is it justified for me to concern about broker reverse engineering my strategy?

[blazespinnaker]

There are essentially no real barriers to entry in trading. If the strategy is simple, it has been arbitraged away by the pursuit of millions of traders before you. That is simple logic.

"Some guy crashed the entire global markets with a very "simple" strategy." Who? Navinder Singh Sarao? He was convicted. Hardly an example of a succesful trader with a simple strategy.

Ah, ok, you're right. I have no idea why I undermine myself like this. My generosity gets the best of me, I guess.

Only complex strategies work.

 

[Overnight]

Looks to me like your strat is easy to identify.

At the start you were biased short. After March 23rd you realized for 5 weeks shorts were no longer working, and biased it long.

That's it, you've been figured out. Doom.

Seriously? These threads make me laff. Yes, OP, you are the only client your broker has, and if they are they watching anyone (unlikely), it is YOU and only you.

 

[blazespinnaker]

Looks to me like your strat is easy to identify.

At the start you were biased short. After March 23rd you realized for 5 weeks shorts were no longer working, and biased it long.

That's it, you've been figured out. Doom.

Seriously? These threads make me laff. Yes, OP, you are the only client your broker has, and if they are they watching anyone (unlikely), it is YOU and only you.

Yep! You figured it out. Congrats. Case closed.

 

[virtusa]

The system is more statistically significant because there are more trades.

Correct, but the performance is 100 times smaller.

 

[blazespinnaker]

Correct, but the performance is 100 times smaller.

I'll take higher sharpe / portfolio balance over performance 100 times out of 10.

 

[heispark]

I used to have the same concern but now I think it was silly. Just focus on your trading. You will lose your edge (if you have any) anyway in the future..... Market changes all the time!

 

[blazespinnaker]

As someone who worked in information security, I can assure you that far far worse is done for far far less. Op Sec, folks, always. Something like 60% of all breaches are internal and they are obviously much more potent because of insider knowledge of the systems.

All it takes is lax security and a rogue employee with the bright idea to ex-filtrate trade data en masse and sell it to someone who can make use of it.

 

[trend2009]

Looks to me like your strat is easy to identify.

At the start you were biased short. After March 23rd you realized for 5 weeks shorts were no longer working, and biased it long.

That's it, you've been figured out. Doom.

Seriously? These threads make me laff. Yes, OP, you are the only client your broker has, and if they are they watching anyone (unlikely), it is YOU and only you.

even though i biased short, i never shorted the market. I am market neutral.

 

[henry76]

Not going to happen if you're using a reputable broker. There are many threads on this.

Astounding naivety.

 

[henry76]

130% in 10,000 trades. 130/10000=0.013% average.
If his returns are compounded it is even much less.

Yes but 10,000 trades , if "real" commission , slippage etc , he's onto something , as for total annual return, extremely impressive