Recent content by RJ123

Why is the raw futures-derived carry signal so wild for many gov bonds? When compared to the YTM-derived carry (using data from Treasury.gov, Bank of Italy etc.), the futures-derived carry looks wildly off for many instruments I investigated (except ZN, ZT, & the JGB). I'm not referring to the...

What's the most exotic instrument you trade? Or alternatively: Which instrument is most diversifying to your portfolio?

Snap to Primary is exactly what I was after. Cheers

Just discovered Snap to Primary orders because of this post. They are a godsend! Goodbye market data fees!

Indeed, I am aware these instruments exist. I'm finding getting access difficult, which is why I'm asking if and how anyone here has managed to do so. Looking at exchange product lists is the easy part!

Ok, you seem to know a lot about palm oil. Do you trade palm oil? Which broker do you use?

Ok, I should have been clearer! By exotic I mean instruments that are rarely traded in typical trend following portfolios and have low correlation to interest rates/equities/energy/metals etc. But I'm obviously only interested in instruments which are liquid enough to trade. Let's say >$100m...

Just listened to Doug Greenig on the Flirting with Models podcast emphasising the value of trend following in exotic/alternative markets (excellent episode btw). I currently trade only on IBKR, which provides solid/cheap coverage of the typical markets in a trend follower's portfolio. But I'm...

Wooo BIG DOG sniffing at 600/mo! Thanks for the friendly welcome and insightful contribution. :rolleyes:

Thanks, some great replies here. There is a good chance I'll end up doing this. Interesting that you can get the Adaptive Algo to work without quotes. I'll keep trying, but my experience so far is that my order doesn't move at all (even on urgent). Great, I'll give this a go too.

Hi everyone, I trade a fairly wide spread of futures using slow-medium systematic strategies. I've had to move my trading from a retail non-pro IBKR account to a trust pro IBKR account (apparently trust accounts are always treated as pro). The reasonably priced L2 data I enjoyed with the...