In systematic trading, the word robust is often used loosely. Yet robustness has a precise meaning to professional traders: a strategy's ability to survive regime change, parameter variation,… more
Blogs
Midweek, the OSE 10 Year JGB, Mar 26 contract is unchanged. The best performer in the US market is the 2yr US Treasury Note (Globex), Jun 26 contract, which is down -0.3136%. The best… more
This midweek look shows the Nikkei 225 (Osaka), Mar 26 contract, down with a loss of -4.60%. The best performer in the US market is the E-mini NASDAQ 100, Mar 26 contract showing a gain of… more
Each Wednesday this article will be updated with the current seasonal study using CQG's Seasonal analysis applied to the Soybean, Wheat and Corn markets. You can download the CQG pac providing the… more
The switch from my haven of Futures and Fx, to the world on USA equities and ETF's to run a Hedge Fund, presented a new set of challenges. My world had moved from 80 instruments to focus on to… more
Midweek, the OSE 10 Year JGB, Mar 26 contract is down -0.20%. The best performer in the US market is the 30yr US Treasury Bond (Globex), Mar 26 contract, which is up +0.51%. The best… more
This midweek look shows the Nikkei 225 (Osaka), Mar 26 contract, up with a gain of +4.91%. The best performer in the US market is the E-mini NASDAQ 100, Mar 26 contract showing a gain of +1… more
Each Wednesday this article will be updated with the current seasonal study using CQG's Seasonal analysis applied to the Soybean, Wheat and Corn markets. You can download the CQG pac providing the… more
This midweek look shows the Nikkei 225 (Osaka), Mar 26 contract, up with a gain of +1.00%. The best performer in the US market is the E-mini NASDAQ 100, Mar 26 contract showing a gain of +0… more