Oh, I see, so "COMEX listed metals (previously reflected as NYMEX) will be updated to exchange ‘COMEX’ " means that only metals which were...
yeah, it kinda seems that way, though PA (Palladium) is still NYMEX but GC and SI are now COMEX.....
Just doing a sanity check in my system, and for the last year+ all permutations of carry forecast for LE (Cows, live cattle) were -20, do other...
So I think what Rob's algo does in addition to crossing the spread after a time limit, is it also crosses it if the price(your side) moves against...
For me it's all of the above (there's always a hope that I can do it better :) ), plus I'd need to research and understand what exactly these...
Yet It's fascinating to me how after all of these differences the systems end up being quite correlated. E.g. today, I bet all the people here had...
so from one perspective it's "NYMEX, no change" from the other all NYMEX "Metal" products should be updated to ‘COMEX’. I hope they will clarify...
was kind of looking forward to that one, but was also concerned that because both trend and MR can't be traded on the same instruments it might...
Btw, has anybody looked at ICEEU Gilt futures? I was in the process of onboarding them and noticed that only long Gilt ("R") has any volume (e.g....
Yep, same, interestingly, my PROD system with less capital but same instruments made more money, broke through HWM by a lot (+10%?) and now...
That's something new from IB :) - got my order filled at avgFillPrice "0", messed up my PnL reports obviously (it was a short position so looked...
My MGC position is -1 at the moment (unrounded is -1.17), and I can see it was -4 on Sept 11., my current combined forecast is -16.7. Here's the...
don't really know the exact rule, I usually just look at the expiration calendar on the exchange's web-site and pick the roll date with some...
I still have a proper cost analysis report on the to-do list, when I finally beat my laziness I'll post the results here :)
if I order by reporting level desc in this list, the lowest is also 25, so I guess below 25 is the safe level on all contracts.. [ATTACH]
I clicked a couple of links on the IB web-site and it lead me to this list: https://www.ecfr.gov/current/title-17/chapter-I/part-15/section-15.03...
I currently have 11 positions in PROD and 16 in paper, the performance has also been quite good lately (not at HWM yet but close), especially...
btw, I'm running at 230k USD capital in PROD, so my positions will be smaller..
yes 6 actual positions in total., the left-most column is the actual positions also shows in which expiry month, the next one is unrounded ideal...
My current positions if anyone is interested (damn, there's a lot of instruments in my system now :) ): [ATTACH]
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