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Mark Holstius

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Posts: 744

Joined: 10/11/2012
Location: Sleepy Hollow, IL

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Subject : RE: Follow The Money Update
Posted : 8/9/2017 11:15 AM
Post #36846 - In reply to #36845

Hi Arby,

Glad you noticed that line about surprises to the upside… I certainly didn’t expect one quite so soon, but it’s always nice to pocket the wins.

Maybe we should refer to them as “White Swans”…??? ;-)

I hope to use OT to get more data on volatility around earnings, but I’m involved with another project concerning Limit Orders at the moment.

Reflecting on it, what I like about this portfolio is that because of its diversity and small trade sizes I don’t find myself getting overly concerned about any particular set of trades. I figure the statistical behavior should assert itself over time.

Could be interesting given World Affairs / Politics for the next few months, though.

BTW - looks like you got a few extra bucks on those 3 trades getting out on Friday. Nice. My testing data doesn’t support early exits overall, but maybe doing it on Fridays would be a good thing to check out…???

Mark

Deleting message 36846 : RE: Follow The Money Update


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