Yeah 400bp is quite disturbing. Interestingly, my V2TX forecast is in the same ballpark as yours but VIX hit it's record high of -10.3. The last...
Ouch. Not a great day of freedom for me. Portfolio is down about 80 BP. Nice Equity gains offset by FX and VIX losses. @globalarbtrader I have...
Out of curiosity I played around with different volatility models for volatility targeting and all the other places where volatility is an input:...
I found a small configuration error today: The roll offset of micro gold and silver at IB should be -35 instead of -30. I currently own gold...
I can second that for stocks. Absolutely top notch, especially quality of splits/capital adjustments, dividends and historical index constituents....
A question for CSI users: They also have cash prices for most of their futures. Currently I do not use their cash prices because I have another...
I checked with CSI support: SGX is not available on their instrument website but the software contains SGX futures. Just search for SGX exchange.
paid services like Norgate or CSI also do not have them. What a shame!
I got some errors the last few days when submitting an order for SP400_micro to IB: 201: Order rejected - reason:MARGIN CALCULATION IS NOT...
I can second that. When paper trading I wanted to be smart and adjusted the DO to do both "Start from Zero weights" and "Start from optimal...
Finally. After implementing the strategies in spring of 2024 and having paper traded since then, I am finally going live tomorrow. Let's see what...
Thank you! We work with differences between EMAs and not absolute level of EMAs - I got it now. Have to dig deeper why this behaviour exists in my...
I wish everyone a merry christmas! I am currently hunting down some smaller discrepancies between live trading and the backtest. I narrowed the...
I think the problem is the roll config of CAD10 (CGB) According to the exchange website at...
My Canadian 10-year bond position could not be closed a few days ago and now I always get this error when the system tries to do some...
glad to hear everything is fine now. I did not encounter that problem with them. Their support is quite helpful: Every time I ran into a problem...
thanks! As MDEX was not listed on their exchange list, I thought they don't have it. Good to know!
As you are also a CSI user, did you identify the Palm Oil futures in their security master? I did not find anything. Do you get the data somewhere...
To be honest, I am kind of happy that I still paper trade futures. The system has had a good run till April (+15%) and lost all of that again. I...
I could not find a big difference in performance if I force a big move in the forecast. At first I thought I had found something, but as it turned...
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