Search found 122 matches

by Chelonia
Tue Mar 19, 2019 5:19 am
Forum: Testing and Simulation
Topic: Single Stock Futures
Replies: 2
Views: 186

Re: Single Stock Futures

Thanks for your reply jklatt. Have a listen to this episode in which Jerry Parker talks SSF and how he trades them. https://www.toptradersunplugged.com/systematic-investor-series-26/ I´m not convinced in what he says. Obviously you can´t test on SSF data due to lack of liquidity/insufficient data, s...
by Chelonia
Thu Jan 31, 2019 3:09 pm
Forum: Testing and Simulation
Topic: Any trendfollowers
Replies: 24
Views: 4416

Re: Any trendfollowers

LeviF wrote:
Tue Jan 29, 2019 6:56 pm
Wow, some blasts-from-the-past in here. Nice to hear something from you all.

It looks like I just passed the 15 yr anniversary of my joining the forum - beers on me.
LeviF, long time no see buddy. Yes, indeed, who would have thought. Hope your alright. Cheers!
by Chelonia
Thu Jan 31, 2019 3:06 pm
Forum: Testing and Simulation
Topic: Any trendfollowers
Replies: 24
Views: 4416

Re: Any trendfollowers

Happy to report that I landed a new large managed account and be able to continue my track record. Didn´t miss much in January, system shows -1.6%. Preparing the infra-structure, and should be good to go next week, all being well. “ It’s not the strongest of the species that survives, nor the most i...
by Chelonia
Thu Jan 31, 2019 2:54 pm
Forum: Testing and Simulation
Topic: Any trendfollowers
Replies: 24
Views: 4416

Re: Any trendfollowers

Three of the futures money managers to whom I allocated money, closed shop recently, and returned my remaining account balance. I don't know whether they were "true trendfollowers" or not. However I do know that their real-money, multi-year underperformance seems to have told them: find a new line ...
by Chelonia
Tue Jan 22, 2019 1:50 pm
Forum: Testing and Simulation
Topic: Single Stock Futures
Replies: 2
Views: 186

Single Stock Futures

Evening All,

Does anyone has experience with testing/trading Single Stock Futures? Looking to build a SSF system for further diversification if testing pans out. I downloaded the SSF from One Exchange on CSI but volume doesn´t seem that great. I would appreciate your input. Thank you so much.
by Chelonia
Tue Jan 22, 2019 12:05 pm
Forum: Testing and Simulation
Topic: Any trendfollowers
Replies: 24
Views: 4416

Re: Any trendfollowers

I guess it does not matter what technique you use, if there is no trend when you buy or sell, you will never be able to sell at higher prices, and buy back at lower prices.
by Chelonia
Sun Dec 30, 2018 4:52 am
Forum: Testing and Simulation
Topic: Any trendfollowers
Replies: 24
Views: 4416

Re: Any trendfollowers

Thanks for your comment! I'm sure you're right about that. Like a sea turtle waiting to resurface :-)
by Chelonia
Fri Dec 21, 2018 4:37 am
Forum: Testing and Simulation
Topic: Any trendfollowers
Replies: 24
Views: 4416

Re: Any trendfollowers

+15.29 ytd, net of 2/20 and brokerage fees. Natgas made a really nice contribution in November with biggest $ gain/market for the year. Unfortunately one of my largest investors, a family office from Lnd, jumped ship in December taking out 5m. Obviously nothing to do with performance, but changed ci...
by Chelonia
Sat Nov 17, 2018 6:39 am
Forum: Testing and Simulation
Topic: Any trendfollowers
Replies: 24
Views: 4416

Re: Any trendfollowers

Multi systematic with 25% of total equity allocated to a shorter term system i.e.: shorter holding period due to more agressive exit rules.
by Chelonia
Tue Nov 06, 2018 7:47 am
Forum: Testing and Simulation
Topic: Any trendfollowers
Replies: 24
Views: 4416

Re: Any trendfollowers

Wow, just checking back on this post and it seems like "the last of the mohicons" in here. Now I feel even more lonely :( The good thing is that we´re up 10.2% for 2018 to date, with a solid 5.24% for october alone (net of 2/20). Jan/Feb we also outperformed followed by a give back period that ended...
by Chelonia
Thu Sep 14, 2017 3:10 am
Forum: Data Providers and other non testing software
Topic: Status of CSI after Hurricane Irma
Replies: 13
Views: 3625

Re: Status of CSI after Hurricane Irma

Today, for the first time this week, we seem to be ok, after refreshing database history/downloading a couple of times.
by Chelonia
Wed Sep 13, 2017 2:35 am
Forum: Data Providers and other non testing software
Topic: Status of CSI after Hurricane Irma
Replies: 13
Views: 3625

Re: Status of CSI after Hurricane Irma

csidata.com now also down
by Chelonia
Wed Sep 13, 2017 2:33 am
Forum: Data Providers and other non testing software
Topic: Status of CSI after Hurricane Irma
Replies: 13
Views: 3625

Re: Status of CSI after Hurricane Irma

Same again this morning. It's downloading/running but not updating yesterday's data. Just until September 11. I was only able to update Sept 11 data around 16:00 CET yesterday afternoon. There's also the option to try other servers, not working (for me) either but here they are change the PRIMARY SE...
by Chelonia
Tue Sep 12, 2017 3:59 am
Forum: Data Providers and other non testing software
Topic: Status of CSI after Hurricane Irma
Replies: 13
Views: 3625

Re: Status of CSI after Hurricane Irma

From their website: Due to the severity of hurricane Irma, it is possible that our clients may experience interruptions of service. Although we have co-located our critical systems in a secure place that has guaranteed power uptime and multiply-redundant communications lines, the unpredictability of...
by Chelonia
Sun Jul 02, 2017 5:22 am
Forum: Testing and Simulation
Topic: CSI Data not updating
Replies: 4
Views: 2242

Re: CSI Data not updating

Must say I haven't had any major issues with CSI, only the one time when Florida got hit by a hurricane years ago which took a day or so to fix. Had some minor issues such as bad ticks but they were resolved quickly. Overall I can only say that they deliver a great product and service. So, no worrie...
by Chelonia
Mon May 22, 2017 8:33 am
Forum: Testing and Simulation
Topic: Any trendfollowers
Replies: 24
Views: 4416

Any trendfollowers

Hi All, I was just wondering if there are still some trendfollowers out here who may want to engage in a testing/trading discussion. What are you doing at the moment, how have you done over the last, lets say, 5 years. Just trying to get some discussion going as trendfollowing can be lonely and frus...
by Chelonia
Sun May 21, 2017 4:24 am
Forum: Testing and Simulation
Topic: CSI Data not updating
Replies: 4
Views: 2242

Re: CSI Data not updating

All back to normal. Great interaction here btw. :?
by Chelonia
Sat May 20, 2017 1:17 pm
Forum: Testing and Simulation
Topic: CSI Data not updating
Replies: 4
Views: 2242

Re: CSI Data not updating

Despite changing to the temp IP many markets still not updating. Support ticket send DOWNLOADING ISSUES CSI has been upgrading to a new 10 MBit fiber internet connection. We have moved to a larger internet backbone increasing our connection speed by about 30 percent. The down time experienced was du...