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  1. Fully automated futures trading

    Trades Trades take 1 code contractid filled_datetime filledtrade filledprice 2965 AUD 201506 2015-03-13 02:08:15...
    Post by: globalarbtrader, Mar 14, 2015 in forum: Journals

  2. Best Market Model: Geometric Brownian Motion?

    I think it depends on what you want the model for. Is it do risk management? Then a combination of EMH, brownian motion, if used correctly isn't a...
    Post by: globalarbtrader, Mar 13, 2015 in forum: Technical Analysis

  3. Fully automated futures trading

    Yesterdays trades Trades take 1 code contractid filled_datetime filledtrade filledprice 2950 AUD 201506 2015-03-12...
    Post by: globalarbtrader, Mar 13, 2015 in forum: Journals

  4. getting some figures in IB Java API - need help

    1. You can use the real time bars, though personally I get book data (make sure your ticks are close together and you aren't matching a stale bid...
    Post by: globalarbtrader, Mar 12, 2015 in forum: App Development

  5. Fully automated futures trading

    Todays trades code contractid filled_datetime filledtrade filledprice 2934 AUD 201506 2015-03-11 01:57:19 -1...
    Post by: globalarbtrader, Mar 11, 2015 in forum: Journals

  6. Why Do We Trade? For Real.

    This raises an interesting question. If a plan (or if you prefer a trading system) can't be written down, or explained to other people, or coded...
    Post by: globalarbtrader, Mar 11, 2015 in forum: Psychology

  7. Fully automated futures trading

    Todays trades code contractid filled_datetime filledtrade filledprice 2913 AUD 201506 2015-03-10 06:52:56 -3...
    Post by: globalarbtrader, Mar 10, 2015 in forum: Journals

  8. Why Do We Trade? For Real.

    Correct, about the training. But I'm not sure it gives me an edge. There is nothing I do which couldn't be reconstructed from publically...
    Post by: globalarbtrader, Mar 10, 2015 in forum: Psychology

  9. Fully automated futures trading

    In order: Realised volatlility versus expectations Costs versus expectations Skew, and related statistics like average gain to loss. Last, and...
    Post by: globalarbtrader, Mar 10, 2015 in forum: Journals

  10. Why Do We Trade? For Real.

    I think there are two answers to this question. Firstly why do most people do it, and secondly why do I do it? For most people; trading is seen...
    Post by: globalarbtrader, Mar 10, 2015 in forum: Psychology

  11. Why Do We Trade? For Real.

    I guess its down to where you come from. Many people I used to work with were rocket scientists or particle physicists, toting phds in maths and...
    Post by: globalarbtrader, Mar 10, 2015 in forum: Psychology

  12. Fully automated futures trading

    I'd never heard of that performance metric until just now. Googling it seems to be defined as gross profits over gross losses. Since I don't track...
    Post by: globalarbtrader, Mar 10, 2015 in forum: Journals

  13. Why Do We Trade? For Real.

    I'm trading fully systematically so my context will be different to many. It's about 20% for the money, and 80% for the fact I find 'it'...
    Post by: globalarbtrader, Mar 10, 2015 in forum: Psychology

  14. Fully automated futures trading

    Todays trades Trades take 1 code contractid filled_datetime filledtrade filledprice 2892 ASX 201503 2015-03-09 02:14:43...
    Post by: globalarbtrader, Mar 9, 2015 in forum: Journals

  15. Fully automated futures trading

    Trades code contractid filled_datetime filledtrade filledprice 2884 AEX 201503 2015-03-06 08:02:31 -1...
    Post by: globalarbtrader, Mar 7, 2015 in forum: Journals

  16. Fully automated futures trading

    About 33% of capital. Yes, 1983 is the biggest; though there are only 4 markets with data then. The first interesting drawdown is 1994 (Fed...
    Post by: globalarbtrader, Mar 6, 2015 in forum: Journals

  17. Fully automated futures trading

    Here you go. Although its .txt extension, its actually csv (ET won't let me upload .csv files). Missing data is blank. Each return is based on...
    Post by: globalarbtrader, Mar 6, 2015 in forum: Journals

  18. Fully automated futures trading

    Yesterdays trades: Trades take 1 code contractid filled_datetime filledtrade filledprice 2851 AEX 201503 2015-03-05...
    Post by: globalarbtrader, Mar 6, 2015 in forum: Journals

  19. Best futures for relative newcomer in futures trading

    Don't you think this is a form of overfitting / curvefitting?
    Post by: globalarbtrader, Mar 6, 2015 in forum: Trading

  20. Fully automated futures trading

    Yes, no problem, but it might take me a couple of days to organise myself.
    Post by: globalarbtrader, Mar 5, 2015 in forum: Journals
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