Recent Content by TZT

  1. Strategy performances decline over time?

    I have traded historical-data-backtested strategies since 1999, in stocks, futures, and funds. Once I have discovered and implemented a...
    Thread by: TZT, Jun 13, 2019, 30 replies, in forum: Strategy Building

  2. Interactive Brokers - is Llyod's insurance of 150m enough?

    Great reply! An old-timer in CME taught me the same trick years ago, and I have been been doing this in my Interactive Brokers account. In fact,...
    Post by: TZT, Oct 9, 2015 in forum: Retail Brokers

  3. Generating interest income on idle cash balances kept in retail brokers - a theory

    I like your idea. If I understand you correctly: instead of putting all the cash into low risk bond, you can just put some of that into 30yr US-T?...
    Post by: TZT, Oct 9, 2015 in forum: Retail Brokers

  4. Futures Exchanges not available via Interative Brokers

    Very well said! I looked into this myself back in 2009, but ran into two issues: 1) In its infinite wisdom, American government only allow U.S....
    Post by: TZT, Oct 9, 2015 in forum: Retail Brokers

  5. TWS-Accumulate/Distribute algo

    Potential downside of Accumulate/Distribute Algo: Using this Algo exposes your future trade intentions. I would feel very uncomfortable moving...
    Post by: TZT, Oct 9, 2015 in forum: Interactive Brokers