Experiments in Spread-Betting Part II


This blog and its writings represent my public, although still ‘private’ identity, front to the world. As such I try to keep the writing as professional and error proof as possible. As many have likely gathered I do not do a very good job of that as it is so when I make an error in calculation or conclusion, it looks especially bad. A few days ago I posted an experiment I was conducting on exotic options and a new systematic strategy. Thank god I paper traded it because as I was reviewing the results today I had what a co-worker once dubbed as a ‘senior moment’ and when entering barrier levels on a daily basis since Nov 3, I had an incorrect parameter as one of the inputs and hence, incorrect barrier levels.

ScreenHunter_01 Nov. 05 21.51The page scrolls down a few more pages but you get my point. Argh! I had to start all over again and I am unfortunately finding out that the real-world pricing does not offer enough edge given my new parameters as the old. At the very least I am not losing money which is always a good thing.

~ by largecaptrader on November 5, 2009.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

%d bloggers like this: