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Hi GAT, I know you’ve got a home garden office. I was wondering how you get the internet in your home garden office? Did you lay an ethernet cable, use a booster or extender or something else? I am considering a garden office too. Thanks!

Koyfin initially looked great, but unfortunately after researching them the data is not available to be downloaded via API. Unforunately TradingView also does not offer an API to access their data...

This may be an option, although I think the data will be delayed by at least 15mins.

Thanks ZBZB, I have submitted an enquiry to them regarding this.

In order to use the fields like CouponType, etc (by the way, I would need MaturityDate, not IssueDate), I would need to maintain a schedule of ISINs for loads of individual bonds across countries and come up with my own pricing model to calculate appropriate discount rates, etc. Additionally, I...

Thanks. But as I mentioned above, I need intraday yields for a much broader array of countries than just the US. Also, who said I was trading rates?

I use Interactive Brokers but haven't found that they stream this data real-time. Thanks for sharing the link. Apologies, I should have mentioned that I want intraday data, ideally updating every few seconds or worst case minutes, that I could access via an API.

Hey all, Does anyone know where you can get real-time bond YIELD data from? I am not looking for futures prices, but yields. I know you can get them from Reuters/Refinitiv and Bloomberg, possibly FactSet, but these are quite expensive for the mere retail trader... I am looking for a broad array...

Hey all, Does anyone know where you can get real-time bond YIELD data from? I am not looking for futures prices, but yields. I know you can get them from Reuters/Refinitiv and Bloomberg, possibly FactSet, but these are quite expensive for the mere retail trader...

It may not be correct, which is why I am asking, but you could back-adjust the first contract series and back-adjust the second contract series to calculate carry

Hi GAT, I had a question. I vaguely recall at one point you mentioned you backadjust futures for signal inputs but not for P&L, is this correct? One reason I ask as I am recreating a carry type rule and when I run this on my (ratio) backadjusted data my equity curve goes in the complete opposite...

Hey Team, It's been a while since I logged into this forum. Great to see KernFusion and HobbyTrader still here, as well as (and of course) GAT. I had a great year at +37% with my own systematic strategy, where I've taken bits of GATS' amazing framework and added a lot of my own adjustments...

https://www.businesswire.com/news/home/20200421005853/en/Interactive-Brokers-Issues-Statement-Crude-Oil-Contracts IB lost nearly $90m on the recent WTI futures move down to -$37: "Several Interactive Brokers LLC (“IBLLC”) customers held long positions in these CME and ICE Europe contracts, and...

A follow up question: how frequently do you sample the market for your own trading system?

Hi GAT, I was wondering if you could explain the benefit of using a home database like e.g., SQLlite vs just saving everthing in CSVs? To me, learning SQL and creating a database seems like more work than its worth vs just accessing data in CSVs, but it does seem common practice, so there must...

https://on.ft.com/2QgrN2H This is quite an interesting read. One hilarious quote from Harding below: Trend-following is now delivering “a pretty uneconomic level of return”, says Mr Harding, who is now chief executive of hedge fund Winton Group. “Certainly not enough to justify being a big...

Hi GAT, I always wondered about the purported skew of trend following. I believe that if you look at the distribution of the P&L for trades instead of the distribution of returns, you should see large positive skew (this holds assuming that you exclude rolling trades of holding long-trending...

Hey All, Does anyone have any experience running IBS GW/TWS from an online server? I want to make my system fully-automated and am concerned about periods when I e.g., lose connectivity to the internet. One way around this is to run my system from an online server, like say AWS or Azure. I am...

Hey everyone, Hope you've all been trading well! I had a question regarding the opening and closing prices listed at most data providers. Take e.g., quandl and the soybean futures data. On https://www.cmegroup.com/trading-hours.html I see that the trading hours for soybean futures during the...

Winton’s David Harding on Turning Away From Trend Following https://www.winton.com/news/2018/risk-net-wintons-david-harding-on-turning-away-from-trend-following After 20 years, Harding is steering the $30 billion firm he built increasingly away from trend following. Winton is cutting the...