I am curious. Is this a DO correlation thing, or are any others running Rob's original system also short gold? I have been mostly long during the...
Deal. And thank you, thank you!
Gosh, it is insanely complicated :(. Love the blog post, very clear. If you are ok sharing code, I know a bit of Python so I could make use of it....
GAT, just to be clear, I was trying to find an easy way to match up the entries and exits but the closest I got was the flexreport mentioned which...
Done some further digging and the IB flexreports I have found (trades) report gains on a FIFO basis. I guess there is some work to do in aligning...
Wow, this is very helpful. If 'likes' are the currency of gratitude, I am afraid I have no choice but to underpay you here :). Your script...
Thanks - I am not sure how to calculate turnover for futures. Some contract notionals exceed that for a single contract. Do you mean PnL? Also...
Does anyone know how much detail is required in the tax return when submitting to HMRC when trading futures? If you have done a 100 round trip...
Hi GAT, don't know if this correlation question is related. However in your excellent first book (page 294), you provide a rule of thumb...
Thanks all, for the input. Here is something I found on the HMRC site which seems to indicate that capital losses can be carried forward for up to...
Hi GAT - I know this is an old thread but did this ever get settled? I have just started trading futures and am trying to run some simulations on...
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