Can the other people in this forum explain why Mr Wolinksy has me on ignore? It seems he is not interested in a dialog.
Without getting caught up on credentials, I am a full time trader. My trading activities make a decent return, pay rent on office space in lower Manhattan (within sight of the NYSE) and all trading related infrastructure and pay salaries for several trainee traders. I have hired several trainees over the years, funded their training, and helped them start their own businesses when the time came for them to move on, so I do have some experience seeing what kind of people make it in this brutal business. I have been doing this full time for many years and trade most markets except forex in all timeframes.
My only goal here is to share information and see if I can help some other people along the learning process because people were kind to me when I was learning. I am willing to share information, experience and even P&L from some of my systems.
Mr Wolinsky asked that people share distributions from their trading activities. As a sign of good will, I am doing that in this post. I have shared lists of returns from 3 systems that I actually trade. These are actual real money (not backtest) returns done on size (the smallest was $100k / trade except for the trainee system).
The attached Excel file has 4 worksheets:
Pairs is a daily pairs model that holds from 2 - 20 days. These are returns for the whole system which trades several different stock and ETF pairs.
System1 is a non-discretionary system that I trade.
System2 is a system one of our trainees developed.
BoWo is the list of pair trades from his backtest that Mr Wolinksy posted earlier to this thread.
I also attached a page of summary statistics and histograms of returns, with kernel density plots and normal curves for comparison for each of the systems. I didn't want the OP to have to run incorrect stats in Excel.
If the OP responds and is interested, I am willing to discuss any of these systems and the implications of these distributions. There are good lessons here.
Hoping to open a dialog with the OP... I don't know what conclusion to draw from him refusing to enter into a discussion with me. I guess maybe he never meant for this thread to actually be about discussing trading concepts and pairs trading, but it was just to be a venue for him to tell the world how awesome he is? I'm hoping I am wrong... would certainly like to discuss these concepts further in this forum.
If people would like to discuss these distributions and the implications of them, please encourage the OP to open a dialog. I'm confused why he refuses to talk to me and has me on ignore... I don't think my comments in this forum have been inflammatory have they?
-Talon
Without getting caught up on credentials, I am a full time trader. My trading activities make a decent return, pay rent on office space in lower Manhattan (within sight of the NYSE) and all trading related infrastructure and pay salaries for several trainee traders. I have hired several trainees over the years, funded their training, and helped them start their own businesses when the time came for them to move on, so I do have some experience seeing what kind of people make it in this brutal business. I have been doing this full time for many years and trade most markets except forex in all timeframes.
My only goal here is to share information and see if I can help some other people along the learning process because people were kind to me when I was learning. I am willing to share information, experience and even P&L from some of my systems.
Mr Wolinsky asked that people share distributions from their trading activities. As a sign of good will, I am doing that in this post. I have shared lists of returns from 3 systems that I actually trade. These are actual real money (not backtest) returns done on size (the smallest was $100k / trade except for the trainee system).
The attached Excel file has 4 worksheets:
Pairs is a daily pairs model that holds from 2 - 20 days. These are returns for the whole system which trades several different stock and ETF pairs.
System1 is a non-discretionary system that I trade.
System2 is a system one of our trainees developed.
BoWo is the list of pair trades from his backtest that Mr Wolinksy posted earlier to this thread.
I also attached a page of summary statistics and histograms of returns, with kernel density plots and normal curves for comparison for each of the systems. I didn't want the OP to have to run incorrect stats in Excel.
If the OP responds and is interested, I am willing to discuss any of these systems and the implications of these distributions. There are good lessons here.
Hoping to open a dialog with the OP... I don't know what conclusion to draw from him refusing to enter into a discussion with me. I guess maybe he never meant for this thread to actually be about discussing trading concepts and pairs trading, but it was just to be a venue for him to tell the world how awesome he is? I'm hoping I am wrong... would certainly like to discuss these concepts further in this forum.
If people would like to discuss these distributions and the implications of them, please encourage the OP to open a dialog. I'm confused why he refuses to talk to me and has me on ignore... I don't think my comments in this forum have been inflammatory have they?
-Talon