Thomas
Region: US
Monday 11 August 2025 23:41:11 GMT
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່ :
55% with 20-30rr in what world 😂😂😂😂😂😂
2025-08-13 07:01:58
81
rkuro :
Unbelievablely high RR is not compatible with high WR 😭
2025-09-01 10:11:59
28
taesmoney :
I quit
2025-08-16 11:42:32
3
Apple User763427 :
What program do you use to backtest strategies over longterm and get such equity curves?
2025-08-18 13:47:52
1
⚜️ :
I’ve got a long term port with a Sharpe of 1.4 and average cagr of 12%
2025-08-12 00:04:59
2
nmn120 :
Can you please recommend the courses we can take for quant trading or algo trading?
2025-08-15 15:59:49
1
ding-dong :
20-30 RR is absurd hahahahaha
2025-08-14 15:25:42
8
TD :
How many trades are considered a good statistical sample?
2025-08-15 20:00:47
1
Butter.Doesn’t.Belong.On.Buns :
Isn’t 45-55 =50 on average. Or net zero
2025-08-12 00:33:08
7
Faceless :
How do I monte carlo test my edge. I have about 77% wr with a 1:2 RR with a sample size of 70 right now, still collecting more data on this.
2025-09-04 13:00:16
1
Abir :
thomas how rare is a sharpe of 5
2025-08-15 10:04:18
1
BANKROLL :
What about 70% winrate with 3RR
2025-08-20 13:42:32
4
Ryan Sossion :
yes exactly! Backtesting methodologies is the Holy Grail! Robustness is necessary
2025-08-12 20:08:31
1
Owino_Daniel :
Seriously, the only way to win is insider trading. How would you go a out it?
2025-08-19 10:29:06
1
ChonkyBear :
Teach me your ways sir 🙏 I am interested
2025-08-12 11:54:16
2
abdulazizm0hsin :
Is there a strategy with higher than 50% wr
2025-08-26 16:34:57
1
massimo.bsl :
Take on Swing Trading?
2025-08-12 12:15:06
1
Ryan Sossion :
Best advise I ever got in my trading was to dive into algorithmic trading, only for the purpose of more accurate and speedy backtesting. Fail fast, fail often!
2025-08-12 20:09:47
2
chad572638 :
Share price is random intraday (outside of milisecond time frames that HFT hedge funds move in and out of for arbitrage trades. But that’s more quickness of info than anything else). What these retail “day traders” don’t understand is basic probability measures which needs one of two things to be true 1.) the number of outcomes to be finite (like counting cards in blackjack. Your number of potential outcomes are capped by the number of cards in a deck) and 2.) there has to be some level of structure within the data set. If there is no structure (like what you see in intraday time frames since it’s basically random) your inputs lead to delusional outputs, almost “breaking” any kind of Monte Carlo or other probability model. This is why they’re gambling, they’re hunting for something that’s not there.
2025-08-21 16:35:49
0
alfie :
In summary, do you think people should day trade and if not what should they do
2025-08-14 09:26:46
0
Chuks :
possible with discrete trading. codes are too Strict. it's highly difficult to truely code a strategy that rely on chart patterns. the variance will not be captured. if trading is zero sum. then trading against pattern variance cannot be coded
2025-09-08 21:38:14
0
Darrel Wijaya :
Damn
2025-09-08 12:45:59
0
Braedon :
What do you think about buying bear call spreads with the sell leg being 10 delta. 40 days to expiry, and owning the underlying.
2025-08-26 01:47:50
0
hiddenbid :
and yet the kid trades on a demo😭😭🙏🙏
2025-08-18 22:36:19
0
M :
🤣🤣🤣🤣🤣
2025-08-13 17:26:53
1
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