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After a few weeks of reading, made it through the whole thread (what a resource); on top of my reading of AFTS (and halfway through Systematic Trading - should have started with this one). Wanted to express my gratitude to Rob, as well as all the other insight participants on this forum. I have...

Not sure if this is a private message or public. But per your post about instrument weights I have a kinda hacked together way to give more weight to things like grains where there are a lot of instruments I can trade.