Foward curve analysis

Discussion in 'Strategy Building' started by 2rosy, Jan 10, 2014.

  1. 2rosy

    2rosy

    Know any good software to analyze curve characteristics
     
  2. xandman

    xandman

    I think you need to give details. You can write a program in your sleep.
     
  3. 2rosy

    2rosy

    I found this site. It looks ok
     
  4. 2rosy

    2rosy

    +1
     
  5. Humpy

    Humpy

    Ya need polynomial regression analysis.
     
  6. T47

    T47

    I personally use CQG as a charting package and they do very good with spreads and stuff
     
  7. 2rosy

    2rosy

    What about orthogonal distance regression? I want to know if I have longs and shorts over a forward curve how can I get something like an option's delta
     
  8. Murray Ruggiero

    Murray Ruggiero Sponsor

    TradersStudio let's you design trading system which can get filtered with equity curve feedback. TradersStudio contains three backtesters. This is how you can filter a system using the equity curve of that strategy.
     
  9. Humpy

    Humpy

    But does one produce profits ? That is the question.
    Losers are worse than useless. If you can show that your systems produce regular profits then interest would grow exponentially.
     
  10. Murray Ruggiero

    Murray Ruggiero Sponsor

    First of all I do have profitable systems. My systems which I designed currently manage about 150 million at Tuttle Wealth. Another question is can you test these strategies, and the answer is yes with TradersStudio.
     
    #10     Feb 3, 2014