Trading styles in AG

Discussion in 'Commodity Futures' started by Rachmaninov, Aug 24, 2014.

  1. I open this topic to understand what others traders are doing and to share experience with people having the same trading style. I know that we have much to win by sharing our ideas to get feed back. That would be nice, if others people speak out their experiences.

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    I trade only but all kind of spreads : calendar, quality & locations for 4 years. I am semi-profesionnal and trading only with my money. I try to keep my volatility around 30 % percents. Most of my equity is stuck in margins requirement. My turn over is really high and I spend a lot on fees (20 % of my equity/year). My holding periode is between 3 days and 3 months. I am statiscally driven but I have a good knowledge of the AG markets particularly grains (wheat, corn, soycomplex). I have end of day data on almost all AG futures markets but most of my trades are close to the grain markets. I like small markets. I dont believe or I dont know a lot about chartism. My trading ideas come from my own set of idea.

    Half of my strategies are fully automated using C++ & IB API & regressions analysis.
    40 % others are executed by hand but have a strong quantiative background (I backtest the strategies for 10 years).
    10 % are discretionary but I am using what I consider as classic behaviour of the AG markets and my knowledge of the fundamentals.

    For instance a classic trade would be buy/sell the soybean/corn ratio on out of range level before the planting season (both for fundemantals & quantitative reasons).
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    Looking for ppl to share fundemanteals news/analysis on grains/soft/meat (any forum similar to this one ?)
    Looking for ppl to share classic strategies, money management rules and books to read
    Looking for ppl to share on getting/using intraday quotes
    Looking for ppl trading options/delta hedging


    Thanks for reading
     
    FCXoptions likes this.
  2. TraDaToR

    TraDaToR

    I have been a professional ag trader since 2007( 100% manual right now). I am mainly a liquidity provider but I also trade the different curves with short term spreads( 2 days to 1 month ). I am interested in creating a thread for spread ideas.
     
    FCXoptions likes this.
  3. Vyki

    Vyki

    I trade all kind of spreads that i can afford for 10 months :). My acc isn't big, I am amator and trade only with my money. Risk per trade is something like 5%, but sometimes i outstay and get 10-20% losses . I'm in profit after these 10 months, but my track record sucks :). My holding period is between week and few months. My trading is based on seasonality + TA (support/resistance zones) + a little bit of FA (but i hope i'll use FA more in future). I have a bad knowledge of the all markets, but i slowly improve it :). I trade only with my hands
     
    FCXoptions, TraDaToR and Rachmaninov like this.