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Hi All good) What's the news? 1. Withdrew part of the capital to trade futures USDRUB. 2. Substantially changed my trading strategy on US market. Again ) 3. Invest (!) 30 thousand dollars in the stock JD.com. Long-term investment. Yes, this is a new stage in my career. I decided to use the...

Hi! All is very bad. I have done silly mistakes and the market has punished me. I threw three strategies that trade small-cap stocks. Some showed the maximum drawdown, some simply disagree with testing. The plan for the next years: 1. Only highly liquid instruments. 2. Deep diversification -...

Increased risks associated change of the target metrics. Earlier I basically tracked the average trade and Sharpe (mostly daily). Now I'm focused on the number of trades, average trades and most importantly it stationary. To achieve this goal, I needed to do additional filtering trades. Sharpe...

Yes, full kelly 40%

20%

I start trading using 0.5 Kelly . Yes I am crazy :D

Hi! Good month.I develop a new strategy for futures USDRUB, Exchange MOEX. This futures contract is very good for momentum strategies.

No problem, man. I can do it for free.

Hello colleagues! August was for me the best month this year. I note the positive aspects: 1. I finished the improvement of algorithms. In the near future I do not plan to change anything. 2. Develop a new algorithm. Classic dipbuyer. From September I will begin trading its full capacity. 3...

Hi, xandman! Profitability of my portfolio is independent of the movement of the index as: 1. I trade the Long and Short Strategy. 2. Time in position is 1-2 days. Profitability, indeed, in recent years is very similar to the index. It's more of a coincidence, I do not think that by the end of...

Hello everyone! Sorry for the delay in the report, last month worked hard and therefore allowed himself a little rest) I graduated this month with a small profit. Overall, I can say with confidence that since the beginning of the year my professional knowledge greatly enhanced. It has not...

I do not trade junk. My Portfolio Strategies has a capacity of 300-500k. Certainly there is a specificity of trade in such shares. But in general it can be overcome. Good is never too much :)

At the stock exchange are the same laws as in business. Work on the market with little competition is much easier.

Yes. I trade small сap and penny stocks.

Unfortunately not, because I'm trading patterns and these stocks are often not super liquid. For transactions, you can restore algortm and this will lead to a deterioration of order execution. I'm sorry.

Jun

hello everyone The month was successful, capital growth was 5.35%. This month, I again was able to improve my strategy to increase profitability and reduce risks. Now all strategies have a monthly Sharpe ratio greater than 4 (the reality is, of course, worse). So this month, I decided to...

Hi xandman! No problem, I will begin to publish a risk analysis to the next month. Now I only trade stocks.

Hi universaller! In my posts I use two statements. 1. Standard YTD detailed (for daily chart) 2. Create YTD monthly (for monthly returns)