#Backtest

The more I look into systematic trading the more I am convinced that alpha is to be found on the turn, where one regime falls and another rises. In between,
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1/Get a cup of coffee.In this thread, I'll help you work out how much money you need to retire. 2/The goal is simple.You want to accumulate a *large* portfolio of
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A very humble thought on math in trading. I say humble because I risk straw-manning quant (look, I have yet to meet an IYI type quant that Taleb would caricature.
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I came back to BTC early 2017 and discovered crypto-exchanges around mid 2017. switched from gambling to trading early 2019 and became netto profitable early 2020.it was probably the classic
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TIPS FOR TRADING - ONE LAST THREAD- Learn to understand price movement. Learn how, not why. The why is irrelevant. - Confidence is normally the biggest factor in execution. If
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These headlines convey the troubles with society's relationship to science these days. On one hand there are clearly strong interests to covertly censor and discredit factual data in an effort
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Short on systematic trading-Lot of time gets spent on optimisation, indicators and multi factor models, not enough on selection of the right asset class or allocation between them. Any
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Types of strangle/straddle people do.1. Equal premium based.2. Delta based.3. Directional/offset straddle.4. Overall stoploss based.5. Individual side stoploss based.6. Hedge one-sided if imp level break. 7. Keep moving Position strike
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There's a paper here that has spawned hundreds of dubious strategies called 'intraday momentum'. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2440866It says on SPX the first half hour of trading predicts the last half hou
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Read 30pages of this masterpieces so far and here are the 6 main components of a successful trading approachA thread 1. A method for identifying trade setups: call this
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I have seen @mwabilimwagodi and @maktejah_ talk about it...Ok Its time for some Forex EducationTHREAD a.k.a Uzi Ok, Forex Trading has come around this space via influencers trying to get
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It's easy to lose money trading if you:1. Trade too much (paying fees + impact on each txn)2. Size positions too big (high vol hurts compounding ability + gets u
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//THREADLet's talk fees.One of the common phrases on CT is that "fees kill your gains"Most humans are visual learners and the ones who aren't usually need some sort of proof
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A lot of factors in the market, and especially in it’s relation to politics, suggest to me that this time inflation will be the next big problem to hit. Not
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1. Truth.There are two things that helped me advance as a trader quicker and more efficiently than anything else.Being systematic.Trading one asset. 2. SystemsHaving a system is essential. You need
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With $ALTS popping left, right and center, we all want to spot the best opportunities.Last week I explained the biggest cheat code (MAs). Today, I explain another trick from my
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