Aug 8 - Aug 12: I didn't trade live this week. My flagship strategies don't seem to be able to cope with this market, which is, in retrospect, understandable, given that they were optimized on the relatively quiet period of the previous 8 months or so. I am back to the drawing board, trying to figure out how to account for this dramatic rise in volatility.
The original purpose of this thread was to evaluate JBT robustness and sustainability as the framework, and that purpose was accomplished, so I am going to stop posting weekly updates. After hundreds of live trades, I have high confidence in JBT's ability to run multiple strategies, monitor the markets, and execute the trades. As to the performance of the trading strategies themselves, that's a different matter that really does not belong to this discussion. -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To view this discussion on the web visit https://groups.google.com/d/msg/jbooktrader/-/G_CkznLzolEJ. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
