Hi. Thanks for your answers. @Fonz : I did not really find the "right solution" for now. I have still to try Hypertrader, the RTSoft looks...
Thanks for your answer. I cannot see the link between "Doctors Without Borders" and a bridge between TS and IB but hey, maybe one or two guys...
Dear all, We have used Tradestation for both backtesting and as broker for years. We have used Interactivebrokers as broker for even longer...
Please excuse me for this "up": no one has any piece of info? :confused:
Hi all. I am interested in downloading technical data from free website(s) for many stocks at a time. For instance I would like to be able...
Hi. I concede I was rather confused when I tried to quote future bonds at that time. Now things are much clearer. And what explains most of...
Hi. Some other guys already posted the details, published there:...
Maverick1, thanks for the link. I found it previously, but unfortunately, we only have the graph and not the precise statistics of the ZCM/MAR...
I will not try to 'prove' the Trend Followers are poor managers as a whole. I fully understand the results are biased. However, I would want...
Thanks for your answers. I understand you do not want me to invest on Trend Following strategies. Good news: I do not want to :D I...
Thanks JTanko. I was on his website, but I was not able to find the statistics I would like. I saw some graphs that do not have the lastest...
Dear all, I am looking for some data / results of Trend Following Strategies as a whole. I found there are several well-known indices,...
You have to pass the Series 3 first, then to register with the CFTC and to become member of the NFA ($750/year), and to draft your first...
Thanks fecal. I come to the same conclusion: the main issue is in the yields! I was told that from the close of 10/10/06 to the close of...
That may have been the issue. I do not receive real time Bloomberg data of the CTD, so I follow easily the "gross basis", but not the "net...
Fecal_tdr, I used the following formula: CASH DV01 = 0.01 * ((0.01 * modified duration of the Cash bond (CTD)) * full price of the Cash bond...
FullyArticulate, Thanks for your new answer. This one is more helpful. 1. Please excuse-me, I made a COPY error: the close of the US...
FullyArticulate, thanks for your answer, but that cannot be the difference. The DV01 difference between the 2 treasury futures HAS to be...
Ok so your "carry" is the difference between cash bonds and futures on bonds. To my mind, this difference was given by the current forward...
Thanks for your reply. Hum, ok, the difference is the "carry", but "carry" is a word that is used for different purposes. For instance, the...
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