Suggestions for futures to trade

Discussion in 'Trading' started by globalarbtrader, Jun 17, 2022.

  1. No. I have 400K notional capital, and that is what I use to scale my positions. That is only sufficient to trade 30 or so markets and deal with the issue you describe, but I now use a dynamic optimisation method to cope with this and still have 140 odd markets in which I could potentially take positions, with perhaps 20 or so actually having positions.

    And I have 400K in cash in my trading account, of which perhaps 1/4 is being used for margin.

    I'm not sure where the 600 figure came from or indeed 41.666?

    GAT
     
    #51     Jun 23, 2022
  2. HTBs

    HTBs

    I don't see MCL in your list. It has become a better alternative than QM for crude oil futures due to liquidity and tick size...
     
    #52     Jun 24, 2022
  3. Overnight

    Overnight

    You go where the volume is. If MCL is better than QM, then you trade that. And we know inherently MCL will be better than QM, because QM is a POS with no volume relative to CL.
     
    #53     Jun 24, 2022
  4. Apologies; did a poor quote job. 41.666 is the implied value from you following comment, is it not?;

    If 250 USD is 0,6%, then a 100% is 41.666 USD ((250/0,6)*100).
     
    #54     Jun 27, 2022
  5. https://www.interactivebrokers.co.uk/it/index.php?f=4745&p=fut

    potentially useful page (even if originally drafted in italian)

    eg - micro commodities on nymex and micro treasuries on cbot (too illiquid?)

    I'm keen to automate a strategy on a small batch of micros.
    Much worse outcome than Aspect? Yes.
    But lots of intrinsic value to growing and eating your own vegetables, and learning a lot along the way.
     
    Last edited: Jul 1, 2022
    #55     Jul 1, 2022
    HTBs likes this.
  6. easymon1

    easymon1

    Someday, could we see some graphs depicting your system's hold times, profitability, drawdowns, sliced and diced in interesting ways.
     
    #56     Jul 1, 2022
  7. #57     Jul 1, 2022
    easymon1 likes this.