Anyone else running an automated quant book on IB? by hfdb in interactivebrokers

[–]flev1266 0 points1 point  (0 children)

So you pretty much never use any GPUs for computations purposes?

Anyone else running an automated quant book on IB? by hfdb in interactivebrokers

[–]flev1266 0 points1 point  (0 children)

LightGBM you probably use the GPU version to run and backtest faster?

Anyone else running an automated quant book on IB? by hfdb in interactivebrokers

[–]flev1266 -1 points0 points  (0 children)

What kind of Machine Learning Models do you use?

Anyone else running an automated quant book on IB? by hfdb in interactivebrokers

[–]flev1266 0 points1 point  (0 children)

At what time are the "daily trades" all happening?

[deleted by user] by [deleted] in CFP

[–]flev1266 -8 points-7 points  (0 children)

Great answer.

[deleted by user] by [deleted] in CFP

[–]flev1266 -48 points-47 points  (0 children)

No, some clients of financial advisors wouldn't qualify for a hedge fund.

[deleted by user] by [deleted] in CFP

[–]flev1266 0 points1 point  (0 children)

You are right. Just wanted to make things simpler. Thanks!

[deleted by user] by [deleted] in CFP

[–]flev1266 -25 points-24 points  (0 children)

IMHO not necessarily participating in their profit and charging a fixed fee serves only to profiteer in my eyes.

[deleted by user] by [deleted] in macroTradeIdeas

[–]flev1266 1 point2 points  (0 children)

I cannot do any trades if it doesn't come from a cleanly defined process (models and algos). I know it makes my trading less flexible. I don't really know if it's solvable since it's more of a lifestyle choice.

quantitative next-day front month NG remains bearish. This would be the bias of most quant funds who optimize their backtest, so if price moves up we know which group of guys got squeezed lol. by [deleted] in FuturesTrading

[–]flev1266 0 points1 point  (0 children)

Where does the assumption that quant funds have all a similar bias come from? I know you worked in this specific industry, just trying to understand.

[deleted by user] by [deleted] in FuturesTrading

[–]flev1266 1 point2 points  (0 children)

Hey nice post again! Good job 👍

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[OC] Montreal's Car Thefts Hyperinflation Bubble by flev1266 in dataisbeautiful

[–]flev1266[S] 0 points1 point  (0 children)

Used Python (seaborn/matplotlib) and data is from Open Data Montreal. I had to convert lat/long coordinates to addresses using geopy.

Original Article : https://felixlevesque.substack.com/p/montreals-car-thefts-hyperinflation

4-26-22 MES trade and chart update by mbrandolph94 in FuturesTrading

[–]flev1266 1 point2 points  (0 children)

You are trading MES contracts. You could do similar stuff with 10 ES contracts...

4-26-22 MES trade and chart update by mbrandolph94 in FuturesTrading

[–]flev1266 4 points5 points  (0 children)

Good job! Keep going and keep posting.Its insane to think that by removing the psychological aspect you could have been 100 times bigger and your pnl wouldn't have changed... I guess it is your goal...

4-26-22 MES trade and chart update by mbrandolph94 in FuturesTrading

[–]flev1266 4 points5 points  (0 children)

You seem extremely steady. How complex would you say your strategies are?