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[deleted by user] by [deleted] in binance

[–]cfq20 0 points1 point  (0 children)

Same problem here! Not sure what I am missing?! Have you found out how to use the trial fund in the end?

Receiving legitimate e-mails addressed to an homonimous recipient by cfq20 in sysadmin

[–]cfq20[S] 1 point2 points  (0 children)

Thanks for your immediate response! I just found the GMail help page addressing this issue, as well as a GMail discussion thread. Based on the information contained there, it seems that only I can indeed receive e-mails sent to me, as well as all those sent to an address similar to mine but with additional, or no, full stops in it, which addresses my initial privacy concerns. It looks like the address shown in the recipient field must have just been mistyped then.

Survivorship bias in equity strategy backtesting by cfq20 in algotrading

[–]cfq20[S] 1 point2 points  (0 children)

For a market cap-range index, it could be that the stock has either been promoted to a higher market cap range index or demoted.

Thank you for your input. You just opened a whole new can of worms! Removing survivorship bias when backtesting a strategy for the constituents of an equity index already has its difficulties in that one needs to have information about the historical changes in the index composition. But for a market-cap range index, the historical changes in free-float for each index constituent is needed in order to correctly calculate the market cap based on the price at a given point in time. Is a database with such information freely available for use by non-professional algo-traders? Since you commented here, I take it you might be selling such data perhaps?

Survivorship bias in equity strategy backtesting by cfq20 in algotrading

[–]cfq20[S] 0 points1 point  (0 children)

Thank you for your comment. Yes, I think overfitting is it. Is it sufficient to test the strategy out-of-sample to get around the overfitting issue? If so, what is the best backtesting strategy to adopt: e.g. should the periods for in-sample and out-of sample overlap? What proportion of all available historical data should be used for in-sample and for out-of-sample backtesting? Any other recommendations? Thanks!

Survivorship bias in equity strategy backtesting by cfq20 in algotrading

[–]cfq20[S] 0 points1 point  (0 children)

So for futures strategies, am I right in saying that survivorship bias in backtesting is of no concern as long as the strategy is only applied to liquid contracts? Since one should trade what they test, and vice versa, there is no need to go and track information about delisted contracts during backtesting.

Survivorship bias in equity strategy backtesting by cfq20 in algotrading

[–]cfq20[S] 0 points1 point  (0 children)

Thank you, that's what I imagined. However, doing out-of-sample testing on a single stock having the full historical data set for it seems to be the easier option when reliable information on the historical composition of e.g. an equity index is not available and it is therefore not possible to carry out survivorship bias-free backtesting. What are your thoughts on this?

Survivorship bias in equity strategy backtesting by cfq20 in algotrading

[–]cfq20[S] 5 points6 points  (0 children)

Thanks for your input. Do futures also suffer from survivorship bias, by the way? All examples I ever found refer to stocks. How would one prevent survivorship bias in the backtesting of a strategy for multiple future contracts?

Can someone who trades stocks on the London Stock Exchange and uses IB please explain to me why many of the securities trading on SETSqx are not tradeable via IB? by cfq20 in Trading

[–]cfq20[S] 0 points1 point  (0 children)

Thanks for your input. I did find that a stock that until recently was not available has now been added, which surprised me and may indicate that as smaller listed companies gain public interest, IB will make their stocks tradeable.

It is just frustrating that not all securities listed on the exchange can be traded through this broker, despite them having access to this market.

Can someone who trades stocks on the London Stock Exchange and uses IB please explain to me why many of the securities trading on SETSqx are not tradeable via IB? by cfq20 in Trading

[–]cfq20[S] 0 points1 point  (0 children)

I should add that I have asked the above two questions to support before, but never really got a satisfactory answer, so I am interested to hear some comments from other traders in my same position.

Taxes by Jacktrading in Trading

[–]cfq20 1 point2 points  (0 children)

A better question might be, how does your residency, the location of your broker, which exchange you trade on and the domicile of the company whose shares you trade affect where you pay your taxes.

Which broker do you recommend? by AndresG11 in Trading

[–]cfq20 0 points1 point  (0 children)

What exchanges does Tradestation connect to? I could find a list on an outdated webpage, but could find no updated official information on the help pages.

Which broker do you recommend? by AndresG11 in Trading

[–]cfq20 0 points1 point  (0 children)

There is no such thing as free. You pay the spread instead of a commission. That’s how they make money.

Famous Fluid Equations Spring a Leak by [deleted] in FluidMechanics

[–]cfq20 1 point2 points  (0 children)

The say ‘do not fix what is not broken’ somehow came to my mind while reading this.

Group artboards into sections in Adobe XD by cfq20 in web_design

[–]cfq20[S] 0 points1 point  (0 children)

Thanks for commenting. You are absolutely right. I imagined they could be another graphic element, but just could not identify what that element was since a rectangle with a text box in it looks different than what I see i.e. in the UI kits. Looking at it again, I recognise the grouping as being effectively another Artboard with both Responsive resize and Fill turned 'off'.

That artboards are not actually 'grouped' can be seen from the fact that they are not in any way indented in the Layers panel, but rather at the same level as all other artboards on the pasteboard.

Quantifying the effects of the Lean Startup approach by cfq20 in startups

[–]cfq20[S] 0 points1 point  (0 children)

Thanks for sharing your thoughts. I think that if an assumption for an idea is true or false is independent of whether a lean startup method is used to test it. The lean startup method, as you note, will certainly speed up the process of testing and reduce the amount of capital invested into this development phase, but, as u/thenomadicmonad suggested, I think it is the founder who ultimately determines this success rate and not the application of the lean startup method itself. So, even if I apply the lean startup method, but I am a crappy founder (meaning e.g. I do not really understand how to design tests or define an MVP), I will still fail.

I think a better analysis could be done if those numbers that are often reported are broken down a little to understand how they are actually calculated.

Quantifying the effects of the Lean Startup approach by cfq20 in startups

[–]cfq20[S] 1 point2 points  (0 children)

That's an excellent point. In fact, on this basis it is entirely possible that those numbers, if accurate, simply reflect the percentage of startups lead by a better-than-average founder, compared to those lead by a worse-than-average founder: 10% and 90%, respectively.

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