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psnowfox
Show your profitable account here.
in
Allgemein
Jun 09, 2019 at 05:26
https://www.myfxbook.com/members/psnowfox/short-term-correlation/3176661
Show your profitable account here.
in
Allgemein
May 03, 2019 at 10:56
I has been working for a fund for last 5 years so I think there some benchmark that is industry standard. As long as a strategy does not has any negative return year (meaning that monthly returns * 12 > maxDD), it is considered good strategy. That is why 3% a year with maxDD 26% is a good one, as industry perspectives, although that maxDD is very high and mostly non-acceptable for large accounts.
Show your profitable account here.
in
Allgemein
Apr 18, 2019 at 08:58
Thank you for clarification, I personally don't know about non-disclosure rules. But funny is, Myfxbook knows your balance anyway once you upload your accounts here. Do those countries allows traders to show balance to Myfxbook?Yeah, benchmark is benchmark, it shows the seriousness to me that traders invest their savings in their portfolios, strategies, not fitting data.
Show your profitable account here.
in
Allgemein
Apr 18, 2019 at 08:38
What is your quant data anlysis tool? Can you suggest?And how you calculate turnover without knowing the balance?
Reasons why you should NOT trade cryptocurrencies
in
Krypto
Apr 18, 2019 at 06:26
It is a factor to consider when you build trading strategy. VAR is common risk management model.VaR are models that study the extreme events of your investment assets (Btc,eth in this case). Basically you divide the whole history data of BTC to equal-length periods (days - weeks), pick extreme point (up or down) in each period. And then build the model to simulate those extreme points arrays.It answers the question what is the probability you will lose x% of your accounts in next period (days-weeks) if you trade y position.There are many VaR model. I personally use Extreme Value Theory because...
Reasons why you should NOT trade cryptocurrencies
in
Krypto
Apr 17, 2019 at 11:45
Have you ever looked at daily volatility of any coin, how many times you can survive before blowing up your accounts?If you are talking about leveraging at 1:2 or 1:3 for shorting purpose as well, it is okay. But more than that for "high risk high return" illusion is simply just insane, a small dump/pump will blow your accounts. If you know the fundamental of any Value at Risk (VAR) model, then you know what I mean.
USDCHF
in
Erfahrene Trader
Apr 17, 2019 at 06:02
Nice setup :)
Show your profitable account here.
in
Allgemein
Apr 17, 2019 at 05:28
Consistent results for long period at which book size, bro? I am new to this, so I just wonder, how much those account hide the balance has actually? And what is the purpose of hiding balance in myfxbook?Everyone has benchmark, mine is account make less than 30k - 50k yearly is just a joke (like myself :)).
Short term correlation
in
Handelssysteme
Apr 16, 2019 at 05:56
Dear investors,This is fully automated statistical arbitrage system uses to seek high profit with low risk via:- It uses multivariate modelling and machine learning find short term cointegration relationship among various high-volatile pairs.- Trade when one pair diverges from its theoretical modelling price, and take profit once it converges back.- Work for 6-7 pairs at the same time depends on market situation and volatility of each pair. Currently, the model is applied working with AUDUSD, AUDCAD, EURGBP, USDCHF, GBPCHF and EURAUD.- Fully back-test over a year (160,000 data points) with ran...
Show your profitable account here.
in
Allgemein
Apr 14, 2019 at 05:35
And those survived just laugh when sleazy salesmen start advertise for their strategies/EA and philosophy :)Many here said a lot about money management, psychology, common sense of technical analysis, etc.Very few shares detailed of their strategy in a trading context: Sharpe, mDD, turnover, margin, how they form portfolios (stats arb, mean-reverse, etc.), what is their VaR, how they hedge.My old firm (xxxxxQuant) recruiter looked at this thread, no one shares those information.
Show your profitable account here.
in
Allgemein
Apr 10, 2019 at 11:43
:) thanks, anyway. Actually I can do it automatically in less than 10 mins like you said, query all systems in this thread to check, etc.Although I believe that copying something you don't understand is extremely risk and not necessary to stay profitable :), but was working as a quant researcher in quant fund, I think those threads maybe a sources for hedge fund to find the good candidates using your methods.
Show your profitable account here.
in
Allgemein
Apr 10, 2019 at 05:58
http://www.myfxbook.com/members/psnowfox/short-term-correlation/3176661This thread is fun, it's like game The Werewolves of Millers Hollow, guess between serious traders and cheater who want to sell something. :)
USDCHF
in
Erfahrene Trader
Apr 07, 2019 at 07:17
So, am I a brave man :)? Just keep selling USDCHF for almost 2 months.
short-term-correlation-trading USDCHF
in
Strategien
Apr 07, 2019 at 07:00
Forward testing system:http://www.myfxbook.com/members/psnowfox/mt4-short-term-correlation/3229639
WHO trades forex for more than 10 years and keeps making regular profits
in
Erfahrene Trader
Apr 07, 2019 at 06:12
Can you tell what are your points about Money Management? Is it kind of stop loss, risk percentage, etc?
Reasons why you should NOT trade cryptocurrencies
in
Krypto
Mar 19, 2019 at 07:07
Theretically, you may. To be able to stat-arb, you need to find pairs those are cointegrated, then you trade everytime they diverge. But I never find any forex pair sets which highly cointegrated for a long-term.You can find some basic knowledge here:http://gekkoquant.com/2012/10/21/statistical-arbitrage-correlation-vs-cointegration/http://jonathankinlay.com/2018/09/developing-statistical-arbitrage-strategies-using-cointegration/https://www.quantinsti.com/blog/johansen-test-cointegration-building-stationary-portfolio
Reasons why you should NOT trade cryptocurrencies
in
Krypto
Mar 15, 2019 at 09:48
Absolutely agree, no need to leverage on crypto.Somethings I learnt over 3 years trading on crypto:- Don't use any broker that offer crypto CFD because their spread is crazy (sometimes 1-2%), just trade with own money in exchange like Bitfinex, Binance.- Truth be told, I gave up predict the trend of crypto since early 2018, instead, in such volatile market, you can make money without predicting the trend of market. Use mathematics, you will find crazy unreasonable volatility in market that you can take advantages by some simple statistical arbitrage strategy.- One more thing, understand Va...
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