Tom, lol, Yes I did not get robbed. From what I heard and read downtown area is pretty secure and due to the
Jet lag I am in bed at 8 pm
Yes Winter is not the best time, but in the Summer time I go on vacation with my Kids and wife (Kids are
too small for a citiy vacation) and I just did not see Chicago (I have seen Boston, Minneapolis, Phoenix, San Francisco,
some smaller Cities in Utah, Denver, Boulder, Miami).
New York I did not see as well, but my wife said she wants to see this with me together, so now you know who is the Boss at home!!!
And I wanted to see some Paintings of Edward Hopper, will see them today… Looking Forward.
Are you going to visit P123 while in Chicago? They office there. You might be able to pick up some tidbits about future updates from Marco and pass them on to members.
Stay North of McCormick Place, East of Lasalle st, be in your hotel by midnight, do not walk around drunk, keep your wallet in your front pocket, and avoid conversations with “street people” and you should be fine.
Do you use a live port to track your experiment or (due to slippage or rather loosely tracking the port) do you have your own excel spreadsheet with a graph?
It would be more fun to follow your experiment if you could provide a (brief) history of your transactions or a performance graph.
I hope you continue to have good luck with your port and have fun in Chicago!
Denny: No I was not at the Office of P123, I might have passed it since it is in the financial district.
Scott: Thank you!!! I was in the Hotel by 08:00 p.m., I did almost everything by feet and lost 2 Kilos.
Highlight was the Chicago Institute of Art, finally saw Nighthawks from Edward Popper, unbelivable (they got “everything”, Monet, Manet, Lichtenstein, O Koffee, Demuth, Dali, Wood, Koons, etc. etc. I will be definitly back!
Fips: OK, I will as soon there is an amount of transactions that is big enough (> 20)…
The System was Long TNK, I managed +7% on the Position (+700 Dollar, I upgraded my betting size!)
Then the System was Long INTL and I lost around 4%
Now the System is Long SIGM (Flat right now, I was lucky since i bought it later as the System suggested since I was on the road…
SIGM 1550 @ 6.85
Though it has not much to do with the System Performance, since I trade between Monday morning and Tuesday evening due
to other activity (like working). But I will still trade it with 10k.
To summ it up:-6% DD right now, the System is slightly better (around -3%).
Experiance right now: Volume for 10k is great, Ask and Bids tick down, but with 0.2% - 0.3% Slippage I get easy in and out.
I got some ideas off the ski slopes and came up with the below sim. I try to proof that it is possible to get a high performance with a smaller than 1000% annual turnover. One buy rule, one sell rule, a 10-factor ranking system and no market timing; variable slippage & next average of high and low as transaction price.
What do you think? Any chance for you to have a similar medium-turnover model?
