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Opening Only's 2010
- Thread starter Don Bright
- Start date
Quote from tango29:
Am I reading his blotters wrong? It looks like he is on the positive side each day. Where do you see losses? Thanks
I was looking at the net p&l values in the blotters (-129.52 in the last one), somehow got a feeling that red numbers prevail in March, although I didn't calculate total outcome.
Also Booker mentioned once, that the strategy needs extra adjustments from his side, so that's why I asked.
Quote from nicbizz:
It looks very interesting, but I'm completely lost as to what the OPG strategy is about. Is there another thread, or link, where I can get a quick descrip?
Description: http://www.elitetrader.com/vb/showthread.php?s=&postid=1307983&highlight=#post1307983
You can start with this collection of links (second post): http://www.elitetrader.com/vb/showthread.php?s=&threadid=113278
As far as what is normal, I can't really say since this market has changed so much over the last 6-18months I don't know what normal is anymore. As long as I am profitable over a month or two I am satisfied that things have not changed too much....
As for yesterday I had FV at +0.112% and was about even L/S.
As for yesterday I had FV at +0.112% and was about even L/S.
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Quote from Booker007:
Totals for March 2010. Again this was fully automated using only 100 shares per stock and straight up Fair-Value and took into account no news.
Impressive. Booker, "took into account no news" means that you traded a stock irrespectively if it had news or not? Or you only traded stocks that had no news on that day?