Search results

So, your strategy is to sell at 2174 and to buy back at 2180? That's a guaranteed loss of 6 points. My suggestion is to stay away.

The expected value of this strategy (given that you have a finite amount of money in the trading account) is the complete loss of capital. To see why, try this at home with paper money. Keep doubling the bet size in a coin flip game.

1. There is a debate going on about how to properly calculate the mortality rate while the epidemic/pandemic is still under way. One way is to divide number of deaths by the number of confirmed cases. The other way is to to divide number of deaths by the number of recovered cases. Based on the...

First, it's not "corvid 19", but "covid-19". With regards to the "black swan", I assume that you are referring to Nassim Taleb's theories. According to Nassim, a "black swan" event has these 3 attributes: 1. It is outside the realm of regular expectations 2. It carries an extreme impact 3. In...

I run an automated trading system, and it's up 48% year to date. The price and order flow patterns that it trades under normal volatility are still there in super high volatility. What changed is that the risk is higher, and the reward is higher. This can be controlled by position size.

We don't need floor traders. They are just an anachronism.

WTF is her problem?

End of the world sucks. That's because even if you are right, and are holding massive short positions, you would not be able to cash out.

Did it go up again? IB page shows ES intraday initial margin as $22,282.40 https://www.interactivebrokers.com/en/index.php?f=26662

What's the typical risk-adjusted return that the banks realize in FX trading? What's a typical Sharpe ratio?

Automate your plan, and automate order submission.

What about 'em five donkeys that you had? And I believe you had half a dozen ponies, as well? Also wondering what happens if a donkey copulates with a pony? What kind of baby animal gets born?

Same here, I am up about 13% in October. Wild swings triggered more trades than usual (I run a fully automated trading system).

I don't get it. RedHat annual income is $259M. IBM paid $34B. So, it would take $34B / $259M = 131 years 131 years for IBM to get even on that investment?

Consider the following trade: bought 100 shares of stock XYZ at $100 per share sold 100 shares of stock XYZ at $120 per share Profit = 100 shares * ($120 - $100) = $2000 Was it a good trade or a bad trade? In my assessment, the answer to this question depends on what happened while the trade...

Here: https://bj21.com/category/advantage-play/pages/certaintyequivalentanalysis

The 0.1% probability is over the infinite time horizon. No, these probabilities are the same, no matter how good or how bad the system is. What would change is the magnitude of the Kelly bet.

I believe your assessment is too apocalyptic. Here are the actual numbers: Full-Kelly bet: Probability of a 99.9% drawdown is 0.1%. Probability of a 90% drawdown is 10%. Half-Kelly bet: Probability of a 99.9% drawdown is 0.0000001%. Probability of a 90% drawdown is 0.1%. The corresponding...

Consider odd angles. Through trial and error, I found that positioning monitors at the 45 degrees angle yields the most profitable trading results.

You can not make money with just 6 monitors. I have 24 monitors, and I am barely break-even. 48 monitors is the absolute minimum to compete.