@globalarbtrader Hi Rob, In AFTS Strategy 2 and strategy 3, you use the actual price of the contract to calculate position size and the...
Let's say we have OHLC prices of all contracts throughout history. How should we adjust Open,High,Low? One easy way I followed is to apply the...
Thank you Sir.
I shouldn't care about the historic position sizes being wrong? You mean this only right? Well, in the contracts I am allowed to trade legally...
@globalarbtrader Hi Rob, in AFTS, while backadjusting futures prices, what if the multiplier keeps changing frequently, first we have to adjust...
@globalarbtrader Hi Rob, In AFTS, all forecasting techniques are rule based. Any pointers on how to use predictive modelling techniques( linear...
@globalarbtrader Did you address this question in the podcast?
Can you also please answer the following question. Let's say I want to trade directional strategies but instead of using futures, I want to use...
@globalarbtrader Can you please reply?
Hi, How do you manage intraday adverse price movement risk while running a daily system? Also how to manage overnight gap risk for futures...
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