Looks like some trend followers / managed futures are getting hit hard the last two days. On the plus side, 40in20out was up 1.88% yesterday and...
Makes sense since equities had been one of the strongest trends out there. Of course it depends on how you allocate among the various sectors.
I think most of us are in a similar camp regarding the direction (but not the magnitude of the recent decline relative to the gains earlier in the...
No, I'm in the US.
I haven't gotten this (yet). What if my source of wealth is trading profits in my IB account?
Is this level of Sharpe given the number of trades statistically significant? I suspect it isn't. I've done similar tests (more trades but less...
Hooray! Thanks @def and IB.
Well, is it?
If you are using IB, you can check the schedule for each instrument in TWS or via the API. This will give you the holidays (when markets are...
I had to fill in the same questionnaire. I am US based but trade US, European, and Asian futures, so it either it is not directly related to MiFID...
You can get daily futures data from IB going back 50+ years? How?
I use CSIData and love them. Yes, software is a bit clunky at times, but once it is setup, you just schedule it to update automatically. I rarely...
I store all my instrument information in a csv file which contains the correct multiplier. But my system needs to calculate the correct multiplier...
Not sure why you'd want to trade Eris SOFR swap futures, but a good place to look is always...
Have you checked your "Transaction Cost Analysis." In the IB portal (website), it's under "Other Reports." It shows orders placed that were not...
Thanks. That makes a lot more sense. Why cash ETFs rather than just cash? IB's interest rates are good.
Rob, In your risk report, it says your "Percentage of capital used for margin" is currently 72.3%. Is this correct? Given your current risk is...
Depends on the elasticity of demand. [IMG]
IB has a Transaction Cost Analysis report. where you can check the quality of your fills. I keep my own data as well, but IB's TCA is better for...
The largest test I did (over 3,000 trades) yielded, in terms of spread paid: Patient 56.1% Normal 60.2% Urgent 88.3% Another factor is the time...
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