Recent Content by Plex134

  1. Fully automated futures trading

    If I recall correctly (haven’t looked in a bit) not much. I may not be thinking about it correctly, but I consider the carry signal as an...
    Post by: Plex134, Jul 19, 2025 in forum: Journals

  2. Fully automated futures trading

    I took a look at this paper. I was thinking about how to implement this in pysystemtrade. I decided to replace spot with price contract, near...
    Post by: Plex134, Jul 19, 2025 in forum: Journals

  3. Fully automated futures trading

    I tried this in pysystemtrade using the priced/carry contracts rather than the near and next. The results weren’t as robust, but interestingly, in...
    Post by: Plex134, Jul 11, 2025 in forum: Journals