I see, so for example let's say the price of 3ktb contract didn't change at all between when I bought and sold it, but the exchange rate changed,...
Hi everybody, sorry for a very basic futures trading mechanics question, but I just need to confirm it for myself: Is buying a non-FX futures...
Interesting.. What I also meant by "competing organisms in the jungle" is not necessarily predator-pray relationship, but more like a waterbed...
Not fully related to this, just a thought: there's probably 2 possible ways of looking at trading strategies and why is it even possible to...
It's been quiet here lately, I guess Rob is on one of his vacations :) I'm being hammered, lost about 7%, seems to be across the board..
Well, "what risk target?" part of the question is easy: if you believe in Kelly formula then your risk target should be equal to your Sharpe...
Oh, yes, you're right it's still not an analytical solution but numeric, it's just we have gradient of the function in this case, so we can use...
Wasn't it like a solved analytical problem with Lagrangian and quadratic programming? I mean isn't it that "Markovitz bullet" or "Efficient...
I think the problem with trading these things on IB specifically (or actually it's because of the exchange they're traded on) is market data, I...
Did anyone look into trading coffee, sugar and cotton futures? the margins seem to be low (2-3k$), so should be good for small-capital systems,...
Interesting.. "Prediction Company" had a sharp ratio of 3 over 15-20 year period: [MEDIA] (the video is from 2014)., But looks like it was shut...
The full backtest with all 37 instruments that I trade in paper account with all historical data that I have (1990 or later, depending on the...
Hi @globalarbtrader , been listening to the Global Macro podcast series (https://www.toptradersunplugged.com/category/global-macro/) which you're...
You can get several years back of older contracts from IB itself (you can actually add them to the watch-list in TWS and see details), but that...
so actually you can have multiple "keys" for one log-record not just one, like tags essentially ? (e.g. the actual message "something went wrong"...
So I do it this way: while the system is running and trading I'm recording everything into basically 3 SQL tables: Prices(timestsmp, bid,ask..),...
The rules are not a secret, it's all in the Rob's books and blog :) actually, I only use a sub-set of it.. (+ the small stock-pairs trading part...
yeah, ideally if everything works well, I should receive exactly 3 emails 2 times a day when the system starts after morning and evening restart...
yeah, why good times can never last with trend following ? :) Now when-ever I see a jump to new highs, I just want to sell everything and stop...
For what it's worth, the way I'm doing it is that basically I have 2 layers in that area: the strategy-layer that decides the required target...
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