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  1. The Skewness of Commodity Futures Returns

    So following on, here is what I feel is a far more diverse and therefore appropriate portfolio to analyze the effect of past skewness on future...
    Post by: KCOJ, Jul 24, 2016 in forum: Strategy Building

  2. The Skewness of Commodity Futures Returns

    So prior to carrying out any testing I wanted to take a look at a few issues (some important, some not so important) that concern me regarding the...
    Post by: KCOJ, Jul 23, 2016 in forum: Strategy Building

  3. The Skewness of Commodity Futures Returns

    Same … but different. Same, in the sense that we may be buying into a market that has had lots of big down days vs few big up days … so maybe in...
    Post by: KCOJ, Jul 22, 2016 in forum: Strategy Building

  4. The Skewness of Commodity Futures Returns

    Indeed Sergio, you may well be correct … in fact the sample period used is limited to 26 years and covers a fairly concentrated portfolio of some...
    Post by: KCOJ, Jul 21, 2016 in forum: Strategy Building

  5. The Skewness of Commodity Futures Returns

    I came across the above named paper (a quick google will get you a pdf copy) a few months ago now and have been meaning to take a closer look at...
    Thread by: KCOJ, Jul 20, 2016, 31 replies, in forum: Strategy Building

  6. Futures Exchanges not available via Interative Brokers

    Well, back in 2009 I was trading institutional money so was fortunate in that I could access most of these markets via Newedge. But I think that...
    Post by: KCOJ, Oct 10, 2015 in forum: Retail Brokers

  7. Futures Exchanges not available via Interative Brokers

    Your point is well made and I totally agree with you. There is absolutely no point trading Gold in Tokyo if you're already trading Gold in...
    Post by: KCOJ, Sep 29, 2015 in forum: Retail Brokers

  8. Futures Exchanges not available via Interative Brokers

    Thanks very much for these three … I will follow up with each next week Very glad to hear that works for you, but the adage “diversification is...
    Post by: KCOJ, Sep 25, 2015 in forum: Retail Brokers

  9. Futures Exchanges not available via Interative Brokers

    Thanks so much, I will reach out to these ones and see how I go
    Post by: KCOJ, Sep 24, 2015 in forum: Retail Brokers

  10. Futures Exchanges not available via Interative Brokers

    Indonesia .... but regularly in HK
    Post by: KCOJ, Sep 24, 2015 in forum: Retail Brokers

  11. Futures Exchanges not available via Interative Brokers

    Yes I thought as much but maybe some brokers have a work-around solution … in the same way that I’m currently enjoying all RWC games via the ITV...
    Post by: KCOJ, Sep 24, 2015 in forum: Retail Brokers

  12. Futures Exchanges not available via Interative Brokers

    Thanks very much, the CQG site is a useful starting point. Do you have any favorable experience with these FCMs trading any of the exchanges that...
    Post by: KCOJ, Sep 24, 2015 in forum: Retail Brokers

  13. Futures Exchanges not available via Interative Brokers

    I currently trade around 150 futures markets, all via IB. However there are a number of exchanges that as far as I know IB does not provide...
    Thread by: KCOJ, Sep 24, 2015, 21 replies, in forum: Retail Brokers

  14. Traders in Bali?

    Don't surf ... I swim Internet connectivity is vastly improved recently with fibre being rolled out over most of the well-populated areas. Of...
    Post by: KCOJ, Aug 28, 2015 in forum: Hook Up

  15. Traders in Bali?

    Depends on exactly where in Bali you live but I'm getting 10Mbps so that's enough for me. Totally different lifestyle from KL ... they are chalk...
    Post by: KCOJ, Aug 26, 2015 in forum: Hook Up

  16. Traders in Bali?

    I’m interested in meeting and talking with investors here in Bali who have an interest in developing and trading quantitative and systematic...
    Thread by: KCOJ, Aug 26, 2015, 4 replies, in forum: Hook Up
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