globalarbtrader

Hi Robert,

I can't find an option to send you a private message. Can you please PM me or how can I contact you? I found you by reading many comments on several topics on here.

Thank you,
Tina

Hello! I've just read "Systematic Trading" - thanks very much for writing it. I'm a software engineer but don't have a background in finance, and I'd like to learn enough technical analysis to follow the breadcrumbs in your thread (for example, implementing a trading rule for breakouts.) Do you recommend any books/resources in particular?

Hi, I was looking at https://github.com/robcarver17/pysystemtrade/blob/master/data/futures/legacycsv/WHEAT_price.csv and I think the large price change between 15-09-2006 and 19-09-2006 is an error as I don`t see such a jump in the price obtained from other data vendors. What do you think about that?

Hi - I bought and read your book - impressively thorough, thank you. Time for me to start looking at correlations between the intruments I currently trade... I understand there's some Python code on your website to get me started on this (I was intending to look at weekly data)?

Best, Andrew

Hey, I got your book. You talk about how to combine forecasts and I wanted to see this with a regression. I regressed (price.shift(-30)-price)/vol against EWMAC_16x64 and get p-value=0 but R^2 tiny (between 0.01 and 0.001 depending on instrument).

But what really confuses me is that when regressing against the combined forecast the R^2 almost always gets worse. What am I missing?

good evening! i registered myself at fundseeder. under leaderboard, I guess you are currently listed as #13 with an FS Score of 81 with a cumulative return of 121% after 4 years and a max DD of approx. 9%. one trader is listed at #4 with an FS Score of 87. this account is being tracked for 9 month, having a cumulative return of 9% and a max DD of approx 3%. how does this come? thank you in advance

I just got your book. Is there something in the system that you post about in your automated thread that cannot be found in that book. Please let me know. PS- I read the first few chapters already. It's a nice and straightforward read. Thanks.

Neat! Thanks for sharing.

I'm sure you dig into this information in your blog, however which of those books do you find the most useful toward developing systematic trading strategies?

What are the titles of the books in your profile picture?

Great thread you're running, enjoyable read. Thank you.