Algorithmic Trading - Japanese stocks

7 April recap

It's nice to have a winning first day after starting a thread!

I run bit of a 'scalping' strategy and don't generally hold positions overnight, unless I have a good reason to. As mentioned earlier, due to the high commissions I am quite selective on my trades. I enter around 15-20 positions average/day and exit before close around 95% of the time. Today's number was 18.

I imagine a lot of 'day-trading' strategies have somewhat similar 'turnover', what are some typical stats people look at for these strategies? I look at stuff like (std/trade, pnl/trade, %winning trades, std/day, pnl/day). What are considered 'good' numbers?
 
No, I don’t usually. But this seems pretty fascinating to me so i might end up looking it up some time soon. Thank you for the idea though.
 
I like to invest in Japanese stocks. They can get you some great results. You just need to make sure that you understand how they have been performing lately.
 
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