Search found 18 matches
- Fri Aug 10, 2012 2:26 pm
- Forum: Futures Markets
- Topic: Negative Yield "Top" For Bond Futures?
- Replies: 0
- Views: 2896
Negative Yield "Top" For Bond Futures?
Hi, I'm trading Bond Futures using trend following and I'm trying to figure if there is a futures contract price that implies a negative yield for the underlying bond. This is obviously a "soft" top since bonds can (and recently we've seen it in German Bonds) trade at negative yields but I...
- Sat Jun 02, 2012 7:50 am
- Forum: Data Providers and other non testing software
- Topic: Free sources of historical data
- Replies: 5
- Views: 7770
I do that. The main point at the time of the decision was that I could get more data on things like first notice dates, etc... From Bloomberg, so I could setup my own rolling criteria. Or so I thought. The other thing was that it was easier at the time to just use the Bloomberg Excel adding instead ...
- Thu Mar 15, 2012 9:37 am
- Forum: Brokers
- Topic: Non base currency futures with IB's Universal Account
- Replies: 2
- Views: 6129
Non base currency futures with IB's Universal Account
Hi guys. I want to get detailed information about how margin works when you use IB's Universal Account for trading non base currency futures. I thought some of you know about it and can share pointers to/or information about it, cause I wasn't able to find much on my own. I was not able to find deta...
- Tue Jun 14, 2011 9:36 am
- Forum: Stocks
- Topic: On building a Platform for Very large test
- Replies: 13
- Views: 16761
- Mon May 30, 2011 10:10 am
- Forum: Futures Markets
- Topic: Order generation on Memorial day
- Replies: 3
- Views: 2972
Thanks for the Seykotaesque repy Sluggo :-) BTW and changing subjects, what are you gonna do with your orders on US Exchanges today? Are you gonna recalculate them after the 1030-1200 CT close, or are you gonna use the ones you generated on friday, given that a) there are no settlement prices today ...
- Sun May 29, 2011 10:46 pm
- Forum: Futures Markets
- Topic: Order generation on Memorial day
- Replies: 3
- Views: 2972
Order generation on Memorial day
Hey guys. Igenerated my orders last Friday. This Sunday the Globex is open, and trading will be halted on Monday between 1030 and 1200 cst, depending on the product. Trading will resume at 1700. So I have two questions: Will you generate orders for Tuesday on Monday night or keep Friday's? Will it b...
- Sun Mar 13, 2011 11:05 am
- Forum: Brokers
- Topic: Barron's 2011 Online Broker Survey
- Replies: 0
- Views: 6289
Barron's 2011 Online Broker Survey
Hey guys. Here's a link to the full analysis http://online.barrons.com/article/SB50001424052970203523604576188781715729822.html#articleTabs_panel_article%3D1 Attached is the final table. Cheers, Cord PS: Tradestation as being n1 surprised me. Not so much IB not being n1, since as good as it is, the ...
- Fri Feb 18, 2011 9:19 am
- Forum: Futures Markets
- Topic: Cotton Lock Limit Day
- Replies: 9
- Views: 6558
- Fri Feb 04, 2011 7:34 am
- Forum: Futures Markets
- Topic: Suspicious data
- Replies: 51
- Views: 51400
- Wed Jan 12, 2011 5:12 pm
- Forum: Futures Markets
- Topic: How do you get the info of a locked market
- Replies: 3
- Views: 3634
I guess you're right. I was at the telephone with them all the time, but we concentrated on fixing the issue instead of doing it in an alternative way. I also guess that they are too automated to have a good reliable human execution. BTW Sluggo, do you have any way of finding out realtime if there i...
- Wed Jan 12, 2011 5:00 pm
- Forum: Futures Markets
- Topic: How do you get the info of a locked market
- Replies: 3
- Views: 3634
How do you get the info of a locked market
Today I couldn't execute with my broker. The error said that the price was outside the limits, even for market orders. So it looked like a glitch. But watching the chart it looks like a lock/limit.
How do you confirm if the market was locked or not? Check the strange Soybean Meal chart (SMH1):
How do you confirm if the market was locked or not? Check the strange Soybean Meal chart (SMH1):
- Sun Jan 02, 2011 8:51 am
- Forum: Futures Markets
- Topic: Suspicious data
- Replies: 51
- Views: 51400
- Fri Dec 31, 2010 2:05 pm
- Forum: Futures Markets
- Topic: Suspicious data
- Replies: 51
- Views: 51400
The chart is from Bloomberg. I am pretty sure that you can roll your own with something like eSignal, Tradestation, and I am 90% sure I saw it on the free Quotetracker, at least for stocks, and in Stockcharts.com. The bars count the amount of contracts (y axis) traded at the days' prices (x axis). Y...
- Fri Dec 31, 2010 9:32 am
- Forum: Futures Markets
- Topic: Suspicious data
- Replies: 51
- Views: 51400
- Mon Sep 27, 2010 11:35 am
- Forum: Money Management
- Topic: different % Risk for longs and shorts
- Replies: 11
- Views: 9170
- Fri Sep 24, 2010 2:02 pm
- Forum: Money Management
- Topic: different % Risk for longs and shorts
- Replies: 11
- Views: 9170
Thanks everybody for the thoughts. Since then I've been tryng stuff. On a breakout system with stocks, shorting stocks takes the MAR from 0.6 to 1, and it makes both the CAGR and the maxDD bigger. I also tried using half the risk per trade and the stop distance with shorts, and the MAR improved anot...
- Wed Sep 22, 2010 11:57 am
- Forum: Money Management
- Topic: different % Risk for longs and shorts
- Replies: 11
- Views: 9170
different % Risk for longs and shorts
Hey guys. What's your opinion on using a different % risk on equity with long versus short trades? Any practicioner? Let's assume that shorts are faster than longs (a test on emerging markets showed me that for the decade short movements are 2/3 bigs than longs, and they last half of the time). If y...
- Wed Apr 14, 2010 9:14 am
- Forum: Data Providers and other non testing software
- Topic: Sample futures data roll method
- Replies: 1
- Views: 2504
Sample futures data roll method
Hi,
I'm trying to expand on the sample historical data provided by downloading the series from bloomberg. However I haven't been able to find in the User's Guide how the rollover on the data provided is performed so as to be able to match it.
Does anybody know where I can find out?
Thank you!
I'm trying to expand on the sample historical data provided by downloading the series from bloomberg. However I haven't been able to find in the User's Guide how the rollover on the data provided is performed so as to be able to match it.
Does anybody know where I can find out?
Thank you!