I've been checking out your reports here and there, mostly out of curiosity to see the positions. For the last couple of weeks, I haven't seen any...
Same here, also long one V2TX as of this morning. Heads up, Rob will say for sure, but I think DO only generates a position in the direction of...
Did some research into risk overlays, following the methods Rob described in...
The timing on this closing trade turned out to be spot on, close to the top of the day :) (I'm assuming times are UTC). How did it execute at that...
This is next up on my list! I'm obviously joking, I'm pretty happy with the DO stuff, backtests are looking great and I should give it more than 2...
7% down here. I'll say this is karma for me bragging about missing that carnage at the end of November. :D Interesting thing is that 3/4 of the...
Hey folks, long time no post from me, so here's an update while that paint is drying. :D I'm currently also about 15% up YTD. Today started...
:banghead: Not sure how I missed this, of course that's the simplest solution. :) :thumbsup:
There is a free tier, yes. Though, I think it's only for 12 months, per...
Rob, I think S3 would be great for this. You can host a static website on it easily, you even get some benefits like versioning for free, you...
It scanned for me, but couldn't parse :) Amaranth Advisors was a company that was involved in natural gas futures rigging scandal, some info here...
Now I'm big time confused (disclaimer: I know 0 financial lingo). I looked into that and what's called IRR here...
:D It's ok folks, he mentioned on that podcast he's going on vacation soon, there's gonna be anarchy here. We'll post PnL's every day and curve...
Sugar #11 and Cotton #2.
Quick update for the mid year (data as of Friday). Time-weighted return for the year so far is 14.79%, currently in a ~11% drawdown. Overall,...
I gotta say I admire this. I'm 100% certain I could not resist running a backtest. I wouldn't change or tweak anything depending on the result,...
I had one contract in soybeans and corn each, and yesterday after the close, system computed optimal positions as 0.791 and 0.984, so didn't sell...
I can imagine the digital conversation between various components of pysystemtrade: - (position sizing) Bollocks! Lads, we can't let Rob see the...
So, how's everybody enjoying this reversal in commodities? :) It's been a good run I say...
Quick note, if you're doing this in Python, and I know Rob is, this won't do it. Python has GIL (Global Interpreter Lock) and you can't have...
Separate names with a comma.