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What are your toughts on combining trend following strategies (and/or vol scaling risk parity strategies) with volatility trading funds? Vol trading can mean anything but I'm referring to strategies which most of the time have a long vega exposure, which is reduced when implied volatility gets...

I don't know if you've talked about it before, but what order type do you guys use with IB?

I have open positions in the following futures: XTH2, CGBH22, FGBL MAR 22, FSXE MAR 22. In 2021 I traded over 20 contracts but the futures account never saw a movement. Looks like the futures account is never used with IB-IE: MtM is credited/debited on securities account and cash never moves...

That's what happened in March 2020, but not right now. This is yesterday's activity statement (several futures positions were open). To be precise, my futures account didn't have any movements during the whole 2021, even with several futures transactions. I recall having enabled auto-sweep in...

How is this loan represented in the statements? I can't see anything related. If by "loan" you mean internally transferring cash from the securities to the futures account, as I said in my previous post IB did it in March 2020 but not right now (cash balance in my futures account is zero)...

Hi I cannot understand how IBKR treats futures margins. Right now, even though I have a few open contracts, the "future" column in the "cash report" section of my activity statement is blank and my cash is 100% on the "securities" portion of the account. Therefore, it seems that futures margins...

If you mean "almost real time", I think this is the most reliable free data source: https://www.investing.com/rates-bonds/world-government-bonds If you need real time data, I'm afraid you need to pay but I'm not aware of the options out there

Hi sorry for the stupid (and off topic) question, but i have received contradictory responses from IBKR and their behavior seems inconsistent as well. Does IBKR treat futures margins in the same way as stock / ETF margins (i.e. are they only used to assess portfolio risk but are not actually...

Hi Rob. I'd have anoher question. I read that, when you define the weights of sub-trading strategies, you consider the correlations between sub-strategies, rather than the correlations between instruments. It makes sense. In my case, I don't have sufficient/extensive returns data for of all...

Thanks Rob

Hi Rob, I have a couple of questions: - if I undertand correctly, your EWMAC trading rule (and I guess also the other ones you use) scale "raw signal" by short term volatility. Doesn't this create an implicit long bias? A +5% gap between fast and slow EWMA will probably result in a larger...

Hi, with my IB account I implement two different strategies. Is there a way to assign each trade (or position) to one of the two strategies, so that I can easily calculate the performance of the two strategies? I know that the easy way would be to open two accounts under the same name/userID...

Thanks def. IBG's support is obviously important, but there are many things a government could impose (e.g. restrictions on capital movements) that could affect customers regardless of the support of a foreign parent company. We are clearly talking about tail risk and I am sure you have taken...

Many thanks for your feedback @def I have other concerns with IBCE: politically and economically speaking, Hungary is very far from Lux or Ireland. Moreover, there is no active interest with IBCE, which is not an issue today but may be in the future (I mainly trade futures so I need to keep a...

Hi, I currently have an IBIE account but I need to open a new account for another person. At the end of the application procedure, I was said that the new account would be open under IBCE. In IB's FAQS I read that IBCE accounts have many limitations with FX trading. In particular: Trading...