Traders' Roundtable

Chris,

Thank you.
Whom do you use as broker?

Any issues with Maize liquidity?
Are there any other market in Africa worth trading?

L

CSI symbols are

YBA Bank Bills
YTT 3 Yr
YTC 10 Yr

Could someone please explain how you arrive at the Big Point Value?
How did you integrate BPV calculation into TBB FuturesInfo.txt - if possible?

Thank you.

L

Hi Klatt Attack Look at the contract size CAREFULLY. "Contract Size: Multiples of 5 lots of 1,000 therms per lot of natural gas per day." Now look at "Delivery/Settlement Basis Matching Acquiring and Disposing Trade Nominations (buyer from ICEU, seller to ICEU) are input by buyer and ...

Hi In search of non-dollar, non-Euro denominated markets, I'd like to assemble a list of Asian markets. Anyone interested in helping? Anyone trading in India, China at moment? I've traded in Japan, Hong Kong, Korea, Kuala Lampur, Singapore, Sydney, etc., and able to summarize in format of: Market Na...

Hi Marriott Yes, liquidity is very very high, BUT check how much a big point is worth after dollar conversion. Compare dollar converted ATR to you round turn cost. Unless you have a broker who executes in CNY markets directly, costs / daily opportunity seem way out of line. If you do know such a bro...

Hi, Often overlooked, yet South Africa has a mid sized economy and well developed Futures exchange. Is anyone trading there? In particular, anyone trading ALS JSE-FTSE Top 40 Johannesburg SAFEX (JSE) MAW Grain, Maize, White MAY Grain, Maize, Yellow British English Maize=American Corn ALS is very liq...

Hi AFJ Your follow up question, "I confess that I am still somewhat mystified. Suziki San apparently sells short a few contracts of red azuki beans and goes long a few contracts of raw silk. He does not mind which way the price goes since in taking these positions he is in fact selling short th...

Hi Ecrit, Looks like your question generated lots of enthusiasm, but few answers why Japanese contracts roll different. Allow me to offer a few observations and the answer will become clear. Consider how currency carry trade works: the funding currency (low interest rate) borrows X units of cash and...

..."may run on a Mac" is correct. :-) More precisely any version of windows runs more reliably on a Mac with either VMware or Parallels then on raw hardware. See my previous post comparing VirtualBox, VMware, Parallels. Another popular choice at universities is CentOS with KVM. A single Ma...

Josh Reed of CSI corrected the bug really FAST. He sent me a beta release on Friday night (yes, Friday!) and it seems to work well. Thank you very much. After downloading the new version, you might like to review your settings. I've tested the new version with "apply historic adjustments" ...

Hi Eventhorizon: The CSI position you mention is very sad. "On the Euro / Dmark issue, I believe CSI's position is "We report the unadjusted data as it was - if you want to convert it to something else it is up to you". Screws up the data set. CSI obviously does not care. Well, can so...

Start of error, Nov 20, 1985 (start of contract): 19851120,DX,"FINEX",198603,156.16000000,157.36000000,156.11000000,157.17000000,12.88600000,128.54000000 Compare the last 3 values, C, U, $: 157.17000000,12.88600000,128.54000000 Not so good. End of error, April 5th, 2007 20070404,DX,"F...

CSI has a bug in Dollar Index unadjusted close. The decimal place is shifted. Applicability: UNADJUSTED Close. Coverage: Bug appears to apply to be independent of back adjuster setting and can be replicated even in Raw or IFG files! Time frame: price data prior to 2007-April-4 An order of magnitude ...

Robert Pardo's old book on Design & Testing of Trading systems has a LOT of good measures. A LOT. Try some. Perry Kaufman made two suggestions in this regard--don't know if he published these or not. Backtest the strategy using position sizing method as if every day was the first day of trading....

Hi ATB Regarding the possibility of "reverse engineering system parameters given an input signal (price data) and an output signal (equity curve data)?" the answer is NO. First the practical: if it were possible, you could obtain the daily closing prices of your favorite Mutual Fund --your...

Chris, The corporate license is very pricey. At one time, you could download ALL markets for same price and ALL history. I am grandfathered in for ALL history and pay for a lot of market but do not approach 150. Take Sluggo's advice. We're all human... you can make your mistakes as per instructions ...

Perhaps to generalize the question "switching from stop to trailing exits", it be worth observing that trading with intra-day stop loss orders generates a false sense of security. Your back tests will be rather optimistic. Why? In the real word, almost any market can be thin from time to t...