Recent Content by Napoleon@Dynamite

  1. Fully automated futures trading

    Thanks for the update, Rob. So, just to be clear, you no longer have faith in the wonderful sharpe ratio of your chapter 27 Safe Mean Reversion...
    Post by: Napoleon@Dynamite, Apr 2, 2024 in forum: Journals

  2. Fully automated futures trading

    Great, thanks for the link, Kernfusion. I have to be more vigilant of this. I was just assuming that 20 days out from the official expiration...
    Post by: Napoleon@Dynamite, Mar 6, 2024 in forum: Journals

  3. Fully automated futures trading

    Hi All, The other day, I was trying to roll over my position in the US3 futures contract (3 year T bills, march contract, expiring 3/28). Even...
    Post by: Napoleon@Dynamite, Mar 6, 2024 in forum: Journals

  4. Fully automated futures trading

    I'm not following you. I don't think you can improve on the original design of GAT's MR system. You set the limit order (buy or sell) based on the...
    Post by: Napoleon@Dynamite, Feb 10, 2024 in forum: Journals

  5. Fully automated futures trading

    Currently, I'm just papertrading on a look-forward basis. It will be a lot of work to figure out how to backtest, but I guess I will need to do...
    Post by: Napoleon@Dynamite, Feb 9, 2024 in forum: Journals

  6. Fully automated futures trading

    Hi Rob, I am running your "safer fast mean reversion" strategy 27 in a paper trading account. If all goes well I am planning to run it live on...
    Post by: Napoleon@Dynamite, Feb 6, 2024 in forum: Journals

  7. Fully automated futures trading

    Hi Rob, Really enjoyed your latest book, particularly your mean reversion strategy. At one point I remember you stating that the sharpe ratio of...
    Post by: Napoleon@Dynamite, Oct 18, 2023 in forum: Journals

  8. Fully automated futures trading

    Okay, will do, thanks all. By the way I just noticed this on the IB page where they brag about paying interest on your excess cash: "Please note...
    Post by: Napoleon@Dynamite, Jun 7, 2023 in forum: Journals

  9. Fully automated futures trading

    Good thought, but my account would be a retirement account, so I don't think they let you have loans in an IRA.
    Post by: Napoleon@Dynamite, Jun 5, 2023 in forum: Journals

  10. Fully automated futures trading

    Let's say there are all essentially the same contract size. Would it be a good idea, then?
    Post by: Napoleon@Dynamite, Jun 5, 2023 in forum: Journals

  11. Fully automated futures trading

    Thanks for your input Rob, and others. So if I want to be as lazy as possible, and I don't care much about which currency is paying a higher...
    Post by: Napoleon@Dynamite, Jun 5, 2023 in forum: Journals

  12. Fully automated futures trading

    Hi HobbyTrading, I would be trading futures, using a system similar to Rob's. I was hoping for a "set-and-forget" process, which maybe I could...
    Post by: Napoleon@Dynamite, Jun 3, 2023 in forum: Journals

  13. Fully automated futures trading

    Hi Rob, What is the best way to maintain foreign currency balances. You have mentioned previously that one ought to make a spot fx trade rather...
    Post by: Napoleon@Dynamite, Jun 2, 2023 in forum: Journals

  14. Fully automated futures trading

    I think that's definitely true with some, including crude. I think it is insignificant with currencies and equity indices. With regard to crude, I...
    Post by: Napoleon@Dynamite, Jun 26, 2020 in forum: Journals

  15. Fully automated futures trading

    @Kernfusion I switched recently to the MNQ and MES (as well as to mini aud and eur and crude), so that I could have at least some exposure...
    Post by: Napoleon@Dynamite, Jun 26, 2020 in forum: Journals