Prop Firm Hub

Awkward and uncomfortable for them.
Because if we go to Discord and say that their 3 days payout is very bad (uau, now it will be 2 days !), we get flogged by all the gang that had a lobotomy when they were born.
Here they will have tougher times to make people et all the sh*** they spread in Discord.

Best and cheapest one which I have used for nearly two years is Interserver. Other ones look cheap but when you add Windows server it's expensive!

Interserver is $10 per month with Windows server. I can run two MT4 platforms simultaneously without a problem.

https://www.interserver.net/r/765669

I haven't, but for privacy's sake, I wouldn't.
Thanks for the suggestion, though!

Thanks... looking into them...
seem like a decent option.
No issues? That'd be sweet.

super simple to set up, plus you get a bunch of free time at the beginning.
I am using a VM running windows server 2012, but you could go all the way up to the latest windows OS i believe

LOL

For anyone that may have been tempted to trade with Surge Trader, you should be warned that their Eightcap server keeps dropping signal. Maybe it's just me, or maybe they cannot handle volatility

They certainly have been good at banning complainers from their discord. Lord help them if their server problems get vocalized.

update on blueforexfunds.

I had a drawdown of 2% on my account went to bed on friday with all trades closed. All of a sudden the account is violated and the myfxbook says dd is over 4%. The account was never even close to 4% daily dd.

It is a scam. I am seeing others having same problems i had, so axel and igdoust can go fuck themselves, stupidass scammers.

...and what is their calculation, how they come to those 4% DD out of nowhere ? I mean, you have good argument that you had no trade open, so I would contact them.

Sure I contact them, but I will wait 2 weeks for another response.

Surge in UK gilt yields exposes pension fund weaknesses
by Colin Robertson 4 October 2022
Low, not rising, yields were thought to be the danger
A decades long downward move in UK gilt yields has led to a fall in the interest rate used to discount future cashflows and increased the value of UK defined benefit pension fund liabilities. Many pension fund trustees, faced with the considerable risk that the value of assets held by funds would not increase commensurately, adopted liability driven investment strategies.
These LDI strategies involve purchases of repo or derivative contracts, with the aim of matching liabilities as closely as possible with minimal risk. Since the lowest risk assets are government bonds, which cannot be expected to produce the returns funds require, leverage has been employed. For example, one-quarter of a fund might be invested in LDI assets which, when scaled up, match all of the fund’s interest rate and inflation risks. The remaining three-quarters are invested in assets, such as equities to produce the desired investment return.
This leverage requires collateral to be posted against the repo or derivative contracts. While the collateral is likely to consist of investments such as short duration bonds and asset backed securities, it is gilts which will be sold if collateral calls cannot be met and leverage needs to be reduced. This means that when gilt prices are falling, collateral requirements may force gilts to be sold, further depressing prices. This risks a downward spiral and is the reason behind the Bank of England’s intervention on 28 September.
The solution of using other assets to boost collateral is not as simple as it might seem. These assets may not be accepted as collateral nor may they be readily monetised. For example, it has become ever more fashionable to hold ‘private’ unquoted assets, notably private equity, private debt and infrastructure investments. While exposure to such assets is carefully monitored with regard to anticipated negative cashflows in future years, not enough attention appears to have been paid to a potential immediate need for cash.
Smaller pension funds are especially vulnerable to these problems. They often use products sold by investment management companies, pooling their LDI assets with other pension funds. In this case, the investment management company cannot transfer money from elsewhere in the fund to increase the collateral and may instead need to decrease the leverage. Of course, this is not what pension funds want. Yet, they may have no control over the situation. From a manager’s perspective, an upward spiral in gilt yields could threaten this business.
Large pension funds can also suffer. Notably, the repo or other derivative contracts usually need to be rolled over quarterly, which may not be done easily in times of stress. Another issue for most UK pension funds is that the inflation protection offered to fund members is capped, typically at 3% or 5%. The result is that the extent to which the overall fund liabilities need to be hedged against inflation varies with the level of inflation.
It is clear that Bank of England intervention, potentially purchasing £65bn of gilts over 13 days, can do no more than buy time. The Bank’s monetary policy cannot be switched from the planned quantitative tightening to renewed quantitative easing to support pension funds. Pension funds themselves must change.
First, pension funds should be carrying out thorough scenario testing exercises and taking appropriate action. The UK pensions industry has had a mentality that the risks lay largely in the direction of lower yields. They believed higher yields were good as they reduced the value of liabilities, improving solvency. However, the issues which many pension funds faced last week have highlighted that higher yields can bring their own problems.
Second, an acceptance of lower returns with less leverage seems in order. Not for the first time, financial engineering has come unstuck due to implementation issues when the theory is taken too far. This is linked to the issue of collateral. Falls in gilt prices leading to collateral calls and subsequent forced sales of gilts are clearly unsatisfactory.
Lastly, a greater appreciation by pension funds that, while they may be very long term investors, problems can be very short term. For some funds, this may mean ensuring a greater commitment to liquid assets which can provide a buffer in times of need.
Pension funds do maintain risk registers, classifying a long list of risks by likelihood and severity of impact. Nevertheless, they may find regulators stepping in with restrictions unless they take more action to mitigate these threats.
Colin Robertson is Independent Adviser to a number of pension funds and former Global Head of Asset Allocation at Aon.

@ TrAndy1,

Could you please stop spamming this post with macro economic news or fundamental trading analysis! There are posts elsewhere on this forum for that stuff, if the subject is not prop firm related... stop!!!

I've got only good exp. with Contabo, German quality for very reasonable price Never heard of Interserver, but simple setup and price diff makes the sure “winner”

But in these times those news are extraordinary important for anyones trading. The volatility in recent days and weeks on even major FX is so high, it must be understood by anyone. That is why I am posting such news and analysis too. Usually I would not. Ok, I can stop it, but do not tell me anyone have not heard of any central bank intervention and then got stopped out badly or your risk management pre trade was far off beyond good and bad because of that. These are special times.

i have open acc and floating losses are around 2000 USD during roll over/ day start time
after resetting daily loss it should give 5000 usd
but in metrix section it showing around 3000 usd.

in FTMO, then how it is equal to daily loss of 5000 USD. I've contact with their chat but they told that they calculate with floating minuses. yes that also can be done, but that dose reflacte that they r offering daily 5000 loss actually its less. totally misleading isn't it?

-Your sentiment is appreciated. However, perhaps it is better to let people decide whether or not to educate themselves on the matter. You may have all of the good intentions in the world, but if you start spraying passersby with a water hose on a scorching-hot day, then the appreciation that you expected in return for your efforts may come in the form of a punch to the face.

Not misleading at all. Had you closed that floating loss before rollover, you would have 5000 max loss today. If they give you 5000 ON TOP of your 2000 floating, they would be giving you 7000 max daily loss. If that floater was up 2000, you would see 7000 available loss in matrix.

I'm not sure, bcz the floating 2k was happened yesterday not today. they probable mixing equity and balance in together. for this calculation mff offers better and accurate calculation, for new day ill get 5k more floating dd. yes in balance I ve 3k to loss

If you start the day with a 2k rollover drawdown then you are 2k down for the day regardless. MFF is the same, you have a max DD on the day which includes any open positions. MFF give you a $ value floor and if you hit that you are out. If you are flat at the start of their rollover you get the full daily loss allowance based on your balance- if you have open positions they are taken into account. That is the way my back office works anyway.

maahome