Dear Eugene, 

my congratulations to the great work and of course to the very successful 
trading!
It seems your dream of successful fully automated trading comes true - and 
pays off.

Have a great 2013!
 Klaus


Am Dienstag, 1. Januar 2013 19:42:39 UTC+1 schrieb nonlinear:
>
> Hello JBTers, and happy new year!
>
> It's been relatively quiet in the JBT discussion forums, but for me 
> personally, a lot of things have happened:
>
> 1. Another JBookTrader version was released, which added to the stability 
> of the platform.
>
> 2. I traded with JBookTrader live, every day, methodically, and without 
> interference. It paid off, as my account returned 50%. I was trading 8 
> strategies, 4 short-only, and 4 long-only. Each strategy is independent, 
> and trades 1 ES contract. The performance chart (from the IB report) is 
> below.
>
> 3. In 2013, I am scaling it up to 14 ES strategies, and starting to 
> accumulate the data for another instrument (the 30-yr bond US future).
>
> 4. Three months ago, I started tracking the performance of my IB account 
> with RapaCap, which is the service to match best traders with the capital. 
> Based on the short term tracking performance, I made it to the top 10 
> traders:
> http://rapacapintro.com/account/leaderboard/landingpage
> My account is shown as nonlinear/JBookTrader in the leaderboard.
>
> 5. I am continuing to work on JBookTrader to improve its robustness, 
> features, and performance. Sometime in January, I'll release the next 
> version of JBookTrader, which would include:
> a) improved performance of the "brute force" and the "divide-and-conquer" 
> optimizer
> b) automated holiday detection
> c) portfolio manager (for better handling position sizing when running 
> multiple strategies)
> d) new performance metric
> e) enhancement to trading schedule
> f) re-subscription feature for long-running JBT sessions
> g) other minor changes and improvements
>
> Feel free to share your success stories (and failure stories) with 
> JBookTrader in this thread.
> Good luck to you all in 2013,
> Eugene Kononov.
>
>
> <https://lh4.googleusercontent.com/-Gz_jibyYJSg/UOMt0RjHOKI/AAAAAAAAADE/WZIQYCu2FEY/s1600/performance.png>
>
>
>
>

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