Category Archives for "System Trading"

Apr 07

Tip: Tradestation Journal + Question

Graybox Trading , System Trading

If you use Tradestation, you have access to a very powerful trade tracking technology: you can use the Tradestation TradeManager Analysis app to generate a Tradestation Performance Summary report for your real money discretionary and system trading returns– and you can even filter to specific accounts and symbols. Some people have reported problems with the […]

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Dec 16

State of Trading Platforms Late 2019, Early 2020

System Trading

Below I briefly review the most popular trading platforms available for active futures traders. Right now, I think NinjaTrader and Tradestation are still the leaders but both platforms still have very basic problems and need significant improvement. NinjaTrader A powerful all-around platform for both system and discretionary traders with many annoying rough edges. This is […]

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Oct 06

Sticky: Quantitative Collaborative- Building Futures Strategies for Today!

Graybox Trading , System Trading

I have keyed on two critical concepts for trading: 1. Environment is paramount to success. Trading requires sustained effort.2. A real, quantitative, edge helps with preservation of psychological capital and helps refine, focus, and scale. Toward that, I am offering the Quantitative Collaborative workspace where I share my actual strategies, source code, graybox strategies, and […]

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Oct 05

What changed?

System Trading

Algorithmic systems are based on backtest. However, changes can impact the market such as when the market changed to trading in fractions to decimals. Recently we have had several changes that theoretically could impact any trading systems: Micro contracts were released by the CME for many popular products. Before the micros, small traders were forced […]

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Aug 23

What Risk Measures Don’t Tell Us

System Trading

In a recent post, I shared that risk measures are only useful provided all else is kept equal– which is practically never the case. It is one reason some naive traders may overestimate their performance. The fact an independent trader might make 50% in a year does not mean that they are trading better than […]

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