tag:blogger.com,1999:blog-261139923818144971.post84706807888687933..comments2024-03-29T07:20:07.753+00:00Comments on This Blog is Systematic: Obligatory Brexit ex-post (Survival, Skew, Politics & Data, )Rob Carverhttp://www.blogger.com/profile/10175885372013572770noreply@blogger.comBlogger5125tag:blogger.com,1999:blog-261139923818144971.post-16115308207032965882019-06-18T03:28:06.875+01:002019-06-18T03:28:06.875+01:00This comment has been removed by a blog administrator.Isabellahttps://www.blogger.com/profile/10644315958477893880noreply@blogger.comtag:blogger.com,1999:blog-261139923818144971.post-1295520320791201552016-08-17T08:37:27.286+01:002016-08-17T08:37:27.286+01:00It's more the latter - intraday monitoring. Se...It's more the latter - intraday monitoring. See http://qoppac.blogspot.co.uk/2015/04/system-building-data-capture.html and http://qoppac.blogspot.co.uk/2015/06/systems-building-deciding-positions.html and http://qoppac.blogspot.co.uk/2015/07/systems-building-execution.htmlRob Carverhttps://www.blogger.com/profile/10175885372013572770noreply@blogger.comtag:blogger.com,1999:blog-261139923818144971.post-85171182980230282522016-08-16T20:39:15.153+01:002016-08-16T20:39:15.153+01:00This comment has been removed by a blog administrator.JMW100https://www.blogger.com/profile/18171394406805453830noreply@blogger.comtag:blogger.com,1999:blog-261139923818144971.post-23662307938850789182016-08-16T20:36:01.787+01:002016-08-16T20:36:01.787+01:00Rob, great post. I am interested in how and when y...Rob, great post. I am interested in how and when your system decides to trade. I understand that you trade daily, much of your system is based around daily prices, daily volatilities etc. I see from your trade log in GBP that the trades were done on different days, but interestingly at very different times of the day: 18:54, 02:51, 03:54. I have read your description of the trading algorithm - are these different time of day executions purely down to that? (Placing order at the mid and waiting to be hit?) OR, are you doing some more intraday monitoring of prices and choosing to execute if they move "out of bounds". Thanks for all of the work and insights that you share.JMW100https://www.blogger.com/profile/18171394406805453830noreply@blogger.comtag:blogger.com,1999:blog-261139923818144971.post-46267087830671839642016-06-29T13:01:53.525+01:002016-06-29T13:01:53.525+01:00"There is already discussion that Brexit may ..."There is already discussion that Brexit may never actually happen; I hope this is the case."<br /><br />From an economic point of view, this might be an explainable opinion (although not a necessarily correct one). From a political and democratic point of view however this seems to be undesirable.Anonymoushttps://www.blogger.com/profile/15346992024373116489noreply@blogger.com