Search found 13 matches
- Tue Nov 17, 2020 2:17 pm
- Forum: Data Providers and other non testing software
- Topic: CryptoCurrency Data
- Replies: 3
- Views: 2325
CryptoCurrency Data
Does anyone know of a good cryptocurrency data provider that would work well with TradingBlox (no manual adjustments to data). I am currently using CSIdata so I am hoping that the data format would be the same. I am using CSIdata for futures and stocks but it seems like CSIdata only has bitcoin forex.
- Thu Jul 24, 2014 8:07 am
- Forum: Testing and Simulation
- Topic: Using Delisted Data
- Replies: 11
- Views: 10226
- Wed Jul 23, 2014 1:26 pm
- Forum: Testing and Simulation
- Topic: Using Delisted Data
- Replies: 11
- Views: 10226
In order to avoid survivorship bias, you shouldn't need a special script. You will need a survivorship bias free database with the issues that no longer trade marked as inactive in the stock dictionary. The current release of Trading Blox exits stocks marked as inactive in historical testing on the...
- Tue Feb 11, 2014 8:54 am
- Forum: Testing and Simulation
- Topic: Using Delisted Data
- Replies: 11
- Views: 10226
- Tue Feb 11, 2014 8:44 am
- Forum: Testing and Simulation
- Topic: Using Delisted Data
- Replies: 11
- Views: 10226
Using Delisted Data
I was wondering if anyone here uses delisted data? I am curious on how you go about telling tradingblox when and how to dump the position when the data ends so that equity will not be frozen in that position until the end of the test.
- Fri Jun 21, 2013 2:54 pm
- Forum: Futures Markets
- Topic: London Metals Exchange
- Replies: 23
- Views: 31830
- Thu Jun 20, 2013 5:40 pm
- Forum: Futures Markets
- Topic: London Metals Exchange
- Replies: 23
- Views: 31830
I know it has been a little while since anyone has posted in this thread but I am a new customer to CSI data and was trying to download some LME data. If I wanted to trade London Aluminum futures, could someone give me the CSINumber for the contract I would be looking to trade? I always here about p...
- Mon Jun 03, 2013 5:21 pm
- Forum: Trader Psychology
- Topic: What to do if you are fund manager?
- Replies: 22
- Views: 19206
A smart manager would not hold a position that is 50% of daily volume. I use daily volume restrictions when trading. I never hold more that 5% of daily volume and that is high in my opinion. The only option I could see at this point is to hedge a large chunk of your position and start selling small ...
- Wed Apr 10, 2013 3:30 pm
- Forum: Money Management
- Topic: Any difference for position sizing on Trend and Range market
- Replies: 3
- Views: 6689
- Wed Apr 10, 2013 3:25 pm
- Forum: Money Management
- Topic: How many positions should I purchase in this case?
- Replies: 5
- Views: 7203
- Thu Sep 06, 2012 3:31 pm
- Forum: Money Management
- Topic: Double Exposure in International Markets?
- Replies: 4
- Views: 7742
The currency conversion rate fluctuation are what I am worried about. Since this is not taken into account in the Bund price, would one need to short the FX in order to remove the currency exposure to have PL based on contract price alone? Otherwise, your Bund could have a positive return but overal...
- Wed Sep 05, 2012 7:26 pm
- Forum: Money Management
- Topic: Double Exposure in International Markets?
- Replies: 4
- Views: 7742
Double Exposure in International Markets?
I was thinking of adding the Euro Bund (10 Year Bond) to my portfolio but noticed that it trades with EUR currency. Since this is not USD denominated, will I be carrying exchange rate risk along with the bund risk? Any further insight/explanation of this topic would be much appreciated. Cheers and h...
- Wed May 16, 2012 4:33 pm
- Forum: Testing and Simulation
- Topic: Dead Turtles
- Replies: 92
- Views: 98078
AFJ Garner - Just a few questions about your risk management. When you talk about 10% Max Sector Risk and 40% Max Portfolio Risk, what happens when a new position signal is generated and your at your 10% Max Sector Risk or 40% Max Portfolio Risk? Are position shrunk? Is the signal ignored? If positi...