So you would diversify into investing right after minimun capital is met, whatever that is? I was wondering how much capital DO would need to...
Let's assume risk tolerant person would like to allocate 75% to futures trading and the rest to systematic ETF investments. Let's also assume...
About benchmarking: In addition to AHL Alpha, which others from the big boys funds would you consider relevant benchmarks, i.e. CTA's doing...
Has anyone experienced stack_handler crashing because of asyncio.exceptions.TimeoutError, and how to fix it? Client connects to IB Gateway, which...
Rob, I'm going to try my luck and ask about investing in a trading discussion.. I just finished Antti Ilmanen's latest book and naturally have...
Rob, have you written about high level asset allocation or come across other sources worth recommending? I did search the blog but didn't find...
I'm curios what would be the expected performance of a DO system with 500k capital, those 40 rules and 250 instruments with as much data history...
Rob, would it be possible to share backtest statistics of your current DO system? The last one I found in the blog was Dec 2021. Would be...
Just wanted to say BIG thanks to Rob, and all others involved, for the work you have done for all of us. My year 2024 started with significant...
...and it works! Thanks again, much appreciated!
So the problem is that optimisation runs are being interrupted by the following exception: File ~/pysystemtrade/AFTS/chapter25.py:223, in...
Hi Rob, I'm still experimenting with AFTS chapter 25 dynamic optimisation scripts and a question about negative covariance. Along with more...
Thanks again! I was trying with rawdata. I've read the docs, but have to read and experiment much more until everything falls into place.
Sorry for being ambiguos, I meant the AFTS standalone scripts are being run on the same box as pysystemtrade. So I have data in pysystemtrade db...
Thanks, it works now! Sorry to bother with dumb questions, but I did try..
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