Search Results

Search Again

  1. Fully automated futures trading

    Todays trades code contractid filled_datetime filledtrade filledprice 2802 AUSSTIR 201606 2015-02-24 04:42:47 1...
    Post by: globalarbtrader, Feb 24, 2015 in forum: Journals

  2. Fully automated futures trading

    Yesterdays trades code contractid filled_datetime filledtrade filledprice 2791 AUSSTIR 201606 2015-02-23 02:57:41...
    Post by: globalarbtrader, Feb 24, 2015 in forum: Journals

  3. Storing trading strategy logic

    None whatsoever. My apologies.
    Post by: globalarbtrader, Feb 24, 2015 in forum: App Development

  4. Storing trading strategy logic

    In the interests of balance and in praise of the simpler approach, I will share a few anecdotes from my professional experience of systematic...
    Post by: globalarbtrader, Feb 24, 2015 in forum: App Development

  5. Fully automated futures trading

    Thanks, and a good question. My average holding period is about one month.
    Post by: globalarbtrader, Feb 24, 2015 in forum: Journals

  6. CL maintenance margin

    I haven't checked this but the obvious reason is that the volatility is probably lower in the future.
    Post by: globalarbtrader, Feb 23, 2015 in forum: Commodity Futures

  7. Anyone experience trading in Europe stock?

    It isn't a 1% cut, its much less. You do a spot FX trade to get the EUR, so you're probably going to pay 1 pip. You can also transfer EUR...
    Post by: globalarbtrader, Feb 23, 2015 in forum: Retail Brokers

  8. Fully automated futures trading

    I've been away for a few days, but naturally my system has continued to trade. I'm confident enough in the checks and balances I have in place to...
    Post by: globalarbtrader, Feb 23, 2015 in forum: Journals

  9. Storing trading strategy logic

    Crikey you're brave. I would shudder with terror at the thought of running an 'algo' which wasn't comprehensible to any human being, and with that...
    Post by: globalarbtrader, Feb 23, 2015 in forum: App Development
  10. globalarbtrader
    Profile Post Comment

    There's a better picture here: http://www.systematictrading.org/ Education of a Speculator...

    There's a better picture here: http://www.systematictrading.org/ Education of a Speculator Fooled by Randomness The econometrics of modelling...
    Profile Post Comment by globalarbtrader, Feb 18, 2015

  11. Fully automated futures trading

    Trades from the last couple of days: Trades take 1 code contractid filled_datetime filledtrade filledprice 2770 GAS_US 201504...
    Post by: globalarbtrader, Feb 17, 2015 in forum: Journals

  12. Fully automated futures trading

    I guess I would need that if the decision to go from 'passively rolling' (trade contracts such that we're increasing in the new contract, and...
    Post by: globalarbtrader, Feb 16, 2015 in forum: Journals

  13. Fully automated futures trading

    Diversification. The back-tested Sharpe Ratio on a single instrument probably averages about 0.5. On a system of 45 instruments, if they are...
    Post by: globalarbtrader, Feb 16, 2015 in forum: Journals

  14. Fully automated futures trading

    No, 300K.
    Post by: globalarbtrader, Feb 14, 2015 in forum: Journals

  15. UK taxes

    I've hacked up some python code to work out your UK tax liability, assuming eithier that you are classified as a professional trader (income tax)...
    Thread by: globalarbtrader, Feb 13, 2015, 0 replies, in forum: Taxes and Accounting

  16. Fully automated futures trading

    Todays trades code contractid filled_datetime filledtrade filledprice 2765 AUSSTIR 201606 2015-02-13 08:07:32 1...
    Post by: globalarbtrader, Feb 13, 2015 in forum: Journals

  17. IB beginner / a few questions together

    Some of these questions might better be answered by the IB support staff. Have you tried the live chat function?
    Post by: globalarbtrader, Feb 13, 2015 in forum: Interactive Brokers

  18. Fully automated futures trading

    Yesterdays trades code contractid filled_datetime filledtrade filledprice 2758 BOBL 201503 2015-02-12 07:34:11 1...
    Post by: globalarbtrader, Feb 13, 2015 in forum: Journals

  19. What are real returns achieved by retail algo traders?

    Sorry to keep banging on about this but this is a very important detail. What do you mean by slippage? If it's what I think you mean it would lead...
    Post by: globalarbtrader, Feb 13, 2015 in forum: Automated Trading

  20. Implied volatility

    http://www.ivolatility.com/
    Post by: globalarbtrader, Feb 12, 2015 in forum: Options
Showing results 2,921 to 2,940 of 2,966 Next >
Search Again