Traders' Roundtable

UPDATE TO THE BELOW: I heard from CSI and they say it's a database refresh issue. If I hadn't visually inspected the file I wouldn't have found the error (although my trading account would be impacted nonetheless). If the refresh doesn't repair this issue I'll update this post. Update: That fixed th...

UPDATE TO THE BELOW: I heard from CSI and they say it's a database refresh issue. If I hadn't visually inspected the file I wouldn't have found the error (although my trading account would be impacted nonetheless). If the refresh doesn't repair this issue I'll update this post. Update: That fixed th...

Thanks Sluggo. I have found what I think are errors in the CSI continuous contracts. I have found some occurrences (not many) where there is a different day to day movement compared to the (underlying) individual contracts. It's happened in the T-Bond and Crude. I have found one period where there i...

Has anyone seen something similar with their testing? I can get a different history of trades with a CSI continuous contract after it rolls to the next forward. The trading system is unchanged. The measurements in the system are standardized -- i.e. dollar value trma (as opposed to % trma). So the a...

Hi RedRock, Appreciate your post re: IB. Do you, or does anyone, have experience with IB trading FX? I trade sending stops via an API -- naturally with FX there is no 'official' price so it's different from the exchange. I used to trade with Goldman and MSDW -- and was a small potato, so found their...

thanks gunter!

Hi Sluggo, Please excuse the late response-- I am a recent member and found your interesting post. I came across your post regarding matching different systems to a criteria. Some of the criteria, such as matching the drawdowns, I understand as a way to have commensurate risk (given the known data) ...

Hello Traders: I am looking for historical FX cross rates (cash). CSI's data for many crosses, such as the Euro-Yen, Sterling Yen, Euro-CD, etc., for the most part only go back to 1998 or 1999. In some cases (Aussie-Yen) the data goes back to 1986 -- but the data is different in it's character prior...

I saw the magazine article too, thanks for updating the test here.

Great work.

Is it possible to see some calendar granularity for the results, i.e. an annual breakdown?

Anyone know where I can obtain historical stock PE data, and earnings and price data? (already checked CSI -- they don't have it).

thanks.
-Michael