Search found 3 matches

by Demon
Thu Mar 30, 2023 10:58 am
Forum: Data Providers and other non testing software
Topic: Historic Margin Rates
Replies: 3
Views: 933

Re: Historic Margin Rates

Thanks for the responses. You may be interested to know we've been able to pull 'some' historic margin data out of Bloomberg, it's not daily, but it's far better than nothing.
by Demon
Mon Mar 06, 2023 3:14 am
Forum: Data Providers and other non testing software
Topic: Historic Margin Rates
Replies: 3
Views: 933

Historic Margin Rates

Hi, does anybody know of a data provider for historic margin rates on exchange traded futures?
by Demon
Fri Nov 16, 2018 11:46 am
Forum: Testing and Simulation
Topic: Any trendfollowers
Replies: 27
Views: 17684

Re: Any trendfollowers

I would say in a nutshell it's down to the timeframe. Given the performance numbers you're giving I'd guess you guys are pretty short term?