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Please rant away, as its your thread :). Good suggestion, I will try that if my correspondence with IB continues, as is likely, to hit a brick wall.

GAT, Like you I prefer a conservative broker who protects the universe of clients, I am hardly trading at the margin/equity ratio edge even with the monster margin on EUAs. But 100% margin on a long EUA position suggests to me there might be a climate-change 'denier' at the upper echelons of...

On the topic of margin, does anyone here trade EUA futures? The contract size is 1000 EUAs and the price (in US$ equivalent) ~ $96/EUA. The init margin requirement for this contract by IB is ~$96,000 which means 100% of the notional value. The margin specified by the exchange is $9,790 (from the...

I haven’t upgraded to the latest version (still using gateway 9.74 without issue - I think IB patched the log4j vulnerability) and IBC restarts work fine for me. Shooting in the dark because not sure which version you have upgraded to but in case it’s the latest one, here is some advice from...

Punchy! I am at 25% and I thought that was at the edge :). Would you be willing to share the estimated SR of the system as a comparison, I assume its high.

For some reason I have not been getting automatic updates on new posts, so I completely missed the recent TA get-togethers. FWIW belatedly my numbers in recent days are: 2021-11-26 -5.5% 2021-11-29 0.4% 2021-11-30 -1.2% Further losses yesterday, and I am currently in my worst drawdown of...

It does appear the DO portfolio has helped in reducing the daily loss relative to those like us still trading a static portfolio. Reading between the lines from GAT's latest response, and apologies if I am stating the bleeding obvious, I wonder if the risk allocation to commodities and vol is...

by worse if you mean my -5% day the yes :banghead:

Time dilation, a day equal to 6 months.

FWIW, IB API team finally called me back and explained that the SSL layer requirement caused widespread havoc and was unexpected so they have been busy fielding calls. They still expect to give 2-3 months notice before deprecating gateway versions and the minimum version they still support is...

Yes, but we love the gibberish. In the highly unlikely event financial research doesn't pan out, you might have a natural segue to comedy writing. Auntie Barbara made me laugh out loud.

i Loved the post and the latest TTU episode. Very impressed with the incredible output - and all whilst the Euro Cup is on!

If its working well you probably don't need to change anything but fwiw you can also pass at instantation the max_workers param to avoid the overhead of spinning up to too many workers as in: with ProcessPoolExecutor(max_workers=cpu_count) as pool: The optimal setting is trial and error though...

Yes agreed. I have very limited used cases for overlaying multiprocessing onto my code and I use it sparingly. However, it has proven to be quite useful, as you have observed, when each process has to do some serious lifting. The overhead of multiprocessing is explained very well here...

GAT, this is brilliant, thanks. I am going seem so smart when I go back to explain in more detail. "Plagiarism!" I hear you complain. Fair enough, I will mention that it was you that (once again) provided the real truly valuable insights. Separately, I wonder if this would make a good...

I use ProcessPoolExecutor in concurrent.futures which is a more user friendly wrapper to multiprocessing.pool for wimps like me. Separately I am trying to answer a very reasonable question a friend asked me about the more limited diversification opportunities from futures relative to cash...

FWIW the reason I don't trade very low volume contracts despite my retail size is because I fear liquidity drying up completely when markets dislocate and everyone trying to rush for the same exit. Deep liquid markets also tend to dry up in such situations but they are more likely to have more...

Quite. Sorry wasn’t suggesting you were that old for a moment :). I have heard a derogatory meme being spread that anyone who gets into Bitcoin is now apparently a boomcoiner. Let’s see if it catches!

Congrats GAT, the gen Zs can now officially name you as a 'BoomCoiner'. Should really have waited for DogeCoin futures...

For this scenario, you might want to look into Market-to-Limit (MTL) orderTypes, at IB, if you haven't already. This ensures that any subsequent fills after a initial partial fill will be no worse than the initial fill. It doesn't deal with spoofing, but I will leave that to the SEC to deal with.