Long-scalping equity options against time decay and market drift
- Thread starter fullautotrading
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>He’s advertising his unregulated garbage on his own profile posts. Move this sht to chat chat or trash.
Slander, defamation, impersonation, falsification of federal documents, illegal use of the logo of a government agency. Good luck with that, funny man.
You really do not have any hint who you are fucking with.
Be aware that in the absence of a reply to my email below, I will sue you both. In fact, if it's not you, it's either an accomplice or someone being impersonated, which would add a new crime and a new plaintiff.
The cops will not have much trouble locating your apt from those photos.
So, finally, you will see a journal with real $$$. Yours. It will be fun to lose it all.
You will be watching from behind bars, rich man.
Slander, defamation, impersonation, falsification of federal documents, illegal use of the logo of a government agency. Good luck with that, funny man.
You really do not have any hint who you are fucking with.
Be aware that in the absence of a reply to my email below, I will sue you both. In fact, if it's not you, it's either an accomplice or someone being impersonated, which would add a new crime and a new plaintiff.
The cops will not have much trouble locating your apt from those photos.
So, finally, you will see a journal with real $$$. Yours. It will be fun to lose it all.
You will be watching from behind bars, rich man.
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You published/doxxed the name of some random in violation of ET TOS and probably some local misdemeanor. You're forbidden to post PMs without permission from your counterparty to the convo. From which community college did you matriculate?
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We have reached a new record high this week due to some more volatility.
Notice that this approach works best when there are some significant corrections and volatility, due to increased scalping activity.
Note also that we are using only 38% of the available funds at the moment, just to be able to ride a better possible large move and let the "platform load up" on these occasions.
The current PNL is around 670K after 574 days, starting with 2MM. This means that if we close right now all position that is exactly what we have generated in net terms (net of anything and excluding interests).
The PNL figure can be decomposed, for accounting purposes, into 2 parts. One is called Realized and one is called Unrealized.
The Realized component is the one resulting from all current lot matches.
The Unrealized component is the one stemming from lots which, on the other side (buy/sell), at the moment do not have a "matching" counterpart.
This means that the Unrealized is largely arbitrary (because the lot matching can be done, in principle, in an incredible number of ways, talking of something in the vicinities of 2000! x 500! in our case, or in any case astronomical and unwritable numbers).
Note that the future profits can only be part of the Unrealized. Because the Realized profit component, is, well, as the name suggests,... "realized"
Well, to be more precise, not exactly so actually because even the so-called "Realized" may be formed of pairs that change in time, depending on the algorithm used.
For instance, in case we use some time-based method, the lot matchings already done are immutable. But, if we use some criterion based on price, they can and will change in time.
What matters is your PNL, the rest is accounting stuff, and if you want to really push an interpretation of the Unrealized, which is arbitrary (in a practically "infinite" way) you can take its range as an "indication" of future profits. But there are better indicators for that.
Remember that, as always remarked on any occasion, all illustrations I show on the web are always using fictitious $$$. On the other hand, the algorithm obviously cannot distinguish between real or fictitious $$$ and does obviously the same actions.
I am a pure free technology provider. I am not a company. I am a University researcher and a rather well-known statistician showing the results of his research and possibly engaging in strictly private recreational activities with (necessarily not numerous) selected friends or investors who like my initiatives and projects. Here is another example of the result (this is 1MM init cap and 218 days running, always "fictitious" $$$ of course ).
You will in general see a "superlinear" behavior of the returns with respect to used capital.
Whether he closes all now, or not, that is the actual net profit ("fictitious" $$$ of course he sees in his account.
It is almost never convenient to "close" or stop the algorithmic dynamic process because the goal, conceptually, is to continuously turn the Unrealized profits into Realized ones.
When you close abruptly, you turn U immediately into zero and do not allow it to flow into R.
Notice that this approach works best when there are some significant corrections and volatility, due to increased scalping activity.
Note also that we are using only 38% of the available funds at the moment, just to be able to ride a better possible large move and let the "platform load up" on these occasions.
The current PNL is around 670K after 574 days, starting with 2MM. This means that if we close right now all position that is exactly what we have generated in net terms (net of anything and excluding interests).
The PNL figure can be decomposed, for accounting purposes, into 2 parts. One is called Realized and one is called Unrealized.
The Realized component is the one resulting from all current lot matches.
The Unrealized component is the one stemming from lots which, on the other side (buy/sell), at the moment do not have a "matching" counterpart.
This means that the Unrealized is largely arbitrary (because the lot matching can be done, in principle, in an incredible number of ways, talking of something in the vicinities of 2000! x 500! in our case, or in any case astronomical and unwritable numbers).
Note that the future profits can only be part of the Unrealized. Because the Realized profit component, is, well, as the name suggests,... "realized"
Well, to be more precise, not exactly so actually because even the so-called "Realized" may be formed of pairs that change in time, depending on the algorithm used.
For instance, in case we use some time-based method, the lot matchings already done are immutable. But, if we use some criterion based on price, they can and will change in time.
What matters is your PNL, the rest is accounting stuff, and if you want to really push an interpretation of the Unrealized, which is arbitrary (in a practically "infinite" way) you can take its range as an "indication" of future profits. But there are better indicators for that.
Remember that, as always remarked on any occasion, all illustrations I show on the web are always using fictitious $$$. On the other hand, the algorithm obviously cannot distinguish between real or fictitious $$$ and does obviously the same actions.
I am a pure free technology provider. I am not a company. I am a University researcher and a rather well-known statistician showing the results of his research and possibly engaging in strictly private recreational activities with (necessarily not numerous) selected friends or investors who like my initiatives and projects.
Here is another example of the result (this is 1MM init cap and 218 days running, always "fictitious" $$$ of course ).You will in general see a "superlinear" behavior of the returns with respect to used capital.
Whether he closes all now, or not, that is the actual net profit ("fictitious" $$$ of course
he sees in his account.It is almost never convenient to "close" or stop the algorithmic dynamic process because the goal, conceptually, is to continuously turn the Unrealized profits into Realized ones.
When you close abruptly, you turn U immediately into zero and do not allow it to flow into R.
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