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archertrading

Joined Jun 06, 2011

Connections: 0

Experiência: Mais de 5 anos

Local: United States

Perfil

Bio

A professional currency trader with over ten years of experience, I trade using a purely technical approach and employ algorithmic systems with a focus on statistical arbitrage models. I have previously worked as a managing partner of a foreign exchange brokerage, a fund manager, and most recently as one of the co-founders of a financial technology company.

Estilo de negociação

Automated, Statistical Arbitrage and correlation based analysis. In addition we do run some neural network based predictive systems.

Mote

It's only money...

Sistemas por archertrading

Nome

Ganho

Limite de prejuízo

Desempenho

StatArb

Demo

1:50

MetaTrader 4

+59.32%

30.78%

Algo A

Real

1:50

MetaTrader 4

+335.48%

23.15%

Algo S1

Real

1:50

MetaTrader 4

+48.62%

18.91%

Algo A1

Real

MetaTrader 4

+34.57%

46.98%

Algo B1

Real

MetaTrader 4

+33.30%

57.00%

Algo B3

Real

MetaTrader 4

+39.09%

58.30%

Posts Recentes

Tom'sEa WPFX LIVE

Look, I mainly develop proprietary stuff, but I've been watching this system some time with interest. In light of the recent events, I'd like to offer up some advice. The system is what it is, but I think a much safer way to trade it would be something like:Long Only EURUSDShort Only EURJPYL...

74522

May 20, 2012 at 21:04

Daily percentage added to Twitter option

My point is simply this: Pips does not always equal. Profit is a factor of pips X position size. Not all pips are created equal! :)

1054

Mar 08, 2012 at 19:16

Daily percentage added to Twitter option

I've lost 1000 pips in a day and it reflected a gain of 2%. A lot of stat arb trades were 2X the lot size on one side compared to the other and while a profitable set of trades, the twitter feed reflected very negatively. I too got lots of "ouch" and "you're having a bad day&q...

1054

Mar 08, 2012 at 19:12

can some expert analyze my result? please help

Sure, you can curve fit the hell out of a dataset, but it becomes increasingly hard over time and in varying market conditions. Hence a longer backtest. This is precisely why you get these EA sellers that do a backtests on a year by year basis. The same inputs wouldn't have worked throughout all...

2143

Jan 04, 2012 at 05:58

can some expert analyze my result? please help

@ jpbiznes - as a few people have said, you've got to run it for years. The more the merrier. A curve fit model is easier to work on a shorter period. Try to see the results in as many market conditions and cycles as possible. @ Raiden - That is common and for your backtests we normally employ ...

2143

Jan 03, 2012 at 19:57

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AVISO DE ALTO RISCO: A negociação em moeda estrangeira comporta um alto nível de risco que pode não ser adequado para todos os investidores. A vantagem cria risco adicional e exposição a perdas. Antes de decidir negociar em moeda estrangeira, considere cuidadosamente os seus objetivos de investimento, nível de experiência e tolerância ao risco. Pode perder parte ou todo o seu investimento inicial. Não invista dinheiro que não possa perder. Eduque-se sobre os riscos associados à negociação em moeda estrangeira e procure aconselhamento de um consultor financeiro ou fiscal independente se tiver alguma dúvida. Quaisquer dados e informações são fornecidos apenas para fins informativos e não se destinam a fins comerciais ou de consultoria. O desempenho anterior não é indicativo de resultados futuros.

EURUSD	1.14574	GBPUSD	1.32049	AUDUSD	0.70118
USDJPY	161.182	USDCAD	1.41411	USDCHF	0.80538