Recent content by hondia

Natural Gas is a work of art. Its one of my guilty pleasures but almost all traders i know give up with it soon enough. CL though is an absolute delight to trade. We've been short for over a month now. All my signals told me it was going to tank but it did the opposite. Funny thing is the...

you know, one would think. But i have a feeling it can not be that trivial Now im going to get this 5X5 covariance matrix. Fun!

Hello, This is my first post on this forum. I've searched and this looks like the best forum for people interested in ATS to share their thoughts. My partner and I have been playing with ATS for a few years now. We have programmed and back tested about 5 different systems based on some...