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Nashville-area futures trader, looking for active discussions on research, coding, et
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Nashville-area futures trader, looking for active discussions on research, coding, et

  #1 (permalink)
Trading Apprentice
Cookeville, TN
 
Futures Experience: Advanced
Platform: R|Trader, Thinkorswim
Favorite Futures: CL, RB, 6E, ZB, DX
 
Posts: 37 since Oct 2011
Thanks: 9 given, 12 received

Nashville-area futures trader, looking for active discussions on research, coding, et

Hello all, I've been lurking since the BMT site days, just started posting here a few months ago. Right off the bat, I've got to declare praise for some of the active posters in categories I follow, namely FatTails and LancelotTrader - very insightful stuff, gentlemen.

32 year old guy, I come from a small family biz in manufacturing/engineering. Watching the price volatility of base metals fresh out of college in 2007 definitely sparked my interest in the why's and how's of the markets.

I started trading stocks in late 2009, going from the conventional 'value investor'-minded notion of Buffett/Graham/etc, to short-selling penny stocks after buying a stock that Tim Sykes was indirectly pumping unbeknownst to me at the start of the charade, to starting with stock options in late 2010, then onto futures from 2011 onward. Learned a lot, made a lot, lost a lot. Read every reference I could get a hold of (graduating beyond the Barnes & Noble-level fluff titles very early on in the journey), and now focused solely on quantitative research (most any topic/aspect that can be named), backtesting with R/Hadoop/H2O, and coding a blackbox to interface with Rithmic's infrastructure using C++.

Long story short, I plan to contribute here, and would certainly welcome any contacts from other traders near Nashville for more detailed discussions & possible collaboration.

Thanks,
Chad

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  #2 (permalink)
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  #3 (permalink)
Elite Member
Wartrace,TN usa
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: 6E
 
Posts: 70 since Nov 2013
Thanks: 43 given, 41 received


Just wanted to say Hi ClutchAce; I am south of Nashville near the town of Wartrace.

I am afraid I can not contribute much to your quest in programming a black box; I am 100% discretionary in my trading. The only indicators I use are VWAP, Volume profile, the Dom and tape. I trade the 6e exclusively.

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  #4 (permalink)
Trading Apprentice
Cookeville, TN
 
Futures Experience: Advanced
Platform: R|Trader, Thinkorswim
Favorite Futures: CL, RB, 6E, ZB, DX
 
Posts: 37 since Oct 2011
Thanks: 9 given, 12 received

Hi Wartrace, thanks for speaking up. Going automated or not, takes some guts to trade currencies, especially with all the saber rattling going on among the politicians of-late.

I too use a VWAP indicator, cumulative not rolling, plus standard deviation bands based off of the VWAP.

I sent a PM to three other forum members listed as being in the Nashville area, just looking to establish contact and see what the local interest is in groups that discuss trading, investing, research, and so on. Dunno about you, but like several others here, I always enjoy breaking up the monotony of working solo and having in-person discussions that may synergize into collaboration.

- Chad

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  #5 (permalink)
Elite Member
Chattanooga, TN/ USA
 
Futures Experience: Beginner
Platform: Ninjatrader
Favorite Futures: 6E
 
Posts: 10 since Jun 2016
Thanks: 0 given, 3 received

Tennesse trader

Hey guys,

I'm in Cleveland TN and I trade the 6E exclusively for now. Ive been looking for others who are avid futures traders but cant find anyone locally. It would be nice to chat with you guys and see your methodology. Ive learned to trade from a Scottsman who is big into Intrinsic Value. That is watching correlated markets and trading based off their movements. I use Cumulative Delta, Jigsaw, NOFT, and the DOM. I really want to start Buying the Euro and Buying the OTM 6E option on it to Hedge; especially, when the CME shows Put Buying has accelerated the day before. That's Institutional trading. Id love to hear your trading ideas.


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  #6 (permalink)
Elite Member
Chattanooga, TN/ USA
 
Futures Experience: Beginner
Platform: Ninjatrader
Favorite Futures: 6E
 
Posts: 10 since Jun 2016
Thanks: 0 given, 3 received

Blackbox

ClutchAce,

Ive had my own ideas for a black box. How far along are you on it?

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  #7 (permalink)
Trading Apprentice
Cookeville, TN
 
Futures Experience: Advanced
Platform: R|Trader, Thinkorswim
Favorite Futures: CL, RB, 6E, ZB, DX
 
Posts: 37 since Oct 2011
Thanks: 9 given, 12 received


StreetPreacher View Post
Hey guys,

I'm in Cleveland TN and I trade the 6E exclusively for now. Ive been looking for others who are avid futures traders but cant find anyone locally. It would be nice to chat with you guys and see your methodology. Ive learned to trade from a Scottsman who is big into Intrinsic Value. That is watching correlated markets and trading based off their movements. I use Cumulative Delta, Jigsaw, NOFT, and the DOM. I really want to start Buying the Euro and Buying the OTM 6E option on it to Hedge; especially, when the CME shows Put Buying has accelerated the day before. That's Institutional trading. Id love to hear your trading ideas.


