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My trading system

qoppac.blogspot.com · published 2 December 2021

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https://www.systematicmoney.org/systematic-trading

systematicmoney.org

https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEitEADpdN_0TSmIqCIC5dzSJFUodyQM_JXvxg0xUH4dyHdj078gtQixdtZNcYsyHgydeBgSFT2_qO5pdlQNohXQMbwebXFGYMDQ-6WqVmqqHxzW3An0kagFuXiS4jg8ClO5buVuBUVJdmR3/s620/5wbzcq.jpg

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https://github.com/robcarver17/pysystemtrade

github.com

https://github.com/robcarver17/pysystemtrade/blob/master/systems/provided/rob_system/config.yaml

github.com

https://github.com/robcarver17/pysystemtrade/blob/master/systems/provided/rob_system/run_system.py

github.com

Dynamic trend following Read at the source ↗

qoppac.blogspot.com

https://qoppac.blogspot.com/2020/10/should-i-run-my-trading-system-at-fixed.html

qoppac.blogspot.com

https://qoppac.blogspot.com/2020/07/do-non-binary-forecasts-work.html

qoppac.blogspot.com

https://qoppac.blogspot.com/2018/07/vol-targeting-and-trend-following.html

qoppac.blogspot.com

Talking to the dead / simple heuristic position selection / small account problems - part four / EPIC FAIL #2 Read at the source ↗

qoppac.blogspot.com

Optimising portfolios for small accounts: Dynamic optimisation testing -> EPIC FAIL Read at the source ↗

qoppac.blogspot.com

Fit forecast weights by instrument, by group or fit across all markets? Or all three? Read at the source ↗

qoppac.blogspot.com

Using maximum drawdowns to set capital sizing - not as bad as I first thought Read at the source ↗

qoppac.blogspot.com

https://qoppac.blogspot.com/2020/05/when-endogenous-risk-management-isnt.html

qoppac.blogspot.com

https://qoppac.blogspot.com/2020/01/skew-and-kurtosis-as-trading-rules.html

qoppac.blogspot.com

Mr Greedy and the Tale of the Minimum Tracking Error Variance [optimising portfolios for small accounts dynamic optimisation testing / yet another method!] Read at the source ↗

qoppac.blogspot.com

Mr Greedy and the Tale of the Minimum Tracking Error Variance - Part two Read at the source ↗

qoppac.blogspot.com

Adding new instruments, or how I learned to stopped worrying and love the Bitcoin (future) Read at the source ↗

qoppac.blogspot.com

Does it make sense to change your trading behaviour in different periods of volatility? Read at the source ↗

qoppac.blogspot.com

https://qoppac.blogspot.com/2018/12/portfolio-construction-through.html

qoppac.blogspot.com

Improving the use of correlations in portfolio optimisation when handcrafting Read at the source ↗

qoppac.blogspot.com

https://qoppac.blogspot.com/2019/12/new-and-improved-sharpe-ratio.html

qoppac.blogspot.com

https://qoppac.blogspot.com/2020/09/forecast-linearity-and-forecasting-mean.html

qoppac.blogspot.com

https://www.interactivebrokers.com/

interactivebrokers.com

http://barchart.com/futures/

barchart.com

https://github.com/robcarver17/reports/blob/master/duplicates_report

github.com

https://github.com/robcarver17/reports/blob/master/Costs_report

github.com

https://github.com/robcarver17/reports/blob/master/Liquidity_report

github.com

https://github.com/robcarver17/pysystemtrade/blob/master/docs/instruments.md

github.com

Static optimisation of the best set of instruments to hold in a futures trading system Read at the source ↗

qoppac.blogspot.com

https://www.systematicmoney.org/leveraged-trading

systematicmoney.org

http://qoppac.blogspot.co.uk/2016/05/a-simple-breakout-trading-rule.html

qoppac.blogspot.co.uk

https://qoppac.blogspot.com/2017/06/some-more-trading-rules.html

qoppac.blogspot.com

https://github.com/robcarver17/pysystemtrade/blob/master/systems/provided/rob_system/rules.py

github.com

https://github.com/robcarver17/pysystemtrade/blob/master/systems/provided/rob_system/forecastScaleCap.py

github.com

https://qoppac.blogspot.com/2018/12/portfolio-construction-through_7.html

qoppac.blogspot.com

https://github.com/robcarver17/pysystemtrade/blob/master/sysquant/estimators/vol.py

github.com

https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEgFku_lT9vrIuX7k1RlH6K9OTgkZ5xE8srwL21_KQ8m1_D3Odl90EfHtOlA163kNAJf7myIKnPxNHNvcjXYuRq3_INp411ZoieOfQTeYfqlITYocltlXJCMrnuEZ1OKuPx1BaF2szzq4812/s1920/Figure_1.png

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https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEhUqo2LmIwFpLzZ0wl4-tx7I3j_9saL1OqEowWPC5lw93hCN6TX-Mo_l4Do2wf8dfJjmXeaXUOLKK584nAGQUJagws1vICuqZ5eS-c-qAX1JRET7i63-c9Hs2jYNwzZoFY4SVbz0-fC61LU/s1920/Figure_1.png

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