Good point. It looks like the only one that might be of interest is USDEUR & USDGBP. Subsystem returns correlation (EWMAC & Carry), weekly...
In this case, would you consider holding government bonds instead of cash? It should be a lot quicker/easier to get these back vs cash in the case...
I'm increasing my allocation to futures, seeing as the first couple of months of testing shows that everything is working nicely. I have a few...
My forex cash balance is positive for all of those days. I did attach a statement which might help?
How do I find out how much I need in each currency?
I'm not sure; how can I tell that from the statement? As I'm trading futures, I hadn't expected to need to hold much in any foreign currency.
On Interactive Brokers, I seem to be incurring daily interest charges. I have some balances in the various currencies, but the interest charges...
Hi GAT, Just a quick question on how you collect settlement prices. I'm currently collecting data from Quandl en-masse at 2.30pm UK time and...
How far out do you trade VIX? I'm a little concerned that a repeat of the 2007 spike could catch me unaware. Is that something I need to worry...
That's the plan, but my strategy is entirely algorithmic, and currently it's just trend following, which is slow (one price per day is enough)....
Which 23 hours? http://www.cmegroup.com/trading-hours.html
That's a good question. IB has an option that says 'UseRTH' - which I'm using. What's the difference between RTH & Globex hours?
I'm requesting specific contracts, not continuous contracts. In this case, I'm requesting Corn Dec '17. Here's my request for the contract on IB...
I'm trying to figure out why the historical data I'm pulling from Interactive Brokers doesn't agree with that which I pull from Quandl. The...
That's very helpful, thanks. I'm trying to figure out why the historical prices I pull from Quandl and those I pull from Interactive Brokers are...
According to the contract spec, trading hours are: Sunday – Friday, 7:00 p.m. – 7:45 a.m. CT and Monday – Friday, 8:30 a.m. – 1:20 p.m. CT It...
Today is a big day, I've started trading real money. Thanks for all your help in getting me this far! I have the following questions: You have a...
Did you ever think about automating the rolls? I've set mine to roll automatically like clockwork; I can't see any issue with this unless you can?...
Why?
Python w/ IBPy. I actually managed to get it to work too: from ib.ext.Order import Order from ib.ext.TagValue import TagValue...
Separate names with a comma.