Updates for Week of 20120130

Positions for the artificial intelligence 1 system:

long – t-bond, soybeans, coffee

short – copper, gold, silver, cotton

I have had a lot of problems with entering positions on collective2, so I will update this list when the problems have been resolved. Also, this accounts for the trades that were entered then immediately exited. Unfortunately, this will negatively affect the statistics of the system, but there is nothing I can do about this. If anyone can suggest a site similar to collective2, please let me know in the comments. I am becoming increasingly frustrated with its limitations (trail stops are not supported), poorly designed order entry system, and glitches.

For the hedge fund portfolio, VWO changed from short to long, and RWX changed in the opposite direction. Stops for other positions have been updated.

Positions for the Trend Following With Ranking system:

long – 5 year t-note, 10 year t-note, orange juice, 2 year t-note

short – rice, natural gas, cocoa

Add to FacebookAdd to DiggAdd to Del.icio.usAdd to StumbleuponAdd to RedditAdd to BlinklistAdd to TwitterAdd to TechnoratiAdd to Yahoo BuzzAdd to Newsvine

This entry was posted in Artificial Intelligence 1, Simple Trend System, Trend Following With Ranking and tagged , , , . Bookmark the permalink.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s