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I made the change last night and so far it is looking much better - basically go long when my Zscore Calculation is +1 or higher and go short when it is -1 or lower. This switch seems to make sense (particularly the way I construct my spread). I will monitor this for another week and if...

For me it is quite easy to come up with Mean Reversion-type strategies and have a mental block towards trend following/momentum-type strategies. For example, one of my mean reversion strategies consistently loses money (thankfully still in SIM) and made me wonder should be taking the opposite...

For what you are looking for I would treat it as a binary classification problem: The two classes: 1: either "Buy to Exit" if your initial position was short or "Sell to Exit" if your initial position was long 0: Do nothing. From hereon I will just speak assuming your initial position was...

I’ve got a response from the Swedish Tax authority on my question above - apparently the netting of losses against profits depends on the asset classes - for equity indices, forex future, bond futures you can net 100% of the loss against the profits made in those respective asset classes. But...

If you have access to spreads - you can use calendar spreads to roll your positions very efficiently.

Thank you

Hello! I was wondering how taxation (presumably treated as a capital gain) is calculated in the following scenario when you engage in spread trading futures. I've read on PwC country guide for Sweden that "Losses from the sale of private real property, securities, etc. are generally only 50%...

I read this a few times but still a bit lost - https://quantitativebrokers.com/wp-content/uploads/2017/05/intercommodity.pdf. If there's anyone who trades ICS in live account - maybe they can shed some light on the exact workings,

Hello - just playing with Inter commodity spreads (TUT) in my TT Sim account - I understand the ICS prices are quoted as net change but what I don't understand is how does a trade take place when the price has not traded at that location in one of the legs. For ex: I bought the spread at -0.020...

No - there is no “ES” from the drop down to select in the first place. The closest I could find was “SP” - the explanation Canon Trading gave is correct (ie that exchange lists SP ($250 x index) instead of the ES ($50 x index). So I just need to substitute 5 in place of 1 in 1:5 (SP vs YM) and...

perfect - thank you for the clarification.

I'm trying to find the correct exchange recognised spread ratio for ES-YM to get maximum margin credit - so I went to https://www.cmegroup.com/clearing/margins/inters.html#exchange=CME&sector=EQUITY+INDEX&pageNumber=1 and in the drop down there is no "ES" - Just SP - is this the bigger version...

@patrickrooney Im also interested in the above question- I was quoted this $250 figure in addition to platform fees by one of the FCMs

@AMP_Global - I recently asked your support team whether Long Gilts (ICE UK) could be traded using TT with AMP and they said no - they are telling me these are the only exchanges supported at the moment: CME CBOT COMEX NYMEX EUREX Can you confirm ICE UK is definitely not available?

3. I currently trade via US-based Stage-5 with Dorman as the FCM and Rithmic as the data provider - do you know anyone who has a similar set up on the forums and trades from Sweden. thanks

2. How are expenses incurred during the course are treated - are they tax deductible (like I can do in the UK) - my monthly fixed expenses for exchange access, trading related software comes to about $500 and about $1000/month in commissions.

1. Swedbank seems to offer futures & options trading via ISK - are you able to comment what the situation might be if realy want to continue trading futures on the above mentioned exchanges.

Hello! and many thanks for taking the time answer my questions regarding tax implications for traders in Sweden. I mainly day trade (both long & short) futures contracts on CME/Eurex/ICE Europe and make a decent enough money and was considering moving to Stockholm from London. I've got a few...

Thanks Kravm - I will pm you later.

Thank you both - I saw someone mention the same type of account - there is an equivalent in the UK called an Shares & Stocks ISA (Individual Savings Account) - where you don't pay any capital gains tax or tax on dividends but you are limited to investing £20,000 max per year and you can only...