Recent Content by handelsmeisterei

  1. Fully automated futures trading

    Yeah 400bp is quite disturbing. Interestingly, my V2TX forecast is in the same ballpark as yours but VIX hit it's record high of -10.3. The last...
    Post by: handelsmeisterei, Apr 3, 2025 in forum: Journals

  2. Fully automated futures trading

    Ouch. Not a great day of freedom for me. Portfolio is down about 80 BP. Nice Equity gains offset by FX and VIX losses. @globalarbtrader I have...
    Post by: handelsmeisterei, Apr 3, 2025 in forum: Journals

  3. Fully automated futures trading

    Out of curiosity I played around with different volatility models for volatility targeting and all the other places where volatility is an input:...
    Post by: handelsmeisterei, Mar 29, 2025 in forum: Journals

  4. Fully automated futures trading

    I found a small configuration error today: The roll offset of micro gold and silver at IB should be -35 instead of -30. I currently own gold...
    Post by: handelsmeisterei, Mar 27, 2025 in forum: Journals

  5. Fully automated futures trading

    I can second that for stocks. Absolutely top notch, especially quality of splits/capital adjustments, dividends and historical index constituents....
    Post by: handelsmeisterei, Mar 18, 2025 in forum: Journals

  6. Fully automated futures trading

    A question for CSI users: They also have cash prices for most of their futures. Currently I do not use their cash prices because I have another...
    Post by: handelsmeisterei, Mar 18, 2025 in forum: Journals

  7. Fully automated futures trading

    I checked with CSI support: SGX is not available on their instrument website but the software contains SGX futures. Just search for SGX exchange.
    Post by: handelsmeisterei, Mar 12, 2025 in forum: Journals

  8. Fully automated futures trading

    paid services like Norgate or CSI also do not have them. What a shame!
    Post by: handelsmeisterei, Mar 12, 2025 in forum: Journals

  9. Fully automated futures trading

    I got some errors the last few days when submitting an order for SP400_micro to IB: 201: Order rejected - reason:MARGIN CALCULATION IS NOT...
    Post by: handelsmeisterei, Mar 6, 2025 in forum: Journals

  10. Fully automated futures trading

    I can second that. When paper trading I wanted to be smart and adjusted the DO to do both "Start from Zero weights" and "Start from optimal...
    Post by: handelsmeisterei, Feb 12, 2025 in forum: Journals

  11. Fully automated futures trading

    Finally. After implementing the strategies in spring of 2024 and having paper traded since then, I am finally going live tomorrow. Let's see what...
    Post by: handelsmeisterei, Jan 30, 2025 in forum: Journals

  12. Fully automated futures trading

    Thank you! We work with differences between EMAs and not absolute level of EMAs - I got it now. Have to dig deeper why this behaviour exists in my...
    Post by: handelsmeisterei, Dec 26, 2024 in forum: Journals

  13. Fully automated futures trading

    I wish everyone a merry christmas! I am currently hunting down some smaller discrepancies between live trading and the backtest. I narrowed the...
    Post by: handelsmeisterei, Dec 25, 2024 in forum: Journals

  14. Fully automated futures trading

    I think the problem is the roll config of CAD10 (CGB) According to the exchange website at...
    Post by: handelsmeisterei, Dec 3, 2024 in forum: Journals

  15. Fully automated futures trading

    My Canadian 10-year bond position could not be closed a few days ago and now I always get this error when the system tries to do some...
    Post by: handelsmeisterei, Dec 3, 2024 in forum: Journals