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Yet It's fascinating to me how after all of these differences the systems end up being quite correlated. E.g. today, I bet all the people here had a drop in P&L, mine is about -3% :)

so from one perspective it's "NYMEX, no change" from the other all NYMEX "Metal" products should be updated to ‘COMEX’. I hope they will clarify which exact products they mean, currently I do have things like have Gold, Palladium, Platinum under 'NYMEX', I understand they will be moved to COMEX..

was kind of looking forward to that one, but was also concerned that because both trend and MR can't be traded on the same instruments it might require duplication of capital.. hmm.. Hope there's still some potential there, as this seems really promising theoretically..

Btw, has anybody looked at ICEEU Gilt futures? I was in the process of onboarding them and noticed that only long Gilt ("R") has any volume (e.g. here: https://www.barchart.com/futures/quotes/GZ22/price-history/historical), but short ("SG") and medium ("H") have no volume at all, neither in IB...

Yep, same, interestingly, my PROD system with less capital but same instruments made more money, broke through HWM by a lot (+10%?) and now returned almost all the way back to the beginning of September level, but PAPER with 2x more capital barely touched HWM and now retreated back to even lower...

That's something new from IB :) - got my order filled at avgFillPrice "0", messed up my PnL reports obviously (it was a short position so looked pretty bad :) ). Upon further inspection, all logs that the system recorded for this order have avgFillPrice:0., even "Fill Px" column in TWS for this...

My MGC position is -1 at the moment (unrounded is -1.17), and I can see it was -4 on Sept 11., my current combined forecast is -16.7. Here's the position and forecast plots (the red line is combined forecast), but who knows, maybe your instrument composition makes things different somehow..

don't really know the exact rule, I usually just look at the expiration calendar on the exchange's web-site and pick the roll date with some safety margin. But regarding LE specifically, looks like I'm trading only October contracts with August as carry and roll once a year, which allows me to...

I still have a proper cost analysis report on the to-do list, when I finally beat my laziness I'll post the results here :)

if I order by reporting level desc in this list, the lowest is also 25, so I guess below 25 is the safe level on all contracts..

I clicked a couple of links on the IB web-site and it lead me to this list: https://www.ecfr.gov/current/title-17/chapter-I/part-15/section-15.03 so I guess your case went under "All Other Commodities - 25"., and 25 seems to be the highest number in the whole table., and if I understand this...

I currently have 11 positions in PROD and 16 in paper, the performance has also been quite good lately (not at HWM yet but close), especially today and in the last several days, while S&P was loosing about 6-7%..

btw, I'm running at 230k USD capital in PROD, so my positions will be smaller..

yes 6 actual positions in total., the left-most column is the actual positions also shows in which expiry month, the next one is unrounded ideal positions, the next one is top 3 most-correlated instruments, only populated when there's a big difference between actual and ideal.

My current positions if anyone is interested (damn, there's a lot of instruments in my system now :) ):

Could've been like a new form of sustainable investing :)

Power outages is an annoying thing which I addressed even before starting to run the system, by buying a big APC UPS (rack mounted with extra battery modules, can run essential systems in the house for a day+), I need a constant power anyway, so it's worth doing. The large units cost a couple...

$408 looked kinda scary to me, so went ahead I calculated all that slippage in USD myself (thanks a bunch for the extra work :) :) ) and this is what I got (removed unfilled orders): So yeah, counting from mid I lost $414.4 and from the "worst side" $324.8. Looking at the individual losses...

Here's some PROD execution statistics on delayed instruments., Turns out I only had orders on sugar so far, the bid\ask in the table are as the system saw them at the time of order placement, i.e. 15-min delayed. Seems ok I guess, in some cases I got even better fills than hoped for..

ohh, that's a bummer, so like it's not allowed to "trade" without an LLC? how about "investing" and where's the dividing line exactly? :) or maybe it's about futures specifically.. But yeah, I was looking into trading through a corp. entity for tax purposes, but IB\Exchanges will charge the...