traider's Recent Activity

  1. traider replied to the thread Fully automated futures trading.

    How did you arrive at your weights? Is there a reason carry isn't more than 25%? How did you choose your instruments?

    Feb 21, 2018 at 4:32 PM
  2. traider replied to the thread Server changing IBKR.

    how do I see which is my current server

    Feb 21, 2018 at 1:43 PM
  3. traider replied to the thread Fully automated futures trading.

    What is the weight of your rules? Does it vary through time? How many instruments are included in the backtest

    Feb 21, 2018 at 8:16 AM
  4. traider replied to the thread Oh no, not another python backtester....

    Hi GAT, I have a couple of questions about pysystemtrade 1) for live running, can I write the optimiser generated weights to config...

    Feb 20, 2018 at 3:29 PM
  5. traider replied to the thread Fully automated futures trading.

    Is an event driven framework more flexible than a vectorised approach since it caters to trades with path dependency? What language did...

    Feb 18, 2018 at 6:36 PM
  6. traider replied to the thread Fully automated futures trading.

    You can use a vectorised approach to build strategies which is quite fast to build. I've seen some python vectorised stuff on the web,...

    Feb 18, 2018 at 6:44 AM
  7. traider replied to the thread Fully automated futures trading.

    Sir, I find it difficult that avg holding periods of 2 weeks has a sharpe ratio of 3+. This is because so many things can happen in 2...

    Feb 18, 2018 at 6:42 AM
  8. traider replied to the thread Fully automated futures trading.

    Can you let us know what is the other low lying fruit (smart beta) stuff that works please? Don't seek to make millions but just achieve...

    Feb 17, 2018