Recent Content by Bellum-romanum

  1. Fully automated futures trading

    Mr. Carver, I know this is a forum thread about your systematic trading, but I was hoping I could ask you a question related to smart portfolios...
    Post by: Bellum-romanum, Dec 17, 2022 in forum: Journals

  2. Fully automated futures trading

    Thank you for the response Todd!! Your answer; 60% very interesting as it is unexpectedly high. My immediate questions are; what are you running...
    Post by: Bellum-romanum, Dec 17, 2022 in forum: Journals

  3. Fully automated futures trading

    I find myself curious about the asset allocation of the people on this thread. Is everyone well versed in "Smart Portfolios" and adhering to the...
    Post by: Bellum-romanum, Dec 15, 2022 in forum: Journals

  4. Fully automated futures trading

    Might I run an idea by you guys; It seems that flash crashes has become a part of today's algo-run markets. The fat fingered flash crash in the...
    Post by: Bellum-romanum, Nov 5, 2022 in forum: Journals

  5. Fully automated futures trading

    hey lore. There was a discussion that was ongoing for some days about running pysys in different time zones. What came out of it was the...
    Post by: Bellum-romanum, Oct 12, 2022 in forum: Journals

  6. Fully automated futures trading

    Curious about how to handle JPY. BoJ has drawn a line in the sand at 145 USD/JPY - and has defended that line once. So, there seems to exist...
    Post by: Bellum-romanum, Oct 12, 2022 in forum: Journals

  7. Fully automated futures trading

    A bit surprised to read that september had been a great month for some. I am running DO and for me the month ended around 1,5% up (had a bad last...
    Post by: Bellum-romanum, Oct 6, 2022 in forum: Journals

  8. Fully automated futures trading

    FYI I'm running the same system as rob (different currency, and a higher notional value) I have gold_micro. Have been in and out of silver the...
    Post by: Bellum-romanum, Sep 16, 2022 in forum: Journals

  9. Fully automated futures trading

    Just saw august performance of Dunn’s WMA - 13%, 55.9% ytd. God damn. I’m down 3% since launch end of july
    Post by: Bellum-romanum, Sep 8, 2022 in forum: Journals

  10. Fully automated futures trading

    Thank you for the answer HobbyTrading Just a quick comment; Rob had the same futures contract at the same time as me according to his reports repo.
    Post by: Bellum-romanum, Jul 31, 2022 in forum: Journals

  11. Fully automated futures trading

    Hi guys I have an IBKR pro account and a position in gold 202208. Got a notification from IBKR today saying that I had to close position within...
    Post by: Bellum-romanum, Jul 25, 2022 in forum: Journals

  12. Suggestions for futures to trade

    Apologies; did a poor quote job. 41.666 is the implied value from you following comment, is it not?; If 250 USD is 0,6%, then a 100% is 41.666...
    Post by: Bellum-romanum, Jun 27, 2022 in forum: Trading

  13. Suggestions for futures to trade

    So, just because I am slow; I was sure I heard / read you saying that you would need to trade a notional value of miniumum around 600.000 USD to...
    Post by: Bellum-romanum, Jun 23, 2022 in forum: Trading

  14. Fully automated futures trading

    Ok, that was interesting to hear! Thank you.
    Post by: Bellum-romanum, Apr 16, 2022 in forum: Journals

  15. Fully automated futures trading

    Congrats on the performance! Huge fan! Any guesses concerning AHL’s result? A thought crossed my mind; that they got caught on the wrong side of...
    Post by: Bellum-romanum, Apr 16, 2022 in forum: Journals