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No. There are three annoying things about the IB product listings (if you're listening guys): - no way to search product listing, only a global website search - no consolidated csv of all products (ideally with characteristics) - no page to see new products that have been recently added or...

Thanks I'd forgotten about that paper. Rob

Near the end of the year, and I'll shortly be knocking off 'work', so seems like a good time for an update. My last one was only a few months ago as it happens, but it might be amusing to look at the one I did in June and the other one I did a year ago. First performance, the story of the year...

OK. First thing to note is that I have two types of portfolio: a futures trading account which is indeed run in the way you say (withdrawing profits over a HWM and not compounding), but also long only stock and ETF investments where I have a more conventional approach: I earn dividends, and...

10.12 and touch wood, all ok at the moment. Like others my strategy is only to upgrade when something breaks. Rob

Couldn't have put it better myself. If you think of this in terms of risk premia, basically when you trade carry you're earning a carry timing return (which you could strip out by demeaning the carry based on the historical mean of the signal), plus a systematic bias for a given asset class...

Don't trade FX. As well as the problems @TheDawn alludes to, retail FX is cripplyingly expensive. Nearly all the dodgy YouTube gurus trade it because the brokers can afford to pay them nice fat referellal fees. As others have said a simple and relatively slow moving average system on US stocks...

Yes I've done a lot of work around optimising in the presence of costs (see my blog and 1st book), but the difference is very marginal compared to a simpler approach where you just throw out expensive rules and equally weight. Rob

Yes, they are already updated in my config, but that particular report has to be rerun manually. Rob

Actually my comment was about my new forthcoming book :-) Didn't mean to imply you were not a true believer.... Rob

https://github.com/robcarver17/reports/blob/master/Instrument_list

That's an excellent question. In fact I started writing a blog post about it. It's actually a very hard question to answer, as it turns out (hence the blogpost remaining defiantly unfinished) I guess my answer for now, pending further thought, is that I'd rather do something that's probably...

Well as nobody else has guessed... A is probably full size ethereum and C I think is probably mini bitcoin. B is almost certainly some kind of short end bond (I'd say interest rate future, but the exposure is wrong). Rob

You should still be getting daily prices, so it might be worth running pysystemtrade/ . interactive_manual_check_historical_prices for VNKI. I just did that and I have a price for Monday now so there was obviously a trade. I generally carry on collecting prices (such as they are) for everything...

There are some limits in the settings of the gateway api but they are not very flexible I use my own limits programmed into my code. Rob

To try and give you a short answer that wouldn't require reading the entire thread: I create a forecast for each instrument using one or more trading rules. I have a maximum of 50 or so trading rule variations that I use. An example of a trading rule would be a given moving average crossover...

I trade ~150 instruments, but I don't really trade them with seperate systems in the way you are describing. Rob

... of course it depends on your definition of a 'system'. What do you mean by that? Rob

1 Rob

No it's just, as is often the case, a timing issue as to when you take your closing mark. I'm down 2.4% today, for a net loss of around 2% over the two days. Rob