Live Algorithmic Trading, July 11 Thursday
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Today's Summary:
Finally, there is some decline in ES, which drops more than 1%. We get some DD, but of course, this will later result in larger profits, due to the additional trading action due to hedging (the "stop recovery mechanism"). Today we added a new instrument to our folio, activating a new layer and increasing our exposure.
Elapsed 892 days. Initial funds: 2MM. Fills: 4681. Comms: 63.127K. Funds currently in use: 8.30%. of NetLiquidation.
Last values received [Thu 11 Jul 2024 19:28:43:746 Thu 11 Jul 2024 13:28:43:746 ET]:
BuyingPower 19,284,733.76 USD
FullAvailableFunds 2,892,710.06 USD
FullExcessLiquidity 2,930,231.41 USD
FullInitMarginReq 261,775.39 USD
FullMaintMarginReq 224,254.04 USD
NetLiquidation 3,154,485.45 USD [Max: 3,158,284.48]
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Showing real-time algorithmic trading with automated software (and IBKR Gateway to exchanges).
Several instruments on corresponding layers are being traded simultaneously. Long/Short player superposition and layer overlay with continuous real-time hedging.
This program runs continuously, 24/6 (apart from Saturday when mkt is closed), and we show updates and comment on the action for a few hours every day. Make sure to turn the notifications on to see how wealth is generated, as we also occasionally give away important information to understand the real source of our systematic edge. Feel free to ask questions in the chat during the live commentary or in the comments below.
No Technical "BS" Analysis (TA). No "prediction". No "signals." No AI.
Beware of the idiotic nonsense typical of the trading world! That is food for the retards and the useful losers from whom we take the money: nothing of that will ever work systematically!
On the other hand, "passive investment" is based on the pure "hope" that mkt will go up and some wild intraday fluctuations will not kick you out before you can see any hoped-for profit. But the mkt has no obligation to comply. And, in any case, you will suffer massive drawdowns.
Active investment, such as the systematic algorithmic trading shown here, on the contrary, takes action, actively and promptly hedges against unfavorable price moves by using suitable automation, and grabs PnL relentlessly.
We use a purely rational algorithmic trading approach, essentially based on the Universal Stat Edge (USE) Principle on Historical Trading Information (HTI) and "induced price recurrence", proved by Prof. T. Gastaldi (see ArXiv seminal paper reference below). Targeted at professional investors only.
No licensing. No maintenance fees. Pure performance-based endeavor. For suitably capitalized investors only.
-------------------------------------------------------------------
Credits and programs used:
Algorithmic Trading Platform: G-BOT (from the G-BOT algorithmic Trading Project)
[If you are a suitably capitalized investor, you can run the platform directly on your PC and account. For details, see the project site: https://www.datatime.eu/public/gbot/ ]
General methodological principle and approach (HTI + price recurrence) theoretical reference: https://arxiv.org/abs/2404.14252
Broker: IBKR, connected via IB Gateway.
No financial advice is ever implied.
Видео Live Algorithmic Trading, July 11 Thursday канала WealthHealth & PianoExercises
Today's Summary:
Finally, there is some decline in ES, which drops more than 1%. We get some DD, but of course, this will later result in larger profits, due to the additional trading action due to hedging (the "stop recovery mechanism"). Today we added a new instrument to our folio, activating a new layer and increasing our exposure.
Elapsed 892 days. Initial funds: 2MM. Fills: 4681. Comms: 63.127K. Funds currently in use: 8.30%. of NetLiquidation.
Last values received [Thu 11 Jul 2024 19:28:43:746 Thu 11 Jul 2024 13:28:43:746 ET]:
BuyingPower 19,284,733.76 USD
FullAvailableFunds 2,892,710.06 USD
FullExcessLiquidity 2,930,231.41 USD
FullInitMarginReq 261,775.39 USD
FullMaintMarginReq 224,254.04 USD
NetLiquidation 3,154,485.45 USD [Max: 3,158,284.48]
-------------------------------------------------------------------
Showing real-time algorithmic trading with automated software (and IBKR Gateway to exchanges).
Several instruments on corresponding layers are being traded simultaneously. Long/Short player superposition and layer overlay with continuous real-time hedging.
This program runs continuously, 24/6 (apart from Saturday when mkt is closed), and we show updates and comment on the action for a few hours every day. Make sure to turn the notifications on to see how wealth is generated, as we also occasionally give away important information to understand the real source of our systematic edge. Feel free to ask questions in the chat during the live commentary or in the comments below.
No Technical "BS" Analysis (TA). No "prediction". No "signals." No AI.
Beware of the idiotic nonsense typical of the trading world! That is food for the retards and the useful losers from whom we take the money: nothing of that will ever work systematically!
On the other hand, "passive investment" is based on the pure "hope" that mkt will go up and some wild intraday fluctuations will not kick you out before you can see any hoped-for profit. But the mkt has no obligation to comply. And, in any case, you will suffer massive drawdowns.
Active investment, such as the systematic algorithmic trading shown here, on the contrary, takes action, actively and promptly hedges against unfavorable price moves by using suitable automation, and grabs PnL relentlessly.
We use a purely rational algorithmic trading approach, essentially based on the Universal Stat Edge (USE) Principle on Historical Trading Information (HTI) and "induced price recurrence", proved by Prof. T. Gastaldi (see ArXiv seminal paper reference below). Targeted at professional investors only.
No licensing. No maintenance fees. Pure performance-based endeavor. For suitably capitalized investors only.
-------------------------------------------------------------------
Credits and programs used:
Algorithmic Trading Platform: G-BOT (from the G-BOT algorithmic Trading Project)
[If you are a suitably capitalized investor, you can run the platform directly on your PC and account. For details, see the project site: https://www.datatime.eu/public/gbot/ ]
General methodological principle and approach (HTI + price recurrence) theoretical reference: https://arxiv.org/abs/2404.14252
Broker: IBKR, connected via IB Gateway.
No financial advice is ever implied.
Видео Live Algorithmic Trading, July 11 Thursday канала WealthHealth & PianoExercises
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