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It isn't a 1% cut, its much less. You do a spot FX trade to get the EUR, so you're probably going to pay 1 pip. You can also transfer EUR yourself into the account if you like. Finally you can borrow EUR off IB. If you trade without exchanging money this is what will happen automatically...

I've been away for a few days, but naturally my system has continued to trade. I'm confident enough in the checks and balances I have in place to do this, even without email access. If I'm going away for more than a week then I might have to do some work in advance, for example to avoid missing...

Crikey you're brave. I would shudder with terror at the thought of running an 'algo' which wasn't comprehensible to any human being, and with that amount of data needed to describe it I'd be seriously concerned about overfitting. On topic, I've tried various ways of doing this in the past. It...

Trades from the last couple of days: Trades take 1 code contractid filled_datetime filledtrade filledprice 2770 GAS_US 201504 2015-02-16 16:47:23 1 2.886 2771 AUSSTIR 201606 2015-02-17 02:37:15 1 97.85 2774 BUND 201503...

I guess I would need that if the decision to go from 'passively rolling' (trade contracts such that we're increasing in the new contract, and reducing in the old one) to 'force rolling' was automatic. But it's not, it's manual. The decision is quite complicated, market specific, and involves a...

Diversification. The back-tested Sharpe Ratio on a single instrument probably averages about 0.5. On a system of 45 instruments, if they are properly diversified, the back-test comes out closer to 2.0. "I like to stay about 3.5 years out for Eurodollar". What this means right now I'd like to...

No, 300K.

I've hacked up some python code to work out your UK tax liability, assuming eithier that you are classified as a professional trader (income tax) or as an investor (capital gains tax). The code will read interactive brokers reports, but can also deal with information in flat .csv files. There is...

Todays trades code contractid filled_datetime filledtrade filledprice 2765 AUSSTIR 201606 2015-02-13 08:07:32 1 97.86 2766 SP500 201503 2015-02-13 14:18:10 1 2087.50 Slippage in GBP, for entire trade code...

Some of these questions might better be answered by the IB support staff. Have you tried the live chat function?

Yesterdays trades code contractid filled_datetime filledtrade filledprice 2758 BOBL 201503 2015-02-12 07:34:11 1 131.020 2760 EDOLLAR 201806 2015-02-12 16:10:51 -1 97.705 2759 NASDAQ 201503 2015-02-12 15:30:46 1...

Sorry to keep banging on about this but this is a very important detail. What do you mean by slippage? If it's what I think you mean it would lead to lower returns but not higher vol. It's key that you know if you're vol targeting is correct

http://www.ivolatility.com/

Not quite. Here's my raw price data for Eurodollar (just focus on column 1 - date, and column 3 which is price) 2015-02-09 19:22:51 1 97.7325 201806 363320 2015-02-09 23:00:00 1 97.6900 201806 363500 2015-02-10 12:20:38 1 97.6550 201806 363501 2015-02-10...

A) You can have two, or more, real accounts. In theory I guess you can have a paper account for every real account, though I haven't tried it. Be warned that you may lose benefits in terms of lower trading costs and cross margining if you have multiple accounts. I don't know if there is a limit...

Whats going on here is that the IB API software will only accept connections from certain IP addresses. These are local network IP addresses, by the way. Its nothing to do with your ISP provider. You can run the gateway on the same machine as all your trading software. In this case the only IP...

Just to add: this is very worrying "the return was basically in line with my backtesting but the volatility was much worse." It could mean you have made a major error in implementing your system. What volatility were you targeting? How does the volatility look compared to the range seen in...

Don't trust anybody; the broker encouraging you to trade more, the trainer peddling an expensive course or the author with a system that allegedly worked for them but might not be right for you. Never overestimate your intelligence and skill. Never overestimate your likely Sharpe Ratio. Treat...

That is extremely good! That kind of Sharpe Ratio would put you solidly in the middle of the pack in the CTA space over the last year. And its been quite a good year for CTA's compared to recent history. Here is my track record so far. It's a sample of one...