Recent Content by cholo

  1. Fully automated futures trading

    Normal day for me, almost flat right now. I'm like 2% ytd, so almost flat also
    Post by: cholo, Feb 3, 2025 in forum: Journals

  2. Fully automated futures trading

    I am reading again the chapter about seasonal adjustment, but I'm not sure if this technique solves this problem in this particular case, as I...
    Post by: cholo, Dec 13, 2024 in forum: Journals

  3. Fully automated futures trading

    Hi Rob et all, I have a question regarding how the carry is computed for bond futures. My understanding is that we usually compute it with the...
    Post by: cholo, Dec 13, 2024 in forum: Journals

  4. Fully automated futures trading

    For some contracts they force the liquidation some days before the next contract has any liquidity, like 10Y Spanish Government Bonds future. They...
    Post by: cholo, Dec 3, 2024 in forum: Journals

  5. Fully automated futures trading

    My system traded 2y and 5y Canadian bonds with no issues 5 minutes ago(IB with API). I'm in Europe, I don't know, maybe it's a rule for US customers?
    Post by: cholo, Nov 25, 2024 in forum: Journals

  6. Fully automated futures trading

    With Snap market orders you set a spread to the current ask (if you are buying) and it uses the real time ask even if you are using delayed...
    Post by: cholo, Oct 11, 2024 in forum: Journals

  7. Fully automated futures trading

    They do not. I have an Sniper Executor and it keeps replacing the order until is finally filled after some tlme
    Post by: cholo, Oct 11, 2024 in forum: Journals

  8. Fully automated futures trading

    Yes, I have. One of the few instruments with positive PL for me recently! I use snap market orders to avoid paying for the real time market data...
    Post by: cholo, Oct 10, 2024 in forum: Journals

  9. Fully automated futures trading

    I was very lucky until April, but after that I'm giving back a big part of it. Also, I increased the risk twice (at the worst times) [ATTACH]
    Post by: cholo, Jul 24, 2024 in forum: Journals

  10. Fully automated futures trading

    Hi Rob, just wanted to thank you for taking my question to TTU. I think you are right, I think I got a little obsessed with a few futures where...
    Post by: cholo, Jun 26, 2024 in forum: Journals

  11. Fully automated futures trading

    Hi Rob, I have a question/comment/suggestion I'm not sure if it is interesting for TTU. It is regarding to how to use carry in your strategies...
    Post by: cholo, Jun 20, 2024 in forum: Journals

  12. Fully automated futures trading

    Hi Rob, I have a question regarding Instrument Diversification Multiplier. A few weeks ago I increased the number of futures I trade to 120. I...
    Post by: cholo, Jun 19, 2024 in forum: Journals

  13. Fully automated futures trading

    Something that I do is to divide the computed Sharpe ratios by 2. These reduces the relative differences; similar to saying that you don't fully...
    Post by: cholo, May 7, 2024 in forum: Journals

  14. Fully automated futures trading

    Hi wopr, I implemented the DO using Mixed Integer Programming and always have positions in much more instruments. I posted about it months ago....
    Post by: cholo, Apr 8, 2024 in forum: Journals

  15. Fully automated futures trading

    Hi Rob, how are you? Finally I had more time to implement some of the new strategies in AFTS. Very interesting as always, thank you so much for...
    Post by: cholo, Feb 27, 2024 in forum: Journals