Hello GAT, I was wondering how you determine in IB if a market is closed? What specific things do you look for. For example when I query the BBO...
Can you elaborate on how you do relative carry?
Question for carry: Why are you using 30 for forecast scalar? Wouldn't it be better to determine this via rolling window?
I thought I'd provide some more pictures with their underlying forecasts. I agree that forecast should be proportion to its risk contribution but...
Thanks so much Rob for the detail answer. Another following up question I would like to ask is risk management in trend following. Do you or any...
Thanks for the reply. You mentioned in your profile that you mainly focused on fundamental strategies during your tenor at AHL. How do these...
You mentioned you own cash equities too and trade that with a hedge on? How are you trading stocks? Value related? I'd love to hear how you...
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