Viewing profile — pyrrhotech

Unfortunately there's nothing new about this scam; it happened to one of my dad's friends 20 years ago. I think it's wise to treat anything you are told by a dental or healthcare p…

We have the standard disclaimers in the TOS. Essentially, Grizzly Bulls is not a financial advisor, offers no financial advice, and only sells access to signals generated by propri…

Oh no, you are never required to take an action with equity index futures as they are cash settled every quarter. So whether you have an open long or short position at expiration t…

Good question - you won't be "called" or anything like that in this scenario as you are effectively market neutral. If VOO goes up, your ES/MES futures value will go down according…

Not yet, but I plan to write a revised edition incorporating some of the feedback I've gotten in the near future. I'll include a digital version with it.

Yes, in fact non-bull regimes are where they earn most of their relative outperformance. During buy signals, it's impossible for the models to outperform as they are long the S&P 5…

I use Interactive Brokers for automated trade execution and as data source for real-time ES and VIX data. Data for the other indicators comes from a wide variety of sources. One of…

Yes, but that's why the preferred method of implementation is using the S&P 500 futures (ES and MES) as the hedging tool during sell signals. With this method, you hold your prefer…

https://grizzlybulls.com/how-it-works is the best page I have explaining the basics, but I probably need to be more accommodating to complete beginners. Grizzly Bulls is intended t…

For inspiration, I highly recommend "The Man Who Solved the Market" about James Simons and Renaissance Technologies. Some of Ernie Chan's books are great for learning about the bas…

I expect the long term CAGR for the top models to be in the 20-40% annual range. That's certainly high enough to get wealthy over a couple decades, or sooner if you are already sta…

Building algorithmic trading models. So far results continue to be good with every model outperforming the market on both absolute and risk-adjusted basis since going live. Since l…

I think most would agree $250k is a comfortable lifestyle, but if your neighbor is making $1M/year in the same profession just because he works at a different company, a bit of bit…

It's a bit ironic that knowledge work will become obsolete before blue collar work. I disagree with the author that it will become completely obsolete in the next 20 years (althoug…

73 is less than a decade into retirement age; hopefully she has much more than a few! Looks like 14.5 years life expectancy

Tragic news; he was my personal inspiration for getting into algotrading and founding https://grizzlybulls.com . The ultimate counter-example to the Efficient Market Hypothesis. RI…

I've studied many systems over the years and never found any that matched or outperformed their backtests. So far our live results have hit between 1/4 and 3/4 of backtest performa…

exactly ES is 50x S&P 500 futures price or 10x MES, current value per contract is about $263,800

To implement the strategy in the most tax efficient manner without leverage you would want to have an account worth 5 * (S&P 500 futures price). Today that would be about $26,375. …

I've been building algorithmic trading models for the last 4+ years. After trading them successfully with my own capital for more than a year, I launched https://grizzlybulls.com a…

78 seems so young to die. I suppose my family is lucky to have good longevity genes and disciplined enough to live fairly healthy lifestyles. I have 3/4 grandparents still alive an…

Exactly, but if you compare to the market, even though 5.7% absolute returns is a poor 15 month performance, much of the model's relative outperformance came from those 15 months w…

ah, sorry for the confusion. That's because the last 20 trades are excluded from the table/chart if you don't have the appropriate access level to view, in this case a Gold members…

It's obvious that bubbles exist in retrospect, but determining whether current growth and valuations are sustainable in the present is incredibly difficult. As another poster menti…

Thanks, really appreciate the feedback! I thought of the name Grizzly Bulls as kind of catchy since the goal is periodically hedging market downturns and so somewhat oscillating fr…