Hi all, Has anyone another source for Korean bond data? The usual Quandl feed i consume...
I must say it is hard to keep the faith having started trend following 12 months ago. I'm down 25% although the lesson is to stick to the...
It's like when one of your favourite bands goes commercial :)
Book 3! Nice. Give us a clue?
Hi! To butt in here - my prod system (manual executed) is running off these git hash...
Iirc there are multiple sources of FX within Quandl, which one has become delayed? I've used the feed from the ECB before both via Quandl and...
Macro voices is good
Yeah I'm aware if that project, the code is really nice. I was meaning more of a ib_insync++ which had execution logic and simple execution...
Nice, I hope to contribute. What about feeding the execution stuff into GATs, e.g. creating an abstract project which executes against IB. Then...
How do you handle security master? Who do you track entities through corporate actions ?
Keen to hear about this data quality. I currently don't have point in time fundamentals data, I only have recent data for company fundamentals
Would a service like openFIGI help here? They claim to track entities across mergers etc through a static id
Hey, I'm not automatically executing but rather have a process which sends out an email each day with trades on. I'm only trading 10 markets so...
Hi traider, yep happy to help in any way possible. I'm generating signals algorithmically but executing manually for now. Number of contracts is...
woooo, massive code drop on https://github.com/robcarver17/pysystemtrade looking forward to playing!
The roll dates can be backed out from the carry files, these contain raw prices for the listed PRICE and CARRY contracts. I use these dates to...
I wonder if anyone has tested a "volatility filter" within their system? Meaning that for market shocks like we are currently moving through the...
I feel your pain! :) BTW @isotope1 you mentioned a while back that you scale out of positions when loosing - by this do you mean you do this in...
thanks!
Too lazy to see is this has been mentioned already but https://github.com/manahl/arctic is excellent
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