newbunch, how can you know the IB rule?
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Rollover dates of bond futures
- Thread starter CoolTrader
- Start date
http://www.interactivebrokers.com/e...calDeliveryLiquidationRules.php?ib_entity=llcQuote from CoolTrader:
newbunch, how can you know the IB rule?
You rolled over a long position. Are you long because of higher crude or some other fundamental assessment of the bond market.
No offense, but you guys really should read my old posts since I'm getting tired of answering this.Quote from mhashe:
You rolled over a long position. Are you long because of higher crude or some other fundamental assessment of the bond market.
I have an automated quantitivate system that trades the S&P 500 and 10-year Treasury Bond based on fundamental and technicals indicators. It's built in Excel and trades through IB.
I am long and rolled over my position because my system says I should be long. I typically hold bond positions for 5 to 20 weeks. I can hold my S&P position for a few years at a time (I was long from October 2002 until June 2005.
have you systems backtesting determined that
trading short term ( say intraday - a few days )
does not produce positive returns for you,
or that the results lag long term swing or buy an hold style ?
if you have a good track record doing this you might want to consider managing money for the Fees alone.
good luck ...
-I have an automated quantitivate system that trades the S&P 500 and 10-year Treasury Bond based on fundamental and technicals indicators. It's built in Excel and trades through IB.-
-I am long and rolled over my position because my system says I should be long. I typically hold bond positions for 5 to 20 weeks. I can hold my S&P position for a few years at a time (I was long from October 2002 until June 2005.-
trading short term ( say intraday - a few days )
does not produce positive returns for you,
or that the results lag long term swing or buy an hold style ?
if you have a good track record doing this you might want to consider managing money for the Fees alone.
good luck ...
-I have an automated quantitivate system that trades the S&P 500 and 10-year Treasury Bond based on fundamental and technicals indicators. It's built in Excel and trades through IB.-
-I am long and rolled over my position because my system says I should be long. I typically hold bond positions for 5 to 20 weeks. I can hold my S&P position for a few years at a time (I was long from October 2002 until June 2005.-
I did manage money, but got out due to the ridiculous amount of regulation. If I make enough trading my own and some family money, why should I add all that work just to make some more. I'm not that greedy.Quote from SethArb:
have you systems backtesting determined that
trading short term ( say intraday - a few days )
does not produce positive returns for you,
or that the results lag long term swing or buy an hold style ?
if you have a good track record doing this you might want to consider managing money for the Fees alone.
good luck ...
I have backtested my system. My current system is weekly. I've also tested it as a daily system (a while ago) and the results were nearly the same. So why trade more and work more for no extra returns?