Seth. Math. Positive expectancy. @algo_seth

UNCC MS in Mathematical Finance at 32. My two trading tenets: positive expectancy and robustness. All trades are 100% systematic. Joined June 2020

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Coleman McCormick @colemanm

2 years ago

Google Maps iOS has had this bug for YEARS that will pan randomly when you pinch-to-zoom Completely unreal it's still not fixed, happens every time I use the app

gon @chinesegon

2 years ago

Google Maps iOS has had this bug for YEARS that will pan randomly when you pinch-to-zoom Completely unreal it's still not fixed, happens every time I use the app

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Seth. Math. Positive expectancy. @algo_seth

3 years ago

March options recap I posted on RealTest forums. (2/2)

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Seth. Math. Positive expectancy. @algo_seth

3 years ago

March options recap I posted on RealTest forums. (1/2)

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AlphaCast episode one is live! I interviewed #MarketWizard Marsten Parker @mars10p. Marsten has trounced 99% of hedge fund managers using a #systematic approach. Sound interesting? Check it out. youtu.be/RvXoEdX5NsQ

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Seth. Math. Positive expectancy. @algo_seth

3 years ago

Continuation again of the previous posted trade. Capital efficiency is the best way to trade multiple systems with the same equity pool. Will cover the delivered shares and open a new position [again] on Monday. This insert of VXX Put is from a position opened on 19 December.

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Seth. Math. Positive expectancy. @algo_seth

3 years ago

Continuation of the trade posted on Nov 6. Took delivery of those shares short, covered them, and opened a new put position after expiry on the 21st of November. My current position cost about 1/10th vs selling the ETF directly! Capital efficiency is awesome. #next1000trades

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Seth. Math. Positive expectancy. @algo_seth

3 years ago

Ran in to some issues with automation this week it looks like, but still ended up with a nice 14% winner regardless. #next1000trades

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Seth. Math. Positive expectancy. @algo_seth

3 years ago

Ugly chart. Pretty trade. #next1000trades

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Seth. Math. Positive expectancy. @algo_seth

3 years ago

Beating the backtest 101: don't simulate trades near the low of the day when you build your system! This specific entry was filled BELOW the reported low. I don't believe the brokers advertising "free stock trades" will give you that one. #next1000trades

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Seth. Math. Positive expectancy. @algo_seth

3 years ago

Had a +4.5% day yesterday across 29 trades. I took this symbol long in two systems, one for a 16% gain and one for a 14.5% gain. This pictured trade is one that my backtest would not have simulated. One of my favorite features in @mars10p's RealTest! #next1000trades

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Seth. Math. Positive expectancy. @algo_seth

3 years ago

Down week would have been much worse without this guy #next1000trades

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elPythonQuantador @ThePythonQuant

3 years ago

8) In everything you build, make sure your backtest matches up to your realised out of sample (OOS). There’s no point having a fancy system if your realised OOS doesn’t match your simulation. That should be your first priority.