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XS same pair hedging backtests? - Printable Version

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+--- Thread: XS same pair hedging backtests? (/showthread.php?tid=39393)



XS same pair hedging backtests? - Matthew - 12-29-2018

XS Testers:

I am wondering if XS has been backtested with same pair hedging capabilities?  I ask because many traders are in US accounts that restrict hedging.  I see some solid backtesting work as i read through the thread documenting all your successful, hard work.  For instance Ratz USDJPY 1M with $50 DD!  But does it involve XS hedging?  I ask because I have no hedging or FIFO constraints. And also because i get mixed results when i hedge.  I don't have any evidence XS would produce superior results with long + short baskets.  Do you have that evidence/results?  Thanks for your XSive work!


RE: XS same pair hedging backtests? - Ratz - 12-31-2018

(12-29-2018, 08:23 AM)Matthew Wrote: You are not allowed to view links. Register or Login to view.XS Testers:

I am wondering if XS has been backtested with same pair hedging capabilities?  I ask because many traders are in US accounts that restrict hedging.  I see some solid backtesting work as i read through the thread documenting all your successful, hard work.  For instance Ratz USDJPY 1M with $50 DD!  But does it involve XS hedging?  I ask because I have no hedging or FIFO constraints. And also because i get mixed results when i hedge.  I don't have any evidence XS would produce superior results with long + short baskets.  Do you have that evidence/results?  Thanks for your XSive work!

If you have a FIFO account with no hedging, you are out-of-luck at the moment.
--but we are working on that! Wink


RE: XS same pair hedging backtests? - