Resumed portfolio maintenance. Only mid-term deals will be published.
Started with an amount of 1000 000 rubles for ease of calculation.
A question for those who use this service. Take profits can be set in some way, otherwise I didn’t figure it out.
On this portfolio I work out my market-neutral strategies, you have to do it manually because it is almost impossible to automate, as there are some factors, which cannot be mathematically described. On the real one, this model is also used with the maximum probability of trades..
In fact, the equity curve is better, but again drawdowns by 95% from site problems and there was one case of my mechanical error. Graphs, By the way, the site shows weekends so the lines are not so smooth.
Including commission 2.20 per side
| Trades | 209 |
|---|---|
| # Profitable | 114 (54.5%) |
| Avg trade duration | 3.7 hours |
| Annual return (compounded) | 706.3% |
| Average win | $2,385 |
| Average loss | $2,225 |
| Profit factor | 1.3:1 |
| Max peak-to-valley drawdown (historical) | 12.64% |
| drawdown period | Oct 26, 2009 to Oct 27, 2009 |
| Correlation w/ S&P | -0.109 |
| Sharpe ratio | 4.883 |
| C2Realism Factor | 99% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 9.8% |
| Chance of 20% account loss | 2.4% |
| Chance of 30% account loss | 0.0% |
I close the scalping portfolio after completion 1 quarter, tired of this constant website crashes. Since the trade is sent for execution over the Internet, This results in a strong slippage on such volatile instruments, like copper. There have been cases of 30-40 cents when buying and selling. ES is more or less normal also because, which is more liquid.
Periodically, maybe I will experiment on it then, what I don’t do in the model.
I leave only the main model portfolio, which I will periodically show.
I consider the result unsatisfactory for a number of reasons as mine, and large slippage from the site with its freezes and repeated down time., which is confirmed in the forums by the administrator. Nevertheless, portfolio is a little positive. No doubt, that there are critics. Bargained 8227 Contracts
Therefore, I do not recommend using its service until all technical problems are eliminated.. But to use it as a demo and as a site for running strategies is quite fine, at least it calculates statistics.
Despite the unsatisfactory result, I still kept good sharpe( more 3) и sortino ratio(more 6). On scalping , basically, getting good statistics is not always possible.
No commission
C учетом комиссии 2.20 per side
| Trades | 903 |
|---|---|
| # Profitable | 491 (54.4%) |
| Avg trade duration | 1.6 hours |
| Annual return (compounded) | 355.8% |
| Average win | $876 |
| Average loss | $926 |
| Profit factor | 1.1:1 |
| Max peak-to-valley drawdown (historical) | 13.54% |
| drawdown period | Oct 08, 2009 to Oct 27, 2009 |
| Correlation w/ S&P | -0.219 |
| Sharpe ratio | 3.583 |
| C2Realism Factor | 93% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 19.5% |
| Chance of 20% account loss | 2.4% |
| Chance of 30% account loss | 0.0% |
What is ETF. What are ETFs. Who are suitable. ETF (Exchange Traded Fund) Are investment funds, which in the form of their shares (more precisely, shares) traded on the stock exchange. They got their distribution to a greater extent
Alliance Data Systems Corporation (ADSC) is a provider of data and transaction based marketing and solutions, customer loyalty. The company offers a comprehensive portfolio of external marketing solutions, including Loyalty Programs, marketing base services, strategic consulting, analysts and creative services, authorization-email services and private label marketing of retail credit card programs. ADSC is focused on facilitating and managing interactions between customers and their customers through various distribution channels, including in shops, Catalogs, the Internet, mail and phone. The company operates in four segments: Loyalty service, Epsilon Marketing Services, Private Label Services and Credit “. In November 2009 of the year, Charming Shoppes, Inc has completed the sale of its credit card programs to the Company's receivables.
I went to the BFM website. Hope's portfolio is already 289262 ruble. Such a feeling, that three months will end with a slight minus, within 5-10%, or a symbolic plus, and a resume will follow: You see, making money on your own is unrealistic, even if you are consulted by the pros. Bring your money to the bank… …or a professional manager from “Discoveries”. Well it is, speculation :)
However, there is still time, sufficient, to raise 10-15%, but I got the impression, that the strategy is not built to EARN, but in order not to LOSE. In my time, I criticized this approach, then fell for the bait building your own vehicle. Starting from conservation, not multiplication, we are not only, that we won't make serious money, but our depot will slowly start to go negative. But more about that tomorrow.
U.S. Federal Reserve (also known as the Fed ) is the central banking system of the United States. It was created in 1913 year as a result of the adoption of the Federal Reserve Act, largely as a response to a series of financial panics or massive bank flaws, especially severe panic in 1907 year. Over time, the roles and responsibilities of the Federal Reserve System have expanded and its structure has undergone changes.. Such events, like the great depression, were among the main factors, leading to changes in the system. His duties today, according to official documents of the Federal Reserve System, are divided into four main areas:
When trading in the markets, losses are commonplace.. They hurt us., but, for some traders, the bitterness of a wrong decision is the worst feeling of all. They blame themselves for, what did what – that's not the case. They drive themselves so, that they are trying to refuse to make deals, so as not to feel regret later. In the book Beyond the Threshold of Greed and Fear, Dr. Hersh Shefrin states, that regret and responsibility are closely related. The more responsibility we take for our actions, the stronger the sweat is the feeling of regret.
Freeport-McMoRan Copper & Gold Inc. (FCX), through its subsidiary, Phelps Dodge Corporation (Phelps Dodge) is copper, золота и молибдена компанией добычи. The company's product portfolio includes the mineral assets of the Grasberg region in Indonesia, which contains one recoverable reserves of copper and one gold reserve of any mine; significant mining operations in the Americas, as well as the development of the tenké Fungurume project in the Democratic Republic of the Congo ( ДРК). As of 31 December 2008 of the year, total recoverable proved and probable reserves were 102,0 billion. pounds of copper, 40 million ounces of gold, 2.48 млрд фунтов молибдена, 266,6 million. ounces of silver and 0,7 billion. pounds of cobalt. About 35% world copper reserves in Indonesia, about 31% находятся в Южной Америке, about 28% were in North America and about six% are in Africa. About 96% world gold reserves in Indonesia, the remaining gold reserves are in South America. Molybdenum reserves, primarily in North America (about 85%), from its remaining molybdenum reserves in South America.
City National Corporation is a bank and financial holding company. The company provides a range of banking, investing and entrusting services to his clients through his wholly owned bank branch, Городской Национальный банк (Bank).