Yes, I don't have clear answers but I think it's not due to risk premium tailwind (probably both directions have risk premium tailwind at times,...
Thanks, similar - shorts just don't work so well for any longer term strategy except in specific short periods of stress for particular markets...
What most margin explanations don't explain, is that initial margin isn't just the margin for a new position that is trying to be opened. It's the...
Thanks yeah I was guessing the same. The fact that my backtest covers periods with large inflation, large extended upside moves and limited...
Resolve asset management have published some Webinars and other material on this too that runs multiple carry types together, compares them and...
IB seems to have some issues today. They valued my NetLiq at 10% of its normal value which was a bit freaky. They fixed my NetLiq but Orders for...
Hi, That was a helpful post thanks. When you say "rates", you mean the STIRs and the 10Y/2YY (10Y/2Y yield) not the bonds/notes? If you've...
Yep that's what I was thinking. I now modified the liquidity check so that some markets have a higher minimum volume requirement. IBAlgo - I also...
Due to spread trading volume getting reported in the CSI EOD data, I'm wondering if anyone adds an extra modifier to the liquidity check for...
Tactics my favourite chapter. I just pulled out AFTS and realised my bookmark is on the 2nd page of the risk section, I never got around to...
Quick update on trading results - February started off ok then accelerated to an ATH result around 10th Feb. Then the whipsaws started and the...
Yes, the average distance of my stops and exit rules is the multiplier I apply to the ATR to calculate risk $. Then I apply a percentage of the...
Good question! I'll answer this first as @LBF question is going to take more brain power than I have first thing in the morning :) Firstly,...
Hi again, I think we chatted on the Realtest forum? I got a bit lazy updating this journal tbh.. and wasn't much engagement here, not many people...
Thanks! I had no idea IB doesn't show spread trades in volume figures. Makes sense now. Still not super confident in trading Coal based on my...
Thanks this is where I got a lot of my ideas on things to add, sorting by your liquidity check page numbers. Also copied your liquidity check...
IB means IBKR, the broker Interactive brokers. Our CSI data matches, it's the broker that's showing low volume. What symbol at your broker do...
Thanks, looks good. Maybe I found the wrong symbol on IB, I was looking at ATW that also says it's Rotterdam Coal but had much lower volume for...
I'm not familiar with the C1 symbol - since you mentioned 200 avg volume I assume you mean CSI symbol RCQ, I believe this matches to ATW symbol in...
Nice, welcome to the addiction of playing with UA and markets. I found the choices for Coal were all illiquid currently. Note that Dutch TTF is...
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