globalarbtrader's Recent Activity

  1. globalarbtrader replied to the thread Algo & Quant traders.

    Just competing against someone better doesn't automatically make you better. It might plausibly help in something like chess, but not in...

    Apr 22, 2024 at 9:56 AM
  2. globalarbtrader replied to the thread Algo & Quant traders.

    No. This can happen anywhere where there is luck as well as skill. Over a single month, outcomes are almost entirely driven by luck....

    Apr 22, 2024 at 9:31 AM
  3. globalarbtrader replied to the thread Algo & Quant traders.

    I've 100% no idea what you are talking about there. But let me try. Of course it's a numbers game; you can't trade systematically...

    Apr 22, 2024 at 9:29 AM
  4. globalarbtrader replied to the thread Algo & Quant traders.

    Trading is weird. Is there any other field of human endeavour where uneducated amateurs consider themselves superior to professionals?...

    Apr 22, 2024 at 9:18 AM
  5. globalarbtrader replied to the thread Algo & Quant traders.

    Sure My full list of positions is published daily here: https://github.com/robcarver17/reports/blob/master/Risk_report My full list of...

    Apr 22, 2024 at 8:38 AM
  6. globalarbtrader replied to the thread Algo & Quant traders.

    I don't normally lower myself to this sort of debate, but I'm feeling combatitive so what the hell. Yes, I made more than you did this...

    Apr 22, 2024 at 4:09 AM
  7. globalarbtrader replied to the thread Algo & Quant traders.

    oh yes there is

    Apr 22, 2024 at 3:58 AM
  8. globalarbtrader replied to the thread Fully automated futures trading.

    Optimal rounded seems to make sense, but personally I would want to investigate this in isolation before implementing it. Greedy search...

    Apr 22, 2024 at 3:50 AM
  9. globalarbtrader liked taowave's post in the thread Algo & Quant traders.

    Baron,what happened to the minimum IQ cutoff to post on ET???

    Apr 21, 2024 at 2:04 PM
  10. globalarbtrader replied to the thread Fully automated futures trading.

    That doesn't count you need three physical versions if you are absolutely serious about trading, and you get a free kindle version with...

    Apr 19, 2024 at 12:32 PM
  11. globalarbtrader replied to the thread Fully automated futures trading.

    Since most of your questions have been brilliantly answered by others I will limit myself to what new information I can add. 2. I am...

    Apr 19, 2024 at 12:31 PM
  12. globalarbtrader replied to the thread Fully automated futures trading.

    As I've said I now use SNAP, and it will be interesting to see my execution figures for the last 12 months which I will get round to at...

    Apr 19, 2024 at 12:20 PM
  13. globalarbtrader replied to the thread Fully automated futures trading.

    ++1 for this. Circuit breakers are rare, and if you're trading slowly enough are irrelevant Rob

    Apr 19, 2024 at 12:18 PM
  14. globalarbtrader replied to the thread Fully automated futures trading.

    This is similar to what I do; pst has varous roll modes to support this: - passive as described above - actively closing the position...

    Apr 19, 2024 at 12:17 PM
  15. globalarbtrader liked Spacious's post in the thread Fully automated futures trading.

    For pysystemtrade users, I've created a script that scans the config.yaml file for instrument weights and moreinstrumentinfo.csv to...

    Apr 19, 2024 at 11:03 AM