Do you notice any intraday fluctuations in correlation strength on the instruments you're trading/watching, esp around open & close of Europe or U.S. sessions? How about since the Brexit volatility?

I do like to look at option activity on a more granular level than just total calls or puts...$-volume on the day, what the current OI distribution is in the chain for nearest expiry, etc...but that's a whole other ball of wax.

Looking at the relations among currencies, commodities & bonds is definitely of interest to me, and I've been doing R&D with historical data to see if some decently-accurate models can be made from iteration of assumptions as to structural relations of these markets might have. For example, I was watching 30-yr Treasuries against WTI Crude, USD and the Euro for quite a while, noticing some consistent interplay. Post-Brexit, however, it seems there's been a 'regime change' due to heightened volatility.

Not trying to overthink it and make into some esoteric intellectual exercise, but I figure that the motive to scale & automate, plus the intrigue with what makes such cornerstone markets 'work,' is enough reason to delve into this (for a while).

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  #8 (permalink)
Trading Apprentice
Cookeville, TN
 
Futures Experience: Advanced
Platform: R|Trader, Thinkorswim
Favorite Futures: CL, RB, 6E, ZB, DX
 
Posts: 37 since Oct 2011
Thanks: 9 given, 12 received


StreetPreacher View Post
ClutchAce,

Ive had my own ideas for a black box. How far along are you on it?

Right now I'm stumbling through a Python-C++-SQL-R build in Linux, connecting to Rithmic's R | API for sim testing, then looking to go live by year's end. Right now, I'm coding strategies that came from time spent in discretionary trading. In the longer-term, I'm looking to test some strategies from "deep learning" that either stand on their own as a turn-key system, or augmented for entry/exit/slippage concerns from the discretionary logic.

It'd be great to find some synergy with people who could meet in-person to dive into the research/coding/testing, but it seems everyone I've talked with who has made the leap from a 'regular' job to trading full time has already bridged the gap and stays low-key...maybe it's that "those who tell don't know, and those who know don't tell" maxim.

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  #9 (permalink)
Elite Member
Chattanooga, TN/ USA
 
Futures Experience: Beginner
Platform: Ninjatrader
Favorite Futures: 6E
 
Posts: 10 since Jun 2016
Thanks: 0 given, 3 received


ClutchAce View Post
Do you notice any intraday fluctuations in correlation strength on the instruments you're trading/watching, esp around open & close of Europe or U.S. sessions? How about since the Brexit volatility?

I do like to look at option activity on a more granular level than just total calls or puts...$-volume on the day, what the current OI distribution is in the chain for nearest expiry, etc...but that's a whole other ball of wax.

Looking at the relations among currencies, commodities & bonds is definitely of interest to me, and I've been doing R&D with historical data to see if some decently-accurate models can be made from iteration of assumptions as to structural relations of these markets might have. For example, I was watching 30-yr Treasuries against WTI Crude, USD and the Euro for quite a while, noticing some consistent interplay. Post-Brexit, however, it seems there's been a 'regime change' due to heightened volatility.

Not trying to overthink it and make into some esoteric intellectual exercise, but I figure that the motive to scale & automate, plus the intrigue with what makes such cornerstone markets 'work,' is enough reason to delve into this (for a while).

Sorry for the late response. I broke my arm and am trying to recover from that so haven't been trading much recently. I like to watch the VIX, the 2year US T bond yield and the 2 year DE bond yield. Sometimes Ill look at Gold as well for correlated markets. Id say I get the most out of watching the VIX and the 2 year UST yield. When I see the Euro climb when the 2 year UST goes up I know I'm looking for a reason to Short it. I see a lot of opportunities when there is divergence between these markets and the Euro. The man who trained me gave me a lot of confidence in trading the market this way. Also predicting where value is going to be in the next 12 to 24 hours has helped as well. Your looking to build a black box based on correlated markets?

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  #10 (permalink)
Market Wizard
Houston TX
 
Futures Experience: Advanced
Platform: XTrader
Broker/Data: Advantage Futures
Favorite Futures: Energy
 
Posts: 1,862 since Dec 2013
Thanks: 1,585 given, 2,805 received
Forum Reputation: Legendary


Greetings Chad and welcome to futures.io (even though you've been here several months).

There's no Holy Grail's, but there are some interesting discussions behind the Elite member wall regarding automated trading, machine learning etc

Assuming its okay with @Big Mike here's a screenshot of some of the most recent threads


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