Recent Content by jordanchan934

  1. Python Code Example

    Hello GAT, I was wondering how you determine in IB if a market is closed? What specific things do you look for. For example when I query the BBO...
    Post by: jordanchan934, Jan 19, 2016 in forum: Automated Trading

  2. Fully automated futures trading

    Can you elaborate on how you do relative carry?
    Post by: jordanchan934, Jan 14, 2016 in forum: Journals

  3. Fully automated futures trading

    Question for carry: Why are you using 30 for forecast scalar? Wouldn't it be better to determine this via rolling window?
    Post by: jordanchan934, Dec 19, 2015 in forum: Journals

  4. Fully automated futures trading

    I thought I'd provide some more pictures with their underlying forecasts. I agree that forecast should be proportion to its risk contribution but...
    Post by: jordanchan934, Dec 15, 2015 in forum: Journals

  5. Fully automated futures trading

    Thanks so much Rob for the detail answer. Another following up question I would like to ask is risk management in trend following. Do you or any...
    Post by: jordanchan934, Dec 15, 2015 in forum: Journals

  6. Fully automated futures trading

    Thanks for the reply. You mentioned in your profile that you mainly focused on fundamental strategies during your tenor at AHL. How do these...
    Post by: jordanchan934, Dec 12, 2015 in forum: Journals

  7. Fully automated futures trading

    You mentioned you own cash equities too and trade that with a hedge on? How are you trading stocks? Value related? I'd love to hear how you...
    Post by: jordanchan934, Dec 11, 2015 in forum: Journals