Prudent Risk Management Is The Only True Edge In TRADING

[Zwaen]

Love?

 

[ironchef]

If it has nothing to do with money or profits,what does it have to do with??

Where you received your MBA.

I don't have one.

 

[ironchef]

@ironchef, what you could also do is to cut your dataset in eg 4 parts, and test how your optimized/curvefitted stoploss works out.

That would make of a simplified version of k-fold cross validation, simpler, but better then not doing it. And pragmatic, for us, retail

Btw since we seem to trade a bit in the same way, swing / portfolio managing using options, it should be good to exchange ideas, without giving away your hard work ofcourse. I do something similar perhaps, basically it’s derived from Muppets advice (theta/gamma)

I don't hedge my positions with options, nor try to "generate income" with them.

I use options as accelerators.