Recent content by TZT

I have traded historical-data-backtested strategies since 1999, in stocks, futures, and funds. Once I have discovered and implemented a profitable trading strategy, its performances always got worse and worse over time. None of my strategies remained profitable after 10 years. I am curious...

Great reply! An old-timer in CME taught me the same trick years ago, and I have been been doing this in my Interactive Brokers account. In fact, I think the cost might be zero for most futures traders. If you have a $10M account, and you put $9M into short term US T-bills for safety, you still...

I like your idea. If I understand you correctly: instead of putting all the cash into low risk bond, you can just put some of that into 30yr US-T? I have been doing this in my Interactive Brokers account, which let you buy 30 US-T from dealers and hold in your main account, so no need for even...

Very well said! I looked into this myself back in 2009, but ran into two issues: 1) In its infinite wisdom, American government only allow U.S. residents to trade a short list of 'approved' foreign futures, and 70% of the list were already enabled in Interactive Brokers. 2) The few other brokers...

Potential downside of Accumulate/Distribute Algo: Using this Algo exposes your future trade intentions. I would feel very uncomfortable moving 300-600 contracts this way, even though that is when it would be really useful. In general, I like and respect Interactive Brokers. But they do have...