Thanks for philip futures, it has an impressive list of Asia markets. First time I saw so many asian markets in one broket but it sill lacks some...
Yep thanks brighton. Thats really nice. Did you track the polyester / cotton spread ? They just said that higher polyester prices are supporting...
Do you get any slippage between the live SR you get on your CL model and the SR you had on your backtest ? How many models did you test on your KC...
I feel that we cant fully avoid overfitting because we select the best model out of a lot models. So even in pure randomness, we can find a valid...
Anyone would like to have this equity curve ! Are your sure there is no over fitting ? Or use of any future data ? Because it looks too good to be...
I just discover these reports on CME : http://www.cmegroup.com/trading/agricultural/wheat-reports.html Its really nice to understand that we will...
@TraDaToR on soycrush I just remake my statisitcal study for selling the crush spread when its in the top 5 % (defined by previous data to avoid...
@Brighton Your argument on milk/cattle makes sense for even if we lack some informations. I already tried Corn v. Live Cattle & Corn + Meal v....
@TraDaToR 1 - Milk, feeder cattle and live cattle are trading higher and higher from 2009. The ratio is quite on low levels but I dont know...
Thanks for this story, I didnt know that a lot of people were trading this N/X soybean trade. I am still curious, why people short this spread ?...
I agree with you that its really difficult to know whats going on in the cash market. Even if you know some players, its not enough. And most of...
Thanks for USDA NASS information. I get almost the same information on http://www.nass.usda.gov/Charts_and_Maps/Crop_Progress_&_Condition/...
I open this topic to understand what others traders are doing and to share experience with people having the same trading style. I know that we...
Soymeal OCT14 (expiry 14 th of october) is currently trading as it was old harvest i.e. trading higher compared to new harvest december soymeal. I...
I dont see your equity curve !
I have no answer to your question specifically. However, most statisticals study show that volatility is closely linked to the volume traded (the...
What is clearport ? Ar first, I thought it was a EFS market. But even with EFS you have to trade half the volume in the market. CME doesn't even...
US bean oil is currently quite cheap compared to Kuala Lumpur Palm Oil
Hello all, I am currently trying to trade on CME Ethanol market (code AC/ACF) but I my spread order dont get picked. It is really a strange...
Hello, I am trading on IB but I am lacking a lot of markets : Dalian/Minneapolis/BM&F/ICE canola etc. I am currently looking for a broker with a...
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