Recent Content by Elder

  1. Fully automated futures trading

    There is a side business for someone here… How much are you willing to pay?
    Post by: Elder, Mar 14, 2024 in forum: Journals

  2. Fully automated futures trading

    My system is down perhaps 1pct last week so not so dramatic. But it’s been choppy all the way from March this year for me. I blame the turbo...
    Post by: Elder, Nov 6, 2023 in forum: Journals

  3. Fully automated futures trading

    Would anyone here include a MR type rule (which I have constructed) in their system which has a SR of .3? This is based on a backtest using pooled...
    Post by: Elder, Aug 3, 2023 in forum: Journals

  4. Fully automated futures trading

    Interesting so forwarding a link may no longer work
    Post by: Elder, Jul 14, 2023 in forum: Journals

  5. Fully automated futures trading

    Yup. Not all brokers differentiate between MIFID retail and data retail which IBKR does. Saxo will automatically reclassify you as professional...
    Post by: Elder, Jun 30, 2023 in forum: Journals

  6. Fully automated futures trading

    Ha! Crypto regulations are clearly absurd on many levels. However your inability to trade crypto futures must be an FCA bar as I am allowed to...
    Post by: Elder, Jun 30, 2023 in forum: Journals

  7. Fully automated futures trading

    Hello all. A question for those who have either reclassified as a MIFID professional as opposed to retail client (or have researched it). I am...
    Post by: Elder, Jun 30, 2023 in forum: Journals

  8. Fully automated futures trading

    I see the flaw in my thinking now. A risk snapshot is based on CURRENT posns. Historic risk is not. Please ignore this last comment, nothing to...
    Post by: Elder, Mar 22, 2023 in forum: Journals

  9. Fully automated futures trading

    Thanks for the response Rob. I justified the use of subsystem correlations because the alternative to multiplying the intrument risk vector by the...
    Post by: Elder, Mar 22, 2023 in forum: Journals

  10. Fully automated futures trading

    Great TTU episode again, GAT. The whole volmageddon thing (down about 8% from highs this year) has had me scrambling back to my risk overlays to...
    Post by: Elder, Mar 19, 2023 in forum: Journals

  11. Fully automated futures trading

    I was thinking of saying it could be worse as I am stuck at home with a nasty bug, but changed my mind. Sounds awful, bad luck, Rob.
    Post by: Elder, Mar 10, 2023 in forum: Journals

  12. Fully automated futures trading

    Quite easy. I wrote to Michael Zieff explaining the same thing. He was helpful. But I don’t believe they care. The criteria for reporting is size...
    Post by: Elder, Dec 30, 2022 in forum: Journals

  13. Fully automated futures trading

    No updates were required. I assume this is the prelim stage for the cftc to keep a record of any “large trader” in case one of them breaches the...
    Post by: Elder, Dec 30, 2022 in forum: Journals

  14. Fully automated futures trading

    Please allow me to butt in. I did know about those options, looked at Mulvaney and Dunn and invested in Dunn for a short period and then got out...
    Post by: Elder, Nov 11, 2022 in forum: Journals

  15. Fully automated futures trading

    FWIW - not completely different compounded equity curve to date, with not nearly as impressive SR of 1.35. Holding 40 instruments and current...
    Post by: Elder, Oct 7, 2022 in forum: Journals