptofacilities.com
  2. J

    Seeking partnerships with market makers

    For the moment we did not conclude any partnership. So the offer is still open. If interested yourself PM me for the details please :-).
  3. J

    Seeking partnerships with market makers

    Hi, We are currently seeking partnerships with market makers for running Market Making businesses in new derivative markets with great growth potential. Market Makers will take their own positions on these new products and will win a part of trade fees for providing liquidity. Hedging with...
  4. J

    Why Does IB Still Not Offer ECN Pegged Orders?

    Thanks for the answer bs ! On Monday I sent trhough IB a pegged-to-midpoint order at 10:00 am on stock CSC. Limit was sent on the bid for a sell order. It executed 13 minutes later. Does it sound normal ? CSC has good volume. But how is it with less than 1 Million shares per day volume stocks...
  5. J

    Why Does IB Still Not Offer ECN Pegged Orders?

    I have 2 more questions for those familiar with pegged orders : - what is the probability to be executed if you direct your orders exclusively to ISLAND : how much average time will you stay before being executed if for example you sent a pegged-to-midpoint order - how can you verify that your...
  6. J

    your criterion of the refusal the system

    95% is widly used in statistics to define a confidence interval. Regarding the MC method for drawdowns, it just tells you that you should not encounter such a bad drawdown 95% of the time (for example 95% of the years if you evaluate drawdowns per year in your Monte Carlo Simulation). If it...
  7. J

    your criterion of the refusal the system

    Stop your system when it shows drawdowns that are worse than 95% of the drawdowns that could have happened by chance alone. You can use for example a Monte Carlo simulation for that purpose: take your backtested results and run a Monte Carlo simulation of drawdowns. However, you must be sure...
  8. J

    How much does a profitable method or strategy costs?

    Yes but it could be interesting for him to have percentage of your gains : this way he will diversify his risk because he will not take your losses (zero risk for him on your part) It depends on your initial capital but that could interest him ... JC
  9. J

    How much does a profitable method or strategy costs?

    I would say a percentage of the gains JC
  10. J

    Books/References

    Difficult to cover all aspects (backtesting and statistical analysis) in one book. You should find what you want in those 2 books : - "Design, Testing and Optimization of Trading systems" by Robert Pardo (for the backtesting part) - "Evidence Based Technical Analysis" by Aronson (for the...
  11. J

    Big Screen vs Multi Screen

    I've got 2 screens (19'' inch each) and that's very comfortable. Much more comfortable than a single screen even if the single one was larger. Just an example : when you work with 2 different windows, you can maximize each window on one of the 2 screens (it maximizes in the screen it was...
  12. J

    The Bell Curve- What is it in Lay mans

    Perhaps he heard "avoid the bell curve" from someone who thought "pure random walk" when he said "bell curve" .... and as it is not possible to make profit from a pure random walk ... it should probably be better to avoid it ....
  13. J

    The Bell Curve- What is it in Lay mans

    The Bell curve is the form of the distribution of returns used in the random walk model. Also known as "Normal distribution". But traders know that this distribution is a great approximation of the market returns distribution, this one having usally (depending on markets) fater tails. Perhaps...
  14. J

    System Development with acrary

    Alan, Thank you very much for all the information you give into your posts. It's always interesting and very well explained. I really learnt a lot reading this thread. I think I understood most of your management techniques but there are 2 points that are still not clear for me: 1)...
Back
Top