Hi, I was looking at https://github.com/robcarver17/pysystemtrade/blob/master/data/futures/legacycsv/WHEAT_price.csv and I think the large price...
Thanks for the reply! To be clear, my plan is to keep the 80K in the bank account and withdraw 1000 every month as long as there are funds in the...
Hey @globalarbtrader, do you see anything wrong with my plan? Thanks :)
It was me, apologies, I didn`t receive any confirmation on the blog post, so I wasn`t sure the post worked. Anyways, back the to question. Assume...
@globalarbtrader, in the last comment here https://qoppac.blogspot.co.uk/2017/09/smart-portfolios-post-about-book-nn.html you say in terms of your...
Ok, I re-read the carry section of appendix B, but still I miss something. In Futures: If Trading Nearest Contract, Net return would be a multiple...
Hi GAT, Here https://github.com/robcarver17/pysystemtrade/blob/master/sysdata/legacycsv/VIX_carrydata.csv and here...
Thanks for the precise reply! A quarter looks a bit too much to me (imagine if it was - 25% rather than +...), but I understand you need to...
Looking at your latest and previous profit accounts, it looks to me the gains in your Stock futures plus hedge position were a significant part of...
Hi GAT, I guess you trade most of your futures on CME, are there any other exchanges you use? Thanks, itb
Hey GAT, when I look at the performance of Winton Futures Program (at the bottom of the page http://ctaperformance.com/wntn), it looks like they...
I think I found out why I get that - I use EUR as base currency and understandably EURUSD exchange rate data starts in 1999. If I use the default...
Hi GAT, I use your python system to run a backtest using all instruments you have uploaded in github, but for some reason the first time a...
Hi GAT, I was playing with your system https://github.com/robcarver17/pysystemtrade and I wonder: what is the (functional, design?) reason of...
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