I have just started using JBookTrader and am still collective market data, but I see a lot of potential here. I think price-only algo trading is mostly played out these days. Great work on the project, Eugene.
James On Tuesday, January 1, 2013 1:42:39 PM UTC-5, Eugene Kononov wrote: > > 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> > > > > -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader?hl=en. For more options, visit https://groups.google.com/groups/opt_out.
