Recent content by AvantGarde

Hi GAT, I know you’ve got a home garden office. I was wondering how you get the internet in your home garden office? Did you lay an ethernet cable, use a booster or extender or something else? I am considering a garden office too. Thanks!

Koyfin initially looked great, but unfortunately after researching them the data is not available to be downloaded via API. Unforunately TradingView also does not offer an API to access their data...

This may be an option, although I think the data will be delayed by at least 15mins.

Thanks ZBZB, I have submitted an enquiry to them regarding this.

In order to use the fields like CouponType, etc (by the way, I would need MaturityDate, not IssueDate), I would need to maintain a schedule of ISINs for loads of individual bonds across countries and come up with my own pricing model to calculate appropriate discount rates, etc. Additionally, I...

Thanks. But as I mentioned above, I need intraday yields for a much broader array of countries than just the US. Also, who said I was trading rates?

I use Interactive Brokers but haven't found that they stream this data real-time. Thanks for sharing the link. Apologies, I should have mentioned that I want intraday data, ideally updating every few seconds or worst case minutes, that I could access via an API.

Hey all, Does anyone know where you can get real-time bond YIELD data from? I am not looking for futures prices, but yields. I know you can get them from Reuters/Refinitiv and Bloomberg, possibly FactSet, but these are quite expensive for the mere retail trader... I am looking for a broad array...

Hey all, Does anyone know where you can get real-time bond YIELD data from? I am not looking for futures prices, but yields. I know you can get them from Reuters/Refinitiv and Bloomberg, possibly FactSet, but these are quite expensive for the mere retail trader...

It may not be correct, which is why I am asking, but you could back-adjust the first contract series and back-adjust the second contract series to calculate carry

Hi GAT, I had a question. I vaguely recall at one point you mentioned you backadjust futures for signal inputs but not for P&L, is this correct? One reason I ask as I am recreating a carry type rule and when I run this on my (ratio) backadjusted data my equity curve goes in the complete opposite...

Hey Team, It's been a while since I logged into this forum. Great to see KernFusion and HobbyTrader still here, as well as (and of course) GAT. I had a great year at +37% with my own systematic strategy, where I've taken bits of GATS' amazing framework and added a lot of my own adjustments...

https://www.businesswire.com/news/home/20200421005853/en/Interactive-Brokers-Issues-Statement-Crude-Oil-Contracts IB lost nearly $90m on the recent WTI futures move down to -$37: "Several Interactive Brokers LLC (“IBLLC”) customers held long positions in these CME and ICE Europe contracts, and...

A follow up question: how frequently do you sample the market for your own trading system?