I would say that the grain sector is held by unhappy farmer refusing to sell They are selling what they need to cover their bills I dont think...
Yep that what I meant, gas prices are not low but they are lower than past gas prices (maybe because long term gas production cost decreased)
As I am used to trade Ags commodities, low prices have a meaning for me because production costs are mostly constant. But I think that long term...
Dear all, In a classic commodity market low price is strongly correlated with strong contango (c2>>c1). We have currently one of the lowest...
You could also use implied volatility (IV) which is a better at forecasting volatility than historical volatility. And then you try to get...
Man, use directly full contracts list from quandl and everything solved
But did you look quandl, you have everything on it ?
I did the same and it was a mistake. I made the the adjustement using change in open interest. Better to go on quandl and use directly future by...
If you have the EOD datas, the end of the datas is the the contract expiry ! Don't forget that sometimes you can't trade near the end of the...
No reason ? Commodities markets tend to revert to the mean/marginal cost etc. That's why, when oil is cheap, long term oil is more expensive. And...
No, CQG don't offer to all listed futures markets. Nobody does. You have markets where you can't access for legal reasons. You markets so small...
@All Thanks ! @CQGUsers I am using a lot of non classic markets. I think that its generating a lot of errors because they don't seem to care on...
Dear All, I have CQG for 3 months now and I feel it's really a bad platform (I was using TWS from IB). The negst: - Wrong margins on commodities...
Goldman Roll was good few years ago !
I think on most of the markets, the top small traders have better returns or SR than the top big traders. Size is really bad. You can see it when...
Long MWE Z6 - Short ZC Z6 on low spread and nice backtest !
@Vyki I found a R package which should do the work !
@TraDaToR A 1 SR is considered to be good (yearly returns/volality=1) on big funds and asset classes. With a 1 SR you still have a 16 %...
@Vyki That's really a nice idea ! How do you get to read your email ? I know to read from a classic file. Is there some gmail API ? @TraDaToR...
Thats what I did Just wanted to know, its called curiosity
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