yes, target volatility 25%, sorry for the lame joke attempt :)
After trading paper money for more than a year while saving some real play money I finally turned on the live system on Friday :) Base capital...
here's what happened when VIX jumped a lot around Feb 1 2018 (one of the advantages of having this thread - it's a nice historical log of events...
That's just too cool :) congrats! And all the equities in the long-term portfolio are up as well of course, and bonds actually did well this year...
Are other people getting hit today\yesterday ? My system lost pretty badly on JPY, Eurostoxx, Nasdaq, V2TX and a little on Corn and US2 and didn't...
Cool! :)
Hi Rob, As I understood, one of the big reasons for running your system was to protect your long-term stock/bond portfolio from market crashes...
Great to see you back GAT, can't wait to read your new book! I'm still in paper (still can't save up the required 200k to start live), but the...
Was thinking recently... So why trading works? ("official explanation" that is) - it's risk premium., i.e. if you're willing to take the risk,...
interesting, I should check these new instruments out.. Yes, actually the lowest curve on the graph is both V2TX and EUROSTOX (they very slightly...
DJ600 and ESTX50 do look much smaller at lest in terms of margin requirements., but they aren't in the Rob's instrument list in Pysystemtrade, I...
I used Pysystemtrade for weights and everything else, for 1 instrument in each class it gave me these weights: [ATTACH] kinda makes sense I...
yes, that's that old link. https://fundseeder.com/trading_account/1246
Great stuff GAT, way to go! It's encouraging to see that you're not loosing interest to this.. I started paper-trading of my trend-carry futures...
In case if someone is interested, enabling optimisation with costs as opposed to applying costs in the end (the default option), gives carry a...
Hi HobbyTrading, thanks for the reply, this example system is not 100% corn, it's the default chapter15 demo system with 6 instruments, so the...
probably I'm just way off here, but in which units this position size is (get_actual_position method)? I thought it's the number of contracts I...
Thanks! will try that.
Hi, I'm at the point right now where my own system that's doing real-time execution and IB integration is ready for paper-trading (C#+SQL,...
a really good last couple of days or just a data-glitch ? [ATTACH]
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