@wopr I just saw your post from a while back relating to “Strategy twenty-seven: Safer fast mean reversion” from the AFTS book I agree, there is...
Yes, email received Feb 21st
Price Display for ICE Derivative Classes: CT, SB, SO, SF, KC, KO, OJ Prices for these products are currently displayed in dollars on IBKR trading...
If you search you will find that all of the below recommended markets are available via IB. I have at some stage traded all of them so well aware...
I appreciate that with your current portfolio constraints you may not be able to trade large bond contracts such as the Buxl, Ultra US, or big...
My understanding is that you're considering including these markets within some form of a longer term trend-following (LTTF) strategy. If that’s...
Even better ... FANG+ https://www.theice.com/fangplus
You may like to have a read through the below post and then feel free to make contact if you can see some benefit …...
This chart I’ve made shows 36-month forward curves (every 10 days) over the last 30 odd years. The simple graphic allows you to observe levels of...
Nope, that’s my son Wow, very kind, thankyou Hilarious Couldn’t agree more … wise words Looking for the humour here but not quite getting it...
Apologies upfront for the blowhard post title but I sincerely believe that to be a true statement. I’ve been trading exchange traded futures, both...
Nice point … also of interest, they are asking for … These guys are certainly not alone in using minimum Sharpes as a pre-requisite for...
I’m interested in meeting and talking with investors here in HK who have an interest in developing and trading quantitative and systematic...
Andy, if trend following is your preferred methodology then I suggest you ask yourself … should “maximizing winning trades” really be my objective?
Not so fast Tom, there are in fact a couple of qualifiers. I see now why we have been reaching different conclusions … I have been comparing ATR...
Well I agree that they’re both very straightforward formulae, but I don’t see why that negates any profitability. That said, I definitely need to...
Yes indeed … fair evidence that for your specific market in that particular time frame, ATR and SD do line up. And there are also many times for...
Yes I agree, of course … but in this instance I’m not testing/training anything. The point of the chart was simply to illustrate that contrary to...
Not too sure about the above comments … here’s the S&P 500 over the last several months using a 100 day lookback for both measures … [ATTACH]
Well as expected there’s been a wide variety of opinions as to the merits or otherwise of IB’s Exposure Fee. As the OP perhaps I can summarize...
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