I like the sharpe ratio of the returns. Winrate can be unreliable when you have big losses for small gains. For instance, you have such situations...
On my graphic the seasonality is really not that good. I dont think 37 years is the relevant time frame. Or that winrate is the best indicator to...
1- Seasonality is not that good 2 - Level is an important factor and the spread is already really low !
Do you know all the reports they have ? Or do you check if they have a report ?
I didnt know spesend.net but it looks good. How do they get their pdf ? However its kind of strange because when I go to http://www.spesend.net/ I...
Google translate is really bad on financial subjects ! Where did you find datas on SBM use and cattle on feed ?
Some are even better, the color is so bad on these one.. And there is a small bug on MAR17. Its not a platform ;) Its my R code and my database....
W-AWM & EBM-AWM
I just openned a new topic in spread execution on (mostly non native) spread :...
Hi All, I just check my fees and it seems that I spend a lot in it ! It also quite obvious for me that the liquidity or bid/ask cost is even...
Butterfly in LC is a little bit too exotic for me, my trade was more based on last expiries behaviour than seasonality. I should buy seasonalgo,...
How to trade high seasonality products like meats and dairies ? Its very difficult for me to trade these products because the strong seasonality...
Sold LC DEC15 - bought LC OCT15 around 2.3 Seasonality is good, level is quite high
n3 failed !
Yeah, I wanted to say that they would sell they vomitoxin wheat later and elevators will mix it. I heard that a lof of wheat was above 3 or 4 in...
You cant deliver all qualities. If your wheat has too much vomytoxine, you cant deliver it. It seems that a lof of this harvest cant be deliver...
What do you mean when you say the curve is getting more bullish ? The ZW curve is really strange, SEP16-JUL16 should be lower than MAR16-DEC15 or...
I am currently short french wheat but I think it can rebound pretty hard when the trend is broken EBM-W is getting lower and lower, I could buy...
Wheat french cash market is leading Euronext market which itself is driving down CBOT... That happens once every 5 years^^ I bet that we will have...
90 % ? I thought it was 91.8 % of small traders ;) And lucky the small traders who buy 750 $/month subscribtion^^ Hint: Most of the big traders,...
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