-
Recent Posts
Categories
Follow me on Twitter
Tweets by ptolemaiosCurrently Reading
Conceptual Spaces: The Geometry of Thought - Peter Gardenfors
Neocybernetics in Biological Systems - Heikki HyƶtyniemiTags
- ArtificialIntelligence1
- ArtificialIntelligence1TrendFollowing
- asset_allocation
- automated_trading
- books
- BWX
- C
- CL
- Collective2
- crude oil
- CT
- cybernetics
- data
- DBA
- DBC
- Ed_Thorp
- EFA
- emini_msci_emi
- emini_russell2000
- emini_sp500
- ER
- ES
- eurodollars
- GLD
- gold
- hedge_fund
- IEF
- IJR
- IWM
- KC
- LB
- MGC
- mini_crude_oil
- mini_gold
- mini_soybeans
- modelling
- my_trading_system
- narrow_ai
- natural gas
- natural_gas
- NG
- OJ
- PA
- performance_update
- peter_brandt
- portfolio
- probabilistic_programming
- QM
- quants
- RB
- RJ
- RJI
- RR
- RWX
- SCZ
- SHY
- SI
- silver
- SLV
- SM
- software
- soybeans
- SPY
- TLT
- To
- trend-following-with-ranking
- trend_following
- UDN
- UUP
- VNQ
- VWO
- W
- XK
- YG
- ZN
Archive
Automated Trading Software
Cybernetics
Free Market Data and/or Charts
General Mathematics
Graphing Programs
Market Data
Math Programs
Paper Trading
Trading Blogs
Trading Simulators
May 2024 M T W T F S S 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 -
Join 6 other subscribers
Tag Archives: eurodollars
Constructing the new futures portfolio
In applying the cybernetic trading system to the futures portfolio, much of the system is the same as that used for the ETF portfolios (small and hedge fund), but there are some differences. Like the ETF portfolios, an asset allocation … Continue reading
New futures portfolio
I initiated a new futures portfolio at Collective2 using the same methodology (with some modifications) as the ETF portfolios. The starting capital is $100,000. Here are the initial positions: bonds: GEU11 (September Eurodollars), long, 3 contracts US equities: ESH11 (March … Continue reading