About 100 markets (dataset is 150 but many of those are too illiquid to actually trade). 42 'Trading rule variations'. Each of these is a signal,...
We previously communicated a roll-out schedule for merging products currently listed on exchange names DTB and SOFFEX into a single exchange named...
Well it would be handy if someone had written a book that talked about this, or was writing a book that discussed it, that was coming out soon....
No. I have 400K notional capital, and that is what I use to scale my positions. That is only sufficient to trade 30 or so markets and deal with...
It's my understanding that you are only getting paid because the rolldown on the future is in your favour (contango or backwardation). But you are...
The fees on trading Nat gas futures are tiny, $3 a contract I believe. For my style of trading what tends to hurt you is the cost of rolling over...
Spread betting is orders of magnitude more expensive than futures. GAT
Not if you're a systematic trader. If you fit your system to one or two markets, you'll just overfit. The average p&l for one market in my system...
This is absolutely superb and exactly what I was hoping for when I posted. One like isn't enough! GAT
Yes, I drop rules that are too expensive for a given instrument, then use simple grouped handcrafted weights (simple python script to do this). Rob
I use multiple levels exactly like that. Rob
Yes I have a barchart subscription Rob
Awesome I didn't know that. Did you backfill first from somewhere else?
Indeed, Jerry and I are part of the co-hosting team at https://www.toptradersunplugged.com/category/systematic-investor/ GAT
IB don't seem to offer Shanghai. I'm not sure it's accesible to offshore retail, although I'd glad if that changed. I don't know what a swing...
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