[Caleb Mock]

Thank you Vangelis. Helping to De-risk the crypto-currency world is a great application for QT.

Looking forward to seeing the strategy tonight.

[Caleb Mock]

How do we update our QuantTrader.ini file without losing all of our custom portfolios?

[Caleb Mock]

I am using a version of “The Beast” for my IRA. My rotation is different, but the core holdings are the same.

There is a decent amount of volatility, but it’s had positive growth this month mostly fueled by a rise in treasury bonds and TMF.

The interesting thing about the portfolio is watching the inverse correlations of ZIV, SPXL, Nadaq stocks and TMF. On down market days, TMF usually rises. On up market days, TMF falls but not enough to overshadow up days.

So far, I’ve been happy with it. Remember, I’m a young man (28) with a 15-20 year investment horizon. I would not put my dad’s retirement account in this strategy because of drawdown potential.

[Caleb Mock]

I second that request. It will make using the new Intraday signal generator much easier.

[Caleb Mock]

Thanks Alexander! It’s not geeky at all.

[Caleb Mock]

I figured it out. The Synthetic data needs to be rearranged to look like any other Yahoo data file. Otherwise, QT downloads data from Yahoo. You can use this file to see how it should be conditioned.

BTW, there would have been a 30% drawdown during the financial crisis. Now we need to build a strategy that accounts for that.

[Caleb Mock]

Happy Sunday everyone.

The more that I study QT and ZIV, the more important backtesting synthetic Ziv data is to me.

The Maximum Yield Strategy could be a core strategy for young investors (I’m 28) but the fear of losing everything that has I have invested in ZIV during another market crash scares me. Would the rotation strategy be able to keep us out of Ziv before a huge crash, Or would we see catastrophic drawdowns?

I attached the .csv file that Alexander linked to. How can we configure QT to run this synthetic data?

[Caleb Mock]

I have downloaded the synthetic data and placed it into the working folder. Even if I tell QT that I don’t want to download historical data, it still overwrites the synthetic ZIV. Am I using the synthetic data incorrectly?

[Caleb Mock]

Is there a block that allows me to place portfolio size and then divide that by the allocation?

Essentially, can QT calculate how many shares I need to buy?

[Caleb Mock]

Does the newest version of the software have the “Trader” function? I can’t find it anywhere.

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