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@isotope1 that's quite a punchy position, what does the rest of your portfolio look like? I'm running my system with manual execution and am hesitating to get back into vstoxx after the roll due to the recent volatility - i need to make it fully automatic to avoid this mental pain!

which script are you trying to run? i f i remember correctly the core of pysystemtrade is solid (i'm using parts in my core system) but periphery scripts require some tweaks due to changes made during refactoring. If you do fix them up, please push them back to upstream

I have an IB account for which I have not subscribed to an exchanges data feed for a contract a would like to trade. Does anyone know if the current Bid/Ask is delayed? Or is it just the last traded prices which are delayed? I the Bid/Ask is live then a can mange with a stale last traded...

Does anyone know where I can download Korean 3 year bond futures data? Quandl only goes back to Sept 2016

I believe some of these less liquid markets to be German and Scandi OTC power contracts, quarters and cals

@bin who do you use to host your kubernetes? Specialist provider or u just installed that stuff on regular VM?

running mine quite happily on linode.com

if it's focused on equities why not try https://www.quantopian.com/

i wasn't aware of the increased exchange fees for a pro account, so i initially set one of those up. Trying to decide if opening an individual account will work with wire transfers to a business bank account.

interesting point. i've quickly checked on the IB interface (of pro account) and it seems i can wire the money to any bank account (using International Banking Account Number (IBAN)) - do you know if this is different on a individual account? is it locked to a personal bank account?

But why do that if there is no link between IB and HMRC other than cash out of the company account and PnL statement from IB. Meaning that there is no reporting direct requirements of IB to HMRC, so why not use individual accoubt for trading?

thanks Xela, this is what i was thinking as well

Using trading capital from a limited company in the UK, is it necessary to setup an Interactive Brokers account as a Professional or will Individual suffice? Will there be any tax implications of using an Individual IB account? There will be no other capital used other than that which i have...

i don't see the point in using a relational database for timeseries, i am never going to do an SQL join on these series. i'm using arctic https://github.com/manahl/arctic as a timeseries store and am very impressed (speed and speaking pandas DataFrames natively), also doing csv backups though :)

Hi, I could be interested. PM me pls Cheers

RE? i'm coming from the technical side as well. the group has a mix of skills, pm me if you are interested

apologies for the abrupt time boxing of the chat from my side. I found that useful, thanks for the input to portfolio construction, will be looking at the impact of 'smoothed binary' and binary for trade-able lot sizes of 1 over the next 2 weeks. cheers all

Hi all, Can someone recommend an accountant for trading as a Ltd. company? I'm currently contracting through a Ltd. company so it would seem to be tax efficient to use that capital in the margin account on a business Interactive Brokers account. Thanks in advance

Is there any interest for folks to join a group where we hold each others feet to the fire with regard to backtesting and productionising algo. systems? I'm currently putting together a system in Python with IB as broker. Ping me if you are interested - perhaps a private thread or Google...