As you are also a CSI user, did you identify the Palm Oil futures in their security master? I did not find anything. Do you get the data somewhere else?
Yes, I use CSI. Palm Oil is: 318 1-12 318 KPO KPO FCPO MDEX Crude Palm Oil ✓ 25 25 MYR 25 tonnes MYR/tonne 1 25 VSVSVSVSVSVS 1992-10-09 2024-09-05 10:30 - 18:00✓ ✓ 54096 You can see it at https://apps.csidata.com/factsheets.php?type=commodity&format=htmltable&exchangeid=MDEX
Yes, not all the exchanges are found on the main list. No idea why. So I often use Google to find it. Of course you can also search within the CSI program.
Hi, guys. I have a noob question about the Starter System. I'm starting with a capital of €10,000 and I've allocated €5,000 to Stock A and €5,000 to Stock B. I'm applying an Instrument Diversifier Multiplier of 1.15, so my risk target at the instrument level is 14.5%. Imagine that both stocks have an instrument risk of 29%. That would make me place a trade of €2,500 for Stock A and another of €2,500 for Stock B. That leaves €5,000 "idle" in the trading account. Are these €5,000 supposed to be in cash until one of the two trades is closed, just in case the instrument risk of that stock is lower by the time you need to open a new trade in the opposite direction (which would require a bigger exposure)? Or could I use these €5,000 to trade a third instrument? It feels "inefficient" to have half of your trading capital uninvested. Thanks.
- Of course NOT. You're targeting risk, not "buying as many things as possible with all available capital"..
Had a question/looking for help regrading an issue I am having. I'm running a non-dynamically optimized system. As a robustness check I keep track of my "optimal" net vol*notional exposure for each asset class (from continuous optimal position sizes), which I compare to my actual exposure (based on the discrete positions I hold). I find sometimes these two values can diverge quite a bit; such as recently where commodities have had a positive recent returns (from an aggregate short signal) leading to a bunch of instrument where I have an optimal position of something like -0.5 and an actual position of -1.0 (leading to an short position 2x optimal level at the aggregate commodity level). Was hoping for insight if anyone has dealt with a similar situation and whether it makes sense to do anything about it or just let it be?
You guys trading MDEX/Asia futures with CSI daily bars - do you run your downloads and order execution multiple times of day due to CSI data releases at different times? Or just do it all at once even if it's going to be a bit late for Asian futures?