Recent Content by globalarbtrader

  1. Any nice, simple message queue/event dispatcher for Python?

    Oh yes I completely agree. I considered but did not go ahead with shifting to event driven. As yet another alternative I quite like the idea of...
    Post by: globalarbtrader, Jul 19, 2019 in forum: Programming

  2. Any nice, simple message queue/event dispatcher for Python?

    No, but I have considered changing my setup to a message based system (currently objects interact via databases), and when I evaluated the various...
    Post by: globalarbtrader, Jul 18, 2019 in forum: Programming

  3. Any nice, simple message queue/event dispatcher for Python?

    +1 for 0mq GAT
    Post by: globalarbtrader, Jul 17, 2019 in forum: Programming

  4. TWS works well with Linux?

    ... and exactly 7 posts for a generic IT query to turn into a language war. GAT
    Post by: globalarbtrader, Jul 5, 2019 in forum: Trading Software

  5. TWS works well with Linux?

    I've used Linux mint for a fully automated IB gateway setup for over 5 years now, with no issues. GAT
    Post by: globalarbtrader, Jul 1, 2019 in forum: Trading Software

  6. Fully automated futures trading

    No. My volatility target is set as follows: 25% * NOTIONAL CAPITAL NOTIONAL CAPITAL = MIN(£400K, £400K + current drawdown) [I translate...
    Post by: globalarbtrader, Jun 17, 2019 in forum: Journals

  7. Fully automated futures trading

    25% It's my trading account, so that's effectively futures trading plus some fully delta hedged stock exposure (but not a perfect hedge). It's a...
    Post by: globalarbtrader, Jun 15, 2019 in forum: Journals

  8. Fully automated futures trading

    Crikey this thread is quiet :-) Sorry guys, have been finishing off my third book (the prototype web site is here:...
    Post by: globalarbtrader, Jun 14, 2019 in forum: Journals

  9. Superstar Neil Woodford suspends redemptions. What risk management mistakes did he make?

    AFAIK he hasn't broken the rules. The rules are wrong. GAT
    Post by: globalarbtrader, Jun 6, 2019 in forum: Risk Management

  10. Superstar Neil Woodford suspends redemptions. What risk management mistakes did he make?

    He has frozen redemptions because he has hard to sell illiquid unlisted assets in a fund with daily redemptions. Which is just silly. GAT
    Post by: globalarbtrader, Jun 5, 2019 in forum: Risk Management

  11. A strategy that only works on certain currencies?

    I meant chance in a statistical sense. What I meant was, are the returns of the worst and best currency statistically different? If not then you...
    Post by: globalarbtrader, May 17, 2019 in forum: Automated Trading

  12. A strategy that only works on certain currencies?

    How do you know the 'works / doesn't work' is pure chance? What is the annualised sharpe ratio of the best and worst currency, and how many...
    Post by: globalarbtrader, May 17, 2019 in forum: Automated Trading

  13. Quant funds in trouble this time. Any insights into what went wrong?

    A variation of another story: "Person with no understanding of statistical significance claims four months of performance is meaningful" GAT
    Post by: globalarbtrader, May 5, 2019 in forum: Professional Trading

  14. Quant funds in trouble this time. Any insights into what went wrong?

    This is a variation of the standard news story: "Strategy designed to be uncorrelated with market does badly when market does well" GAT
    Post by: globalarbtrader, May 5, 2019 in forum: Professional Trading

  15. Fully automated futures trading

    https://qoppac.blogspot.com/2019/04/trading-and-investing-performance-year.html
    Post by: globalarbtrader, Apr 17, 2019 in forum: Journals