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.





http://ifs.apdi.net/imf/logon.aspx
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...