Grinding it out, day after day

Quote from bigb:

Sounds like me.....use coupons often but a few thousand daily swing doesnt even get the palms sweaty.
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Using out of date coupons ,and getting away with it, makes your palms sweaty.....:D
 
What software do you use for backtesting or is it mostly done manual. When you develop your strategies how far back do you look when testing?
 
Quote from Arnie:

Damn Lescor, that's .05/share. Pretty good for volume trading.

One question. You mentioned you don't really use stops. But you must have an "uncle" point. Can you shed some light on that aspect?
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Lets assume for a minute that the 32k he made is 5%-15% of his account, he's got to be working with 214k to 640k, if I did that right. If he's trading say 2.5 million, then thats only 1.2%. Either way its some serious fire power.
 
I'm not sure if this is appropriate question to ask, but I'll try anyway. You ave. 0.05/share. I never even looked at this stat. Does it fare to say that you in and out quickly and you make .05-.10/share? Or do you try to capture bigger moves?
 
Lescor,

Would you say your losses are or could be bigger than your winners ?

At the same time if you could please elaborate a bit on risk usage I would appreciate it.

Thank you

No Heat
 
lescor, have you looked back to correlate your monthly profits with the average VIX at the time? is there a simple relation, e.g. VIX=10, 0.5c/shr, VIX=15 1c/shr, VIX=20 2c/shr? is there level of VIX that makes mean-reversion unprofitable for you?
 
Quote from shortie:

lescor, have you looked back to correlate your monthly profits with the average VIX at the time? is there a simple relation, e.g. VIX=10, 0.5c/shr, VIX=15 1c/shr, VIX=20 2c/shr? is there level of VIX that makes mean-reversion unprofitable for you?
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I was thinking of asking a q along the same lines, since it would seem that an MR strat would have to be adjusted so dynamically.

Of course that depends on the strat.
 
Quote from Now is Now:

Using out of date coupons ,and getting away with it, makes your palms sweaty.....:D
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Doesn't it!? I know the feeling.....:eek:
 
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