Recent Content by itb

  1. itb
    Profile Post

    Hi, I was looking at...

    Hi, I was looking at https://github.com/robcarver17/pysystemtrade/blob/master/data/futures/legacycsv/WHEAT_price.csv and I think the large price...
    Profile Post by itb for globalarbtrader, Jul 17, 2018

  2. Fully automated futures trading

    Thanks for the reply! To be clear, my plan is to keep the 80K in the bank account and withdraw 1000 every month as long as there are funds in the...
    Post by: itb, Jan 22, 2018 in forum: Journals

  3. Fully automated futures trading

    Hey @globalarbtrader, do you see anything wrong with my plan? Thanks :)
    Post by: itb, Jan 18, 2018 in forum: Journals

  4. Fully automated futures trading

    It was me, apologies, I didn`t receive any confirmation on the blog post, so I wasn`t sure the post worked. Anyways, back the to question. Assume...
    Post by: itb, Jan 18, 2018 in forum: Journals

  5. Fully automated futures trading

    @globalarbtrader, in the last comment here https://qoppac.blogspot.co.uk/2017/09/smart-portfolios-post-about-book-nn.html you say in terms of your...
    Post by: itb, Jan 18, 2018 in forum: Journals

  6. Fully automated futures trading

    Ok, I re-read the carry section of appendix B, but still I miss something. In Futures: If Trading Nearest Contract, Net return would be a multiple...
    Post by: itb, Oct 21, 2016 in forum: Journals

  7. Fully automated futures trading

    Hi GAT, Here https://github.com/robcarver17/pysystemtrade/blob/master/sysdata/legacycsv/VIX_carrydata.csv and here...
    Post by: itb, Oct 21, 2016 in forum: Journals

  8. Fully automated futures trading

    Thanks for the precise reply! A quarter looks a bit too much to me (imagine if it was - 25% rather than +...), but I understand you need to...
    Post by: itb, Sep 6, 2016 in forum: Journals

  9. Fully automated futures trading

    Looking at your latest and previous profit accounts, it looks to me the gains in your Stock futures plus hedge position were a significant part of...
    Post by: itb, Sep 6, 2016 in forum: Journals

  10. Fully automated futures trading

    Hi GAT, I guess you trade most of your futures on CME, are there any other exchanges you use? Thanks, itb
    Post by: itb, Sep 5, 2016 in forum: Journals

  11. Fully automated futures trading

    Hey GAT, when I look at the performance of Winton Futures Program (at the bottom of the page http://ctaperformance.com/wntn), it looks like they...
    Post by: itb, Aug 25, 2016 in forum: Journals

  12. Fully automated futures trading

    I think I found out why I get that - I use EUR as base currency and understandably EURUSD exchange rate data starts in 1999. If I use the default...
    Post by: itb, Aug 4, 2016 in forum: Journals

  13. Fully automated futures trading

    Hi GAT, I use your python system to run a backtest using all instruments you have uploaded in github, but for some reason the first time a...
    Post by: itb, Jul 31, 2016 in forum: Journals

  14. Fully automated futures trading

    Hi GAT, I was playing with your system https://github.com/robcarver17/pysystemtrade and I wonder: what is the (functional, design?) reason of...
    Post by: itb, Jul 16, 2016 in forum: Journals