great trade! Where do you trade futures from the EU? I live in Spain and I am finding most exchanges do not offer them here
Hi @BearBullTraders @ConcretumR, thanks for the nice paper! I have backtested this strategy and get similar results. I noticed though that as soon as I add slippage in line with my measurements for QQQ (~0.015%) the edge goes away, leaving CAGR of -9%. Is there a good way to
Yes, that is my current setup. Not elegant, but you can live with it. Yes, GW is better, and you can use IBC if you need to automate running it from command line/crontab (github.com/IbcAlpha/IBC). It fills in your credentials and can set up a custom config for you.
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We‘re hiring @UoB_SecPriv - looking for a postdoc in trusted execution with a focus on accelerators like GPUs - DM/email for informal enquiries. edzz.fa.em3.oraclecloud.com/…
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68 (UK affiliated) researchers working on security and privacy have raised alarms about provisions in the UK #OnlineSafetyBill: "our concern is that surveillance technologies are deployed in the spirit of providing online safety."
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