I'm up 7% for the day (was 12% at some point) on the trading alone, and am running some math to see if my risk management and position sizing has...
Sooo, who's short oil? :D It didn't fit my budget, but I'm short natural gas, so got some benefits from the dip just now, but oil is 30+%. :caution:
Kernfusion , Rob , Same Lazy Element and Hobby, thanks a lot for the replies re bonds and carry. The overall conclusion is that I was too anal...
Interesting. I was thinking about that, but quickly discarded it as I think Rob said in Leveraged Trading (perhaps in Systematic trading as well...
What are folks doing with US 5-year note (situation is similar with 2- and 10- year) right now, I rolled to hold June (March contract is past...
I'm up 3.5% for the day, but still in 3.3% drawdown overall. I did cheat tho, I couldn't look at that MXP long anymore, so I sold that yesterday....
Thanks! That sounds about what I have as well, my max position is 5 though. I guess we just hang in there. :)
Does anybody else still have forecast for MXP to be long or am I doing something wrong? The trend has clearly ended but my overall forecast is...
Down 2% here, half of it is ESTXX50, and other half MXP and V2TX combined. GE and ZC are helping :)
Good luck! :) I'm in almost exactly the same situation. I went live about 3 weeks ago, same capital, but I only got 8 instruments, not sure how...
GAT and @HobbyTrading, thanks a lot for the replies! I do calculate volatility. I believe that in the Leveraged Trading book that is described...
Thanks for that link Kernfusion, that was helpful. I'll reduce exposure to that instrument until I figure out smoothing. I also did some digging...
How do folks deal with spikes in V2TX (and I assume other volatility indices) during spikes like yesterday? I'm trading a system as described in...
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