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  1. Fully automated futures trading

    I see, thanks. What is exactly measured in the graph?
    Post by: AvantGarde, Dec 1, 2016 in forum: Journals

  2. Fully automated futures trading

    Apologies, that should read USDJPY, not AUDJPY
    Post by: AvantGarde, Nov 30, 2016 in forum: Journals

  3. Fully automated futures trading

    Hi all, the carry trade has proven quite profitable over recent years. GAT, and any other thread followers: do you have any views on how carry...
    Post by: AvantGarde, Nov 30, 2016 in forum: Journals

  4. Oh no, not another python backtester...

    Hi GAT, just wondering if there is potential for adding stops into pysystemtrade? I am considering adding a mean reversion system but want to add...
    Post by: AvantGarde, Nov 25, 2016 in forum: App Development

  5. Quantedge - 30% annualized returns

    Does anyone have any useful insight?
    Post by: AvantGarde, Nov 21, 2016 in forum: Professional Trading

  6. Quantedge - 30% annualized returns

    Hi all, I came across Quantedge some time ago and noticed their stellar returns. They have a Sharpe ratio of 1 and run at 30% volatility and...
    Thread by: AvantGarde, Nov 19, 2016, 5 replies, in forum: Professional Trading

  7. Oh no, not another python backtester...

    Hi GAT, Why do the returns and metrics in pysystemtrade change so markedly if you change the base currency? Shouldn't the returns be similar for...
    Post by: AvantGarde, Nov 18, 2016 in forum: App Development

  8. Fully automated futures trading

    It's getting pretty nasty out there at present. Most CTAs are long bonds and long equities and both are getting hit hard. It would be good to see...
    Post by: AvantGarde, Oct 28, 2016 in forum: Journals

  9. Fully automated futures trading

    I whole heartedly agree with this notion and hope to move in a similar direction. The 'New Rich' are rich in time as per Tim Ferriss. Working for...
    Post by: AvantGarde, Oct 2, 2016 in forum: Journals

  10. Fully automated futures trading

    Hi GAT, You've had stellar performance since launching your strategy. I note that your launch fortuitously coincided with one of the strongest...
    Post by: AvantGarde, Sep 26, 2016 in forum: Journals

  11. Fully automated futures trading

    Hi GAT, Do you trade relative value fixed income strategies?
    Post by: AvantGarde, Sep 22, 2016 in forum: Journals

  12. Oh no, not another python backtester...

    Hi GAT, How does pysystemtrade treat the carry system when there is no recent price for the carry contract? I see in the historical data that...
    Post by: AvantGarde, Sep 22, 2016 in forum: App Development

  13. Oh no, not another python backtester...

    Hi GAT, in pysystemtrade, does the system account/are trades generated for rolls when the contracts change in the carrydata files?
    Post by: AvantGarde, Sep 7, 2016 in forum: App Development

  14. Fully automated futures trading

    I see, this makes sense. You could still control the frequency you're trading at to keep costs in check, but obtain greater diversification. I...
    Post by: AvantGarde, Sep 1, 2016 in forum: Journals

  15. Fully automated futures trading

    I see, thanks. What is the benefit to trading an OTC forward vs a listed future?
    Post by: AvantGarde, Aug 31, 2016 in forum: Journals

  16. Fully automated futures trading

    Hi GAT, I too would like to use forwards, but more so that I can run my account in USD and hedge back to base, which outperforms changing my...
    Post by: AvantGarde, Aug 29, 2016 in forum: Journals

  17. Fully automated futures trading

    Also, where do you source your USDKRW fx rates from? I see it is not possible to stream this from IB as it is an NDF, which they do not offer.
    Post by: AvantGarde, Aug 28, 2016 in forum: Journals

  18. Fully automated futures trading

    Hi GAT, another one for you: In your legacycsv file, you have a future for US20yr. I do not find any listed US20yr futures anywhere. What is the...
    Post by: AvantGarde, Aug 27, 2016 in forum: Journals

  19. Oh no, not another python backtester...

    I see, thanks GAT. With respect to the 'delayfill=True' function, does this only apply to accounting (e.g.,...
    Post by: AvantGarde, Aug 6, 2016 in forum: App Development

  20. Fully automated futures trading

    Does anyone have any advice on where to receive realtime data feeds? I have a lot of historical data and am now in the process of monitoring...
    Post by: AvantGarde, Jul 26, 2016 in forum: Journals
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