How to trade micro-futures by Krzysztof Szymczyk - HTML preview

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Table Of Contents

About

Our Goal and our mission

Disclaimer

Tools

The theoretical part

What is algo-trading anyway?

Algo-trading explained and why it works?

What is StrategyQuant?

The pieces of successful break-out trading puzzle

1) Volatility

2) Proper market timing: LONG vs SHORT

3) Liquidity

4) Reliable platform and market interface

5) Proper account sizing

6) Statistical significance

7) Robustness of trading systems

8) Diversification

9) Data correlation: WYSIWYG

10) Positive expectation

11) Trading frequency

12) Portfolio building method

13) Monitoring and incubating methods

14) Patience

Conclusion

The practical part (Level= basic)

TIP: About curve-fitting

TIP: Make your own trading journal

Q&A: Intra day vs mid-term swing trading?

Q&A: What timeframes you use?

Q&A: When to tel if your trading results are worthless?

Q&A: Wil your strategy work forever? What’s the strategy expiration time?

Q&A: How to deal with costs of trading?

Q&A: How our typical workflow looks like?

Q&A: How good is your correlation between SQX backtest and live trading?

Q&A: How does a typical live equity curve look like?

Q&A: How to recognize a robust and potential y profitable system?