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Ehh no problem, I was passive-aggressively nitpicking your use of "barely keeping up with inflation"...I contend that they're not keeping up with inflation at all.

What might you presume the inflation rate to have been the past few years? Less than 2% as the Fed says? In a more general addressing of some comments in this thread - govt stats are utter BS. Inflation is much higher than 2%, and true unemployment is higher than 3.5% (or 4% as it was mentioned...

Hi Steve, can you clarify what MAE stands for?

Never mind, found it - syscore.accounting

Hi Rob, which file in the pysystemtrade library is the Sharpe Ratio's formula contained in?

Hi Rob, is there a YAML file or other where you store the initial & maint/overnight margins for futures instruments, or do you just check them before entering/adjusting a position? I've looked through several YAML files and Python scripts, but don't see anything.

Just asking in-earnest: have you followed any of these systems for several months, to see how robust their risk-adjusted returns are? Seems building one's own system is foolhardy, if the primary goal is simply to make money, and it's as simple as letting someone else's system do the grunt...

Hi GAT, For the forecasting portion of your system, specifically the annualisation of volatility, doesn't that assume some 'normalcy' in the volatility returns distribution, and/or stationarity? If so, how is that rationalized in context of the system at-large, be it that the looseness in...

Is this a function of the 'looseness' of your trading rules? I.e. some EWMAC of EUR/GBP?

Who's "we" exactly, surf....you & you?

Interesting...anyone know of a good introduction to a simple payback model for mining costs of Ethereum, versus current market prices? Starting with PC hardware, electricity costs, etc. is understood, but where are the intricacies of the mining process?

Live Cattle futures on a tear for the past few weeks, breaking out of 1-yr range. April contract expires tomorrow, and the J17-M17 Cal spread has been widening substantially. Anyone care to comment on this recent price action in relation to the contract expiry?

Go jerk off to your Captain Planet action figures and tell yourself you're right and every evil Republican mongoloid on the et forums bows down to you. You are truly the tip of the spear, o prophet of climate science.

Which ones use dark pools?

People using crystal balls often get glass in their hands...ain't nothing certain, and I wouldn't call 3% rates at the Fed a huge tightening. Raise em 3% overnight and shock the system, might just be a healthy reality check after the painful hangover.

So this is passive-aggressive turned up to 11...usually such nitpicking, badgering shitstorm arguments are going on with the basement dwelling members at a Stackoverflow programming thread. Mav, just ignore that guy.

Hello Ran, I watched your recent webinar, thanks for making time to do those! Got two questions which I posted to the input box, but moderator didn't pick them up: 1) If you were looking at on_tick subscriptions for 35 instruments at a time, would QTPyLib be capable of handling the bandwidth...

Once a week for the whole list of combinations. As for the handful of spreads chosen per the filtering metrics (say 10-15 spreads), 3-4x per day...i.e. just get the last price.

Thanks for the comments, everyone. It needn't be a loop per se, that was just my first notion. As for just explicitly defining the spreads, well, I'm looking at 40-50 markets, and spreading not only intramarket, but intermarket, so we're talking more than a few thousand possible combinations...

Looking for ideas here... If I have a Python tuple of contract expirations for, say, CME Eurodollar futures, such as: GEcontracts = (GEH7.CME, GEM7.CME, GEU7.CME, GEZ7.CME, GEH8.CME, [and so on...]) Now I want to make some logic in a loop statement that will automatically construct all...