Just got a good ping back from ua2 and it appears to be up and running again.
I use ez downloader - no issues or error msg, works the same for me now as before Irma.
Search found 60 matches
- Tue Sep 12, 2017 4:06 pm
- Forum: Data Providers and other non testing software
- Topic: Status of CSI after Hurricane Irma
- Replies: 13
- Views: 13539
- Tue Sep 12, 2017 10:30 am
- Forum: Data Providers and other non testing software
- Topic: Status of CSI after Hurricane Irma
- Replies: 13
- Views: 13539
Re: Status of CSI after Hurricane Irma
Are people connecting using ua1 or ua2 as their webservers or something else? FTP was up but that is not my method.
- Tue Nov 13, 2012 12:31 am
- Forum: Data Providers and other non testing software
- Topic: deep data history
- Replies: 10
- Views: 10697
jas - so is CSI deep enough if you have the entire history they offer? I know for newer subscribers they charge a bit extra for this deeper history? For some US rates and series the St Louis Fed in the Fred database has data back to he 1950s. As I'm sure you are aware of if one uses cash markets fro...
- Wed Feb 01, 2012 1:36 pm
- Forum: Futures Markets
- Topic: US Residents Can't Trade Foreign Futures?!!
- Replies: 21
- Views: 13963
Call back IB since what they told you or how the question was asked and answered is not correct for what you are looking for. That list is just for stock index based products which have always needed to be approved (no action letter) well before Dodd-Frank. Other products like Bunds are available to...
- Sat Jan 28, 2012 2:29 pm
- Forum: Futures Markets
- Topic: Suspicious data
- Replies: 51
- Views: 51367
2Yr Notes
Just an FYI that the 2Yr notes in CSI, symbol TU, appear to be incorrect for Friday. I'm showing 111.0 for high and settle which is way different than the CME is showing. TU2 is okay.
For you breakout traders might want to be aware of this potential issue and difference.
For you breakout traders might want to be aware of this potential issue and difference.
- Thu Jan 05, 2012 4:26 pm
- Forum: Forex
- Topic: Majors vs. Crosses vs. Exotics Portfolio Selection
- Replies: 3
- Views: 7557
- Sat Nov 12, 2011 1:23 pm
- Forum: Futures Markets
- Topic: Doing business in the post MFG era
- Replies: 13
- Views: 9316
Some FCMs have ACH based transfer capabilities so this is a little easier than wires and can be done in your PJs with T+1 settlement or so. I know IB has this now and next year RJO will have this capabilities. So now you need to just find a safe bank with reasonable ACH fee structure. I know some pl...
- Thu Nov 10, 2011 9:02 pm
- Forum: Money Management
- Topic: Is Modern Portfolio Theory Dead?
- Replies: 22
- Views: 25920
Actually MVO is worse as many people have noted in both academic and industry studies. Due to the noise in financial markets and lack of the ability to give accurate forecasts especially of future returns (mean part) MVO by many is considered an error amplification process, i.e. giGO. So people look...
- Wed Nov 02, 2011 10:59 am
- Forum: Testing and Simulation
- Topic: Contract month selection and rolling parameters
- Replies: 14
- Views: 9539
- Tue Nov 01, 2011 10:43 pm
- Forum: Testing and Simulation
- Topic: Contract month selection and rolling parameters
- Replies: 14
- Views: 9539
You need to understand the term structure for each futures contract in your portfolio as well as if it is in contango or backwardation. In general under some circumstances upto 1/3 of commodity returns are determined by the term structure vs the trend. For some of the commodities you mentioned, ener...
- Fri Oct 07, 2011 3:31 pm
- Forum: Testing and Simulation
- Topic: Market filter
- Replies: 10
- Views: 7199
Babelproof Thanks for the link and when I read the abstract it struck me as the opposite of what many researchers and traders believe and have observed. But after reading the paper it is clearer what they are saying and a word of warning. The VIX system is counter-trend (at the med to long term time...
- Thu Oct 06, 2011 4:22 pm
- Forum: Testing and Simulation
- Topic: David Harding Quote
- Replies: 9
- Views: 9754
...and individual strategies with a high sharpe ratios tend to have very limited capacity while they are good on the shelf or in the market Don't get me wrong wasn't implying that Winton uses simple MA rules (nor the other funds I was framiliar with) just that simple MA techniques can fit within the...
- Thu Oct 06, 2011 1:44 pm
- Forum: Testing and Simulation
- Topic: David Harding Quote
- Replies: 9
- Views: 9754
Chris: Let me just make a few comments on the technical points you mentioned. Volatility forecasting is well known and MUCH easier to do in an economically useful manner than return forecasting. Lots of academic and industry papers on this. So forecasting daily volatility in a predictive way is not ...
- Thu Oct 06, 2011 12:10 pm
- Forum: Testing and Simulation
- Topic: David Harding Quote
- Replies: 9
- Views: 9754
From an older Winton pitchbook - perhaps this helps? May have an even more detailed presentation from back when they had less than $500MM AUM. Note as they have grown the marketing message and details have changed greatly but I have seen version of this slide in presentations as late as 2009. While ...
- Wed Sep 21, 2011 4:19 pm
- Forum: Trader Psychology
- Topic: Beware the outside investor with the iron stomach...
- Replies: 5
- Views: 8426
Mark: First welcome to the profession of money management! Now you can begin to understand why it is not as easy as it looks as a business. Client relations and capital raising are by far the hardest parts vs system development and daily operations. I have not heard of that clause you mentioned and ...
- Thu Sep 15, 2011 10:13 am
- Forum: Testing and Simulation
- Topic: Blox for testing entry based on percentage move?
- Replies: 5
- Views: 4258
I had a while back posted a blox in the marketplace that did compute a good estimate of the %-return on a back adjusted contract without the need for ratio adjustment. There are some slight inaccuracies due to data limitations but it may fit your bill. I also recall AFJG doing something with the cod...
- Wed Aug 31, 2011 5:51 pm
- Forum: Trader Psychology
- Topic: Any DON"T DO lists for trader?
- Replies: 9
- Views: 11779
- Tue Aug 16, 2011 11:21 am
- Forum: Futures Markets
- Topic: Aug 2011: Can't short these Stock Index Futures
- Replies: 14
- Views: 12193
- Fri Jul 29, 2011 6:15 pm
- Forum: Testing and Simulation
- Topic: Teach me about trading spreads (futures)
- Replies: 26
- Views: 18698
- Fri Jul 29, 2011 9:37 am
- Forum: Testing and Simulation
- Topic: Teach me about trading spreads (futures)
- Replies: 26
- Views: 18698
Yes sluggo that is a good article and for the Goldman-roll that is the current game, i.e. front running the dumb money (simple front runners) that front running the even dumber money (indexes). There are a few other spread only traders out there of which a few are fully systematic although most just...