6/11 – Data Analysis, Hard Work & a great S&P500 trade

It’s been another intense week with lots of hard work – and here’s a wrap up, in bulletin point for a change!

Kept up my 11am-9pm office hours here in London.Hard Worked

Monitored the automated strategy for all of this week and continued heavy data analysis.

Met up with Mr France who, after leaving our little trading office a couple of months ago, is enjoying working in a trading arcade in the City.  He says he is still sticking to many of the risk/money management techniques that we discussed and explored when he was trading some of my funds.

Monday and Tuesday were two excellent sessions for the automated strategy with two rather big winning trades, which more than made up for the string of losing trades over the first six sessions. Nice!

Most of my work revolved around Excel – a lot of formulas, conversion of data, working with news schedules.  I am glad to see my Excel skills accumulated over many years in accountancy and software consulting are paying off!!

Also tried to be a bit more active on the Tradercast portal this week (great to use if you are trading on your own from a “home office”) and also made a few posts on the Trade2Win forum.  T2W invited me to write a member profile article for the site (they do one a month) so that should be fun – though I have warned them that I may be coming across as somewhat discouraging.

Will resume discretionary trading alongside the automated strategy from Monday.  Let’s see how I fare against my own robot-executed strategy!

Also figured out that the ES and the TY, although sometimes inversely correlated, are definitely two different types of beasts.  Something to keep in mind for putting on my own trades next week.

Started running the strategy models over the Crude Oil (CL) contract too.

And here’s a chart of one of the bigger of the two winners – notice any similarities between that chart and my K7 trades? [the funny thing is that I was never at my desk on Monday – instead I was on a British Airways flight crossing the Atlantic, watching films. So much for strategy automation and a helpful colleague!]

Automated Strategy ES Nov2

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