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nevertheless it does look interesting. what is the strategy these guys are doing?

That's my issue with the treasury futures as well, the bid/ask creates a hurdle for faster strategies. Can you clarify? what do you mean by "put a stop loss at the entrance price as a market order". If you didn't get filled and have no position, how can there be a stop loss?

CSI gets a bit expensive if you want to go back multiple years of an option portfolio of say 15 commodity markets. The only cheap possibility that currently exists is Optionvue which you are already using. In the past I used their backtrader to manually step through each day and record daily...

I think Japan has a very interesting stock market. I have tested some persistent short term edges that are different than what I've seen here in the US. But non-Japan residents will have a hard time capturing those edges because of comparatively high transaction costs at IB.

RJO (or any FCM) won't open a block account for you until you have multiple client accounts with them so for now don't worry about the block account. Stick to your prop account at IB. I haven't looked closely at the IB manager marketplace. I recall it looked like it was mostly equity based...

interesting - there is a CTA trading milk futures exclusively

curiosity is piqued, care to share the obscure instrument? (assuming it is no longer profiting?)

The FCM will set up a block account in your CTA's name only when you have multiple client accounts with them, one of those can be your account (or not). Some popular Intro broker databases: autumngold.com iasg.com ma-research.com absolutereturns.com managedfutures.com altavra.com daniels...

I'm surprised ET allows its sponsors to get flamed in this fashion - could seriously deter potential new sponsors Baron? I signed up with spread professor last year. When I first signed up I must admit I was a bit concerned it might be a waste of money or maybe even a scam. But as I began...

Not sure what issues you are referring to. But one main issue is the execution of trades for clients who are on different platforms (forced to trade different platforms because of lack of give up mechanism at IB). I handle that by alternating the execution each week ie. one week the trades get...

The commissions negotiated through intro brokers can vary a lot. Volume per million is the main consideration. My trading volume exceeds 10,000 round turns per million per year so I have negotiated a relatively lower commission at RJO, but still nowhere near Interactive Brokers commissions. I...

I manage client accounts at RJO. I trade the block account on their WebOE platform which is free. Their back office is accurate and responsive. For example sometimes I have to complete a trade in several parts during a session in some of the more illiquid markets. Upon request, their backoffice...

How is this ground breaking? Click through the 10 page questionnaire and then click the 'See More Details' link. Under the historical performance tab you can see how their strategy would have performed hypothetically. I tried a few different risk inputs and all the outcomes look like a big yawn...

Epic - thanks your insights. I plan to see how the strategy does in a bear market before I show it to my clients. One part of it is long/short trading and another part is market neutral/beta neutral pairs trading so I think it should look value more added during a bear than it does right now...

I am currently wrestling with whether or not to form a fund. In my personal accounts I've been trading a portfolio of short term systematic stock strategies since last December and so far real time results have been in line with my backtests producing a competitive return and Sharpe ratio (long...

Currently the demand for RE seems to be highly variable by region and even areas within a region - I live in a NYC suburb. As private sector hiring and job creation here has been robust in the past 2 years, so is the RE market. In my region I think RE prices going forward will be more sensitive...

thanks for the suggestions everybody. I just got the metastock datalink. Their software looks very quirky and antiquated (like from the mid 90's) . But overall I think it's decent and the price is acceptable.

Years ago I backtested a strategy on the component stocks of the Nikkei 225 using historical data downloaded from my bloomberg at work. I want to test that strategy again but I no longer have access to a bloomberg so I have been scouring the web for a vendor to no avail. Can anybody point...

I began managing client accounts at IB under my CTA registration this year and it was somewhat rigorous to get approved. They mentioned they just finished undergoing a 2 year review/audit with the NFA and they've made their compliance procedures and controls more stringent as a result.

an 80% annualized performance with daily compounding is going to result in serious wealth building over a 3 to 5 year period. Why would you even think of giving that away to somebody? (I am assuming here you have a high sharpe ratio) my present portfolio of algos in aggregate produce a...