Search found 15 matches

by absret111
Sun Jun 23, 2013 7:36 am
Forum: Futures Markets
Topic: CSI Symbol for DOW JONES-UBS COMMODITY INDEX
Replies: 2
Views: 2684

Obviously CSI has listed this contract now.
The CSI-symbol is ER_
by absret111
Mon Jun 11, 2012 8:22 am
Forum: Testing and Simulation
Topic: Strong May Results for Mechanical/Trend Following Systems
Replies: 59
Views: 19851

In context of this discussion it would be interesting to see, how the performance of Dean Hoffman’s "Relativity" trading system has performed since 2011. To recall: This system was released a few years ago (I think it was in 2009) and because of some new features like dynamic portfolio management ...
by absret111
Mon Mar 05, 2012 3:43 pm
Forum: Futures Markets
Topic: CSI Symbol for DOW JONES-UBS COMMODITY INDEX
Replies: 2
Views: 2684

CSI Symbol for DOW JONES-UBS COMMODITY INDEX

Hi all, at Interactive Brokers TWS I can see a Futures contract for the DOW JONES-UBS COMMODITY INDEX , traded at EUREX http://www.eurexchange.com/trading/products/COM/CDX/FCCO_de.html The IB symbol for this contract is DJUBS. Unfortunately I can not find this contract in the CSI database. Please co...
by absret111
Fri Feb 03, 2012 9:31 am
Forum: Futures Markets
Topic: US Residents Can't Trade Foreign Futures?!!
Replies: 21
Views: 7549

Please could you tell us, if one of these brokers – or any other - can provide access to all the following exchanges: WCE - Winnipeg Commodity Exchange KCBT - Kansas City Board of Trade MGE - Minneapolis Grain Exchange SAFEX - South African Futures Exchange MDEX - Bursa Malaysia Derivatives Berhad...
by absret111
Wed Feb 01, 2012 3:01 pm
Forum: Futures Markets
Topic: Anyone trading anything in Africa?
Replies: 6
Views: 2505

Hi all,

please could anyone recommend a broker for trading SAFEX markets?

Thanks in advance
by absret111
Sun Jan 22, 2012 8:08 am
Forum: Futures Markets
Topic: Mexican Govt Notes (Symbol TII)
Replies: 2
Views: 1579

Mexican Govt Notes (Symbol TII)

Hi, I've just noticed, that for CSI-Sybol TII (Mexican Govt. Notes, CSI #918) there are specifications in the CSI database and the Tradingblox futures dictionary which make me unsure if they are really correct: Currency : USD BigPointValue : 100 I wonder if the currency should be MXN and the Big Poi...
by absret111
Fri Nov 18, 2011 9:49 am
Forum: Testing Software
Topic: Wealth-Lab Pro versus TB
Replies: 3
Views: 2942

WL is very good for all kinds of stock systems on portfolio level and for charting. But it was not developed originally for futures trading on portfolio level. The tool for futures trading was added later and it is still a poor tool compared with the features possible under TB. Therefore TB is much ...
by absret111
Thu Jul 21, 2011 4:17 pm
Forum: Testing and Simulation
Topic: Blend which other system types w/LTTF for smoother eq curve?
Replies: 20
Views: 9679

Regarding this discussion it may be interresting to have a look at the following IASG website: http://www.iasg.com/groups/group/conquest-capital-group/program/conquest-managed-futures-select You can see the performance of the Conquest Managed Futures Select Fund. The trading methodology is based on ...
by absret111
Wed Jul 20, 2011 7:03 am
Forum: Futures Markets
Topic: YTD performance of Trend Following Wizards
Replies: 5
Views: 2890

YTD performance of Trend Following Wizards

The following site (by Jez Liberty) shows YTD performance of Trend Following Wizards:

http://www.automated-trading-system.com ... -red-june/

Since only 4 Wizards holding onto a “blackâ€
by absret111
Mon May 16, 2011 2:11 am
Forum: Futures Markets
Topic: Dutch fund among hardest hit by commodities rout
Replies: 13
Views: 4753

What source for performance data and ratios like MAR do you have for this fund? At IASG they are not listed unfortunately.
by absret111
Tue Feb 01, 2011 1:23 pm
Forum: Data Providers and other non testing software
Topic: Trading Record Keeping Software
Replies: 8
Views: 4896

Hi Trendcatcher,

please could you tell us if it is possible to import csv files? Or must every trade be typed?
by absret111
Wed Nov 24, 2010 2:41 pm
Forum: Futures Markets
Topic: Transtrend: trading pork bellies
Replies: 18
Views: 8289

I suspect that rollovers are handled in the same way as entries and exits.
Or any other idea?
by absret111
Wed Nov 24, 2010 5:43 am
Forum: Futures Markets
Topic: Transtrend: trading pork bellies
Replies: 18
Views: 8289

That's interesting
But how about the performance of this CTA? If he's diversified so broad, the equity should be realetiv smooth, if it's worth for him to trade such illiquid markets...
by absret111
Sat Nov 20, 2010 1:32 am
Forum: Futures Markets
Topic: Transtrend: trading pork bellies
Replies: 18
Views: 8289

Does anyone know the reason behind the decline in volume in the pork bellies contrct?
by absret111
Thu Jul 01, 2010 4:25 am
Forum: Data Providers and other non testing software
Topic: cannot download Csidata this morning
Replies: 8
Views: 3817

Yes, still the same here, too...