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  1. Fully automated futures trading

    I think this depends on what you're trying to accomplish through the "iteration" over the contract months. If all you're trying to do is iterator...
    Post by: maciejz, Jan 3, 2018 in forum: Journals

  2. Fully automated futures trading

    My experience with letting VIX futures expire was not very positive :) My system missed some rolls earlier this year (due to a combination of...
    Post by: maciejz, Dec 4, 2017 in forum: Journals

  3. Fully automated futures trading

    Based on reading the blog post, I think I understand the approach of pooling gross returns but using instrument specific costs. My understanding...
    Post by: maciejz, Sep 15, 2017 in forum: Journals

  4. Fully automated futures trading

    GAT, Apologies if this question has been asked and answered already. I'm going through another iteration on my system -- this time...
    Post by: maciejz, Sep 9, 2017 in forum: Journals

  5. Fully automated futures trading

    Hello GAT and Everyone, I am yet another person who's running a system based on GAT's book and blog. Trading 39 markets (all USD based), at 16%...
    Post by: maciejz, Jul 12, 2017 in forum: Journals

  6. Fully automated futures trading

    Rob, Thanks for posting the FundSeeder reference -- it's a nice site. I have several questions about your account on fundseeder though: 1. It...
    Post by: maciejz, Jan 28, 2017 in forum: Journals

  7. Fully automated futures trading

    GAT, Thanks for your reply.
    Post by: maciejz, Sep 25, 2015 in forum: Journals

  8. Fully automated futures trading

    GAT, Great post and great blog. I have a few questions as I'm digesting all the info: 1. the 25% capital at risk is at 95% confidence (I...
    Post by: maciejz, Sep 22, 2015 in forum: Journals
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