Ehh no problem, I was passive-aggressively nitpicking your use of "barely keeping up with inflation"...I contend that they're not keeping up with...
What might you presume the inflation rate to have been the past few years? Less than 2% as the Fed says? In a more general addressing of some...
Hi Steve, can you clarify what MAE stands for?
Never mind, found it - syscore.accounting
Hi Rob, which file in the pysystemtrade library is the Sharpe Ratio's formula contained in?
Hi Rob, is there a YAML file or other where you store the initial & maint/overnight margins for futures instruments, or do you just check them...
Just asking in-earnest: have you followed any of these systems for several months, to see how robust their risk-adjusted returns are? Seems...
Hi GAT, For the forecasting portion of your system, specifically the annualisation of volatility, doesn't that assume some 'normalcy' in the...
Is this a function of the 'looseness' of your trading rules? I.e. some EWMAC of EUR/GBP?
Who's "we" exactly, surf....you & you?
Interesting...anyone know of a good introduction to a simple payback model for mining costs of Ethereum, versus current market prices? Starting...
Live Cattle futures on a tear for the past few weeks, breaking out of 1-yr range. April contract expires tomorrow, and the J17-M17 Cal spread has...
Go jerk off to your Captain Planet action figures and tell yourself you're right and every evil Republican mongoloid on the et forums bows down to...
Which ones use dark pools? [MEDIA]
People using crystal balls often get glass in their hands...ain't nothing certain, and I wouldn't call 3% rates at the Fed a huge tightening....
So this is passive-aggressive turned up to 11...usually such nitpicking, badgering shitstorm arguments are going on with the basement dwelling...
Hello Ran, I watched your recent webinar, thanks for making time to do those! Got two questions which I posted to the input box, but moderator...
Once a week for the whole list of combinations. As for the handful of spreads chosen per the filtering metrics (say 10-15 spreads), 3-4x per...
Thanks for the comments, everyone. It needn't be a loop per se, that was just my first notion. As for just explicitly defining the spreads,...
Looking for ideas here... If I have a Python tuple of contract expirations for, say, CME Eurodollar futures, such as: GEcontracts = (GEH7.CME,...
Separate names with a comma.