Strangely my biggest winners are US20y and BTP, I'm short both of them and they're going down.. I unfortunately haven't onboarded the new energy...
is it only me, or things were kind of good in the last few days? :) About 12% up in a week.. Still fascinated with how this system can just start...
oh, right, Bid-Ask spread is another check that I'm actually doing (the system will not trade if the spread is above some value I manually define...
Not related to carry, but to volumes again (if that's ok?): "NYMEX Aluminum Index" (ALI) has a very weird volume distribution, some days in the...
The system made some profits this morning, Rob published a new blog-post...
yeah, but hopefully that extra work pays :) carry should be quite diversifying..
if I use front for carry ("-1") - yes. But for some contracts it's not possible because of liquidity-patterns in that case I can trade front...
My understanding is if you're using nearer contract for carry, then you have to be out of March/May (carry/price) before March expires because you...
Also, here's Sept of the last year, it barely reached 100 contracts per day throughout the whole period, so it should probably be excluded from...
Yes, the numbers seem exactly as they are right now (I assume these volumes are for 02/01/2022)., but still, if you're currently in Jul and it...
Also, looks like almost no one trades September Oats, there's very little volume in that month in general, instead all the volume is in Dec. so...
Been onboarding some new futures and Oat futures don't seem to have enough liquidity to use nearer contract for carry. E.g. right now I should be...
Not related to trading but to long-term investing., what are the general theoretical\scientific views on these new(or not so new?) covered...
I saw an overall loss in the morning, didn't check which products though..
So I implemented that new DO report, which should add a bit more clarity into why the system buys things, not sure if it's greatly useful, so if...
I personally (the system that is) trade continuously 24h\day Mon to Fr with 2 breaks several hours each in the morning and evening to do backups...
Why increase? larger buffer parameter (e.g. 0.025 instead of 0.0125) should make the system trade less, well, sort of, it will wait longer for...
I'm also thinking that maybe a good ongoing report for DO would be to first find all instruments which currently have high "before...
I back-tested it and the number of trades and everything else is pretty-much the same., Basically what is happening is that most of the time when...
I'm on 981.3e and looks like they made it mandatory in the gateway too (used to be only in TWS I think), the bloody things are so bloated that...
Separate names with a comma.