Recent Content by Ken S

  1. Fully automated futures trading

    I am curious. Is this a DO correlation thing, or are any others running Rob's original system also short gold? I have been mostly long during the...
    Post by: Ken S, Oct 9, 2024 in forum: Journals

  2. UK taxation for futures and options trading

    Deal. And thank you, thank you!
    Post by: Ken S, Jun 11, 2021 in forum: Options

  3. UK taxation for futures and options trading

    Gosh, it is insanely complicated :(. Love the blog post, very clear. If you are ok sharing code, I know a bit of Python so I could make use of it....
    Post by: Ken S, Jun 11, 2021 in forum: Options

  4. UK taxation for futures and options trading

    GAT, just to be clear, I was trying to find an easy way to match up the entries and exits but the closest I got was the flexreport mentioned which...
    Post by: Ken S, Jun 11, 2021 in forum: Options

  5. UK taxation for futures and options trading

    Done some further digging and the IB flexreports I have found (trades) report gains on a FIFO basis. I guess there is some work to do in aligning...
    Post by: Ken S, Jun 10, 2021 in forum: Options

  6. UK taxation for futures and options trading

    Wow, this is very helpful. If 'likes' are the currency of gratitude, I am afraid I have no choice but to underpay you here :). Your script...
    Post by: Ken S, Jun 9, 2021 in forum: Options

  7. UK taxation for futures and options trading

    Thanks - I am not sure how to calculate turnover for futures. Some contract notionals exceed that for a single contract. Do you mean PnL? Also...
    Post by: Ken S, Jun 9, 2021 in forum: Options

  8. UK taxation for futures and options trading

    Does anyone know how much detail is required in the tax return when submitting to HMRC when trading futures? If you have done a 100 round trip...
    Post by: Ken S, Jun 9, 2021 in forum: Options

  9. Fully automated futures trading

    Hi GAT, don't know if this correlation question is related. However in your excellent first book (page 294), you provide a rule of thumb...
    Post by: Ken S, Oct 26, 2020 in forum: Journals

  10. UK taxation for futures and options trading

    Thanks all, for the input. Here is something I found on the HMRC site which seems to indicate that capital losses can be carried forward for up to...
    Post by: Ken S, Oct 25, 2020 in forum: Options

  11. UK taxation for futures and options trading

    Hi GAT - I know this is an old thread but did this ever get settled? I have just started trading futures and am trying to run some simulations on...
    Post by: Ken S, Oct 24, 2020 in forum: Options