My .002c - I just use a diversified static set of assets that I think I can handle with my account and simply round to the nearest contract. I...
Folks - any idea where I can cheaply purchase a time series (say quarterly or even annual) of index level PE ratios for the major equity markets...
That sounds right. Do you have any suggestions on how to overcome this drag that does not involve putting 50% in a private credit ETF :-)
I haven't traded this personally but it sounds a lot like the exact same 'thing' that is traded onshore in India but now also cross listed on the...
My margin/NLV in IBKR is about 30%. I only have futures in this account and have simply left the AUD cash there on which I get paid some interest...
Thanks. Revision time!
You likely know all this and it is out of the context of the paper you referred to but.... I think you can squeeze a lot more out of mean...
Portfolio thinking - this is the way! I deliberately keep equities futures to be only ~15% of the risk in my system as I already own a bunch of...
For now - I am going to the use the total SR cost from here (thanks Rob!): https://github.com/robcarver17/reports/blob/master/Costs_report as a...
I feel your pain... I keep a chart on my desk of a certain trend following funds live performance from the mid 70s to the present time with all...
Looks like it's all a bit random with the IB Algo orders. I noticed Malay Palm Oil because it actually warns you. I dont have any data...
At least we are not alone... At a factor level, both carry and trend sucked so no place for me to hide. I went live 1 October 2024 and this move...
Also I hope you guys had a better Feb than me - I ended up with a nasty -9%. Lots of reversals - oj was particularly savage. By the end of the...
I would recommend holding off on adding ATW. I did a test single contract trade on it yesterday using IBs adaptive algo and got a terrible fill. I...
Adding the buffer or any notion of portfolio distance from optimal to trigger a rebalance will help
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