There is such a thing as a symmetrical moving average - you just defined it. Formally, if it's time T in the past, and we want a 100 wide interval...
Todays trades code contractid filled_datetime filledtrade filledprice 3005 BOBL 201506 2015-03-17 14:39:47 -1...
Are you talking about individual stocks, or 'the market as a whole' (eg trend following the S&P 500 index)?
I don't think we can dispute that trends existed, and still exist. We can look at a dozen charts that will show strong trends over time. What the...
Sure trends have existed for 100 years (https://www.efficient.com/pdfs/A_Century_of_Evidence_on_Trend-Following_Investing.pdf), 200 years...
I did this exercise a few months ago (7th January to be precise). The goal was to put together a cross asset class, low risk, portfolio that could...
Agreed. Eg http://www.ahl.com/ahl-oxford isn't to get people from a 'trading program', it's to get Masters or Phds in econ/stats. I think there...
I don't believe I have an edge. Essentially I think I am just running a dynamic "alternative beta" portfolio, diversified across a relatively...
Todays trades code contractid filled_datetime filledtrade filledprice 2989 AEX 201503 2015-03-16 12:13:43 -1...
You can have a Euro account. By default all IB accounts are multicurrency. So you could eithier deposit GBP and convert with IB into EUR as I...
Suppose you're buying a call on DAX. If you trade with interactive brokers and you don't have enough euros then they'll automatically lend you...
Heres some examples Buy option on DAX, cost euro 995, commision euros 5 translate into GBP at rate on day of purchase = £600 Sell option for...
Doesn't matter where the contracts are you pay UK CGT. If you make more than the £11K ish allowance, then you pay tax, no matter where you are...
At the risk of reigniting the fire I also worked on the Barcap London exotics desk for 18 months, and we also traded vanilla swaptions (do we know...
Yes if you are classified as a non professional (which if your income is mainly from another source you almost certainly will be), you'll pay CGT...
It has clearly been a while since I checked my margin, or my memory isn't great. I'm currently using £127,000 of margin on a £400,000 account, or...
CG12310 (2) is less about box trades, and more about anti avoidance tactics (to stop my employer paying me in riskless share options, which I then...
Nah, still some good trends out there. Broadly the best trends in the last 12 months have been: - collapse in equity vol and rise in equities;...
I'm not a lawyer, but I've done some research on this. It's a capital gain, unless your trading is qualified as a 'business', in which case you'd...
Essentially what you have to do is start receiving ticks. Each tick could be an update to any part of the level 1 order book (bid / ask price or...
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