Recent Content by Traderesque

  1. Is trend following/momentum a mirror image of Mean Reversion?

    I made the change last night and so far it is looking much better - basically go long when my Zscore Calculation is +1 or higher and go short when...
    Post by: Traderesque, Jul 24, 2020 in forum: Strategy Building

  2. Is trend following/momentum a mirror image of Mean Reversion?

    For me it is quite easy to come up with Mean Reversion-type strategies and have a mental block towards trend following/momentum-type strategies....
    Thread by: Traderesque, Jul 23, 2020, 11 replies, in forum: Strategy Building

  3. Data science question: best or simplest ML/DL/NN approach

    For what you are looking for I would treat it as a binary classification problem: The two classes: 1: either "Buy to Exit" if your initial...
    Post by: Traderesque, Jun 20, 2020 in forum: App Development

  4. Futures Spread Trading Taxation in Sweden

    I’ve got a response from the Swedish Tax authority on my question above - apparently the netting of losses against profits depends on the asset...
    Post by: Traderesque, Jan 31, 2020 in forum: Taxes and Accounting

  5. Rolling forward futures contracts

    If you have access to spreads - you can use calendar spreads to roll your positions very efficiently.
    Post by: Traderesque, Jan 30, 2020 in forum: Trading

  6. Futures Spread Trading Taxation in Sweden

    Thank you
    Post by: Traderesque, Jan 30, 2020 in forum: Taxes and Accounting

  7. Futures Spread Trading Taxation in Sweden

    Hello! I was wondering how taxation (presumably treated as a capital gain) is calculated in the following scenario when you engage in spread...
    Thread by: Traderesque, Jan 29, 2020, 6 replies, in forum: Taxes and Accounting

  8. ICS Spread: +2xZT :-1xZN

    I read this a few times but still a bit lost - https://quantitativebrokers.com/wp-content/uploads/2017/05/intercommodity.pdf. If there's anyone...
    Post by: Traderesque, Jan 4, 2020 in forum: Trading

  9. ICS Spread: +2xZT :-1xZN

    Hello - just playing with Inter commodity spreads (TUT) in my TT Sim account - I understand the ICS prices are quoted as net change but what I...
    Thread by: Traderesque, Jan 3, 2020, 3 replies, in forum: Trading

  10. How do I find the correct exchange recognised spread for ES-YM ?

    No - there is no “ES” from the drop down to select in the first place. The closest I could find was “SP” - the explanation Canon Trading gave is...
    Post by: Traderesque, Dec 30, 2019 in forum: Index Futures

  11. How do I find the correct exchange recognised spread for ES-YM ?

    perfect - thank you for the clarification.
    Post by: Traderesque, Dec 30, 2019 in forum: Index Futures

  12. How do I find the correct exchange recognised spread for ES-YM ?

    I'm trying to find the correct exchange recognised spread ratio for ES-YM to get maximum margin credit - so I went to...
    Thread by: Traderesque, Dec 30, 2019, 11 replies, in forum: Index Futures