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TagsArtificialIntelligence1 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
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Tag Archives: my_trading_system
Only stops have been updated for the hedge fund portfolio. Positions for the artificial intelligence 1 system: long: silver, gold, live cattle, soybeans, sugar, cotton short: t-bonds, russell2000, wheat, crude oil, copper The artificial intelligence 1 + trend following system … Continue reading
For the simple trend following system with the hedge fund portfolio, IWM, VNQ, and IJR flipped from short to long. Stops were updated. There are no position update for the artificial intelligence 1 or artificial intelligence 1 + trend following … Continue reading
There are no changes to the hedge fund portfolio. Here are the current positions for the artificial intelligence 1 system: crude oil long natural gas short T-bond long eurodollars flat wheat short soybeans short mini russell 2000 flat gold long … Continue reading
There are no position update for the hedge fund portfolio, artificial intelligence 1, or artificial intelligence 1 + trend following systems. However, stops have been updated.
For the hedge fund portfolio SHY switches from short to long. A stop will be added upon the fill. All other positions remain unchanged. The hedge fund portfolio gained 1.2% for the month of November. Here is a performance report: Trades 41 … Continue reading
For the hedge fund portfolio VNQ and IJR switch from short to long. Stops will be added upon fills. All other positions remain unchanged, but some stops have been moved.
IJR and VNQ flip from short to long. Stops will updated on Monday. Stops for other positions in the hedge fund portfolio have been updated.