Might be a good buy:
I don't know the reason.
You can trade kinks in the curve via a butterfly, where you would do:
-- 1 * H9 - 2* K9 + 1 *N9
Not sure if this is the...
Ok makes sense.
Artic database: https://github.com/manahl/arctic
Only need it for storing daily bars but I think it'll integrate nicely with my...
Which way did you go?
What I do is:
- generate the tickers in a dataframe (list of outrights, spreads and butterflies)
- download data and save...
That's correct, that's how all the funds roll their positions, i.e. by buying/selling the spread depending on their position.
Hi, I live there on PI.
Maybe try another version of Excel. I had issues with 2016 so I have to use 2013 now...
Ok thank you.
Thanks, I will contact them directly.
Where can I find information about 3rd party algos by the way? Also, if someone develops an algorithm for...
Is there an algorithm to trade commodity futures at the open (to get a price as close as possible to the open price) by any chance?
Do you need TT...
Do you know if RTD is supported by OpenOffice. At the moment I use Excel with Python (xlwings) for my trading and rely on RTD to get realtime...
FND: First notice date. Day after which you might have to take delivery.
Thanks, similar to most of my trades on commodities. Where I have an indicator which gives me the direction to trade and then I trade...
Out last 1/3 @ -0.45.
Out remainder @ 1.
Separate names with a comma.