Marcello Belguardi

Indipendent Systematic Trader

[Marcello Belguardi @marcebelgu]

@madskristensen Currently Codex, Gemini and Claude extensions. As a C# engineer, I need to keep Visual Studio and VS Code both running.

[Marcello Belguardi @marcebelgu]

@elonmusk @BillAckman They are simulating social behavior within the constraints their human owners set. The result is an emergent "society" that looks intentional, but is fundamentally just a complex web of auto-completes triggering other auto-completes.

[Marcello Belguardi @marcebelgu]

@darvas_box @MarciSilfrain Yes that's a serious competition. The Robbins one is more like a game,low barrier to entry, there are good traders as well, but it's mostly a business for the organizers.

[Peter - Cracking Markets @SystematicPeter]

Long/short intraday breakouts can work on longer timeframe too. Especially with a trailing stop-loss.

This is the result of a simple channel breakout strategy on Nasdaq e-mini futures.

Rules:
- Timeframe 60m, continuous contract
- Track highest high and lowest low over 30 bars
- Long entry - stop 1 tick above channel high
- Short entry - stop 1 tick below channel low
- When in position - trail stop with ATR multiplier
- No profit target - ride the move until the trailing stop is hit

Position sizing:
- Risk fixed dollars per trade
- Lower volatility = more contracts
- Higher volatility = fewer contracts

Assumptions and costs:
- Commissions 1.5 USD per contract per side applied

Why this works:
- Higher timeframes reduce noise yet capture regime shifts
- Trailing stop lets winners run and cuts losers
- Volatility scaling keeps risk stable across regimes
- Few moving parts = less curve fitting

Bookmark this and add it to your playbook. Simple, mechanical rules can compound better than opinions. Follow for more robust, testable strategies.

#systematictrading #futures #NQ

[Marcello Belguardi @marcebelgu]

Cool!

[Precious @Prehshh]

If you KNOW markets print instat highs & lows at 03:00, 09:30, 16:00, 18:00...

Why aren’t you trading around them? Or better yet, building a strategy with them?

This will help you save time spent staring at charts, keeps you stay Focus, less noise & greater edge in the markets.

[Marcello Belguardi @marcebelgu]

ORR on DAX? https://t.co/b2oWSGEkRB

[Marcello Belguardi @marcebelgu]

@MarcoDabizzi Eric Clapton ha avuto reazioni avverse cosí forti da temere di non poter suonare piú la sua chitarra. É tutto in una sua intervista pubblica su Youtube. Era un tantino incazzato.

[Marcello Belguardi @marcebelgu]

@MarianitoMacela @dr_ericberg Make a 'bruschetta' to put it to the test. Maybe is not keto but it's good :-)

[Marcello Belguardi @marcebelgu]

@MarianitoMacela @dr_ericberg Taste it. You know when it is good. Not sure which type of oil is imported in US. I lived in Ireland and it was difficult to find quality oil, it's not a mainstream food in Ireland.

[Marcello Belguardi @marcebelgu]

@mobb214 @dr_ericberg Yes counterfeit olive oil exists. Or better It's low cost oil, you can taste it, it's not the oil that you can find from local producers or from a known brand. However not easy to scam an Italian person on food. If you pay less you get less. Be careful.

[Marcello Belguardi @marcebelgu]

@grok @climacritic @AlbertoContri @grok altri scienziati e premi Nobel sono o sono stati critici con la corrente catastrofista sul clima. Puoi fare qualche esempio?

[Marcello Belguardi @marcebelgu]

@grok @climacritic @AlbertoContri Will Happer dice in in'intervista che si trova su youtube inoltre che è molto difficile se non impossibile misurare la temperatura della terra e comunque qualunque modello sul clima è impreciso o inutile perchè le variabili in gioco sono troppe.

[Marcello Belguardi @marcebelgu]

Intuition about Stationarity https://t.co/UrbY2YWlYL

[Marcello Belguardi @marcebelgu]

Nice. A free classic 1979 Larry William's book: "How I Made One Million Dollars, Last Year, Trading Commodities" https://t.co/e5kpv98skE