How do you test this condition?ColdFact wrote: 4) I don't take long signals in any market with month over month contango>10%, and vice versa for backwardation
Search found 3 matches
- Tue Oct 09, 2012 9:08 am
- Forum: Testing and Simulation
- Topic: Curve Fitting or appropriate market selection
- Replies: 15
- Views: 21563
Re: Curve Fitting or appropriate market selection
- Fri Oct 07, 2011 4:16 am
- Forum: Stocks
- Topic: US T-bonds
- Replies: 6
- Views: 17097
- Thu Oct 06, 2011 6:37 am
- Forum: Stocks
- Topic: US T-bonds
- Replies: 6
- Views: 17097
US T-bonds
Since I cannot post to newbie section, I'm posting here.
My long only LTTF system on stocks is flat now so I started studying bond markets. As a test I bought T-bonds (T 3 3/4 08/15/41) with position size only $1k. I just wanted to buy it and hold for couple of days and see how it looks on my ...
My long only LTTF system on stocks is flat now so I started studying bond markets. As a test I bought T-bonds (T 3 3/4 08/15/41) with position size only $1k. I just wanted to buy it and hold for couple of days and see how it looks on my ...