Search found 3 matches

by Will76
Wed Mar 28, 2007 10:00 am
Forum: Testing and Simulation
Topic: Very Long Term Trend Following: The Data Implications
Replies: 37
Views: 40742

Hi Angelo, I think you have picked an excellent forum to get clear on back adjusting, i hope that you might keep an open mind in my response. I rarely post responses on the TB forum, however after reading this thread I recall a time in my trading having some frustration and confusion on back adjusti...
by Will76
Fri Sep 29, 2006 3:48 am
Forum: Forex
Topic: ;-)
Replies: 1
Views: 4917

yes you might try the IMF wabsite and log in to their FREE Trial to access their database. Here is the link, hope you find what you want.
by Will76
Fri Sep 15, 2006 10:20 am
Forum: Money Management
Topic: Managing Margin to Equity Issues
Replies: 2
Views: 4963

Managing Margin to Equity Issues

Does anyone know of a source to download historical Margins for futures/forward contracts, for example LME Copper's current margin levels are $18k+ per lot however a few years ago they were much lower (around $3k per lot). When back testing a diversified portfolio, using todays margins across all da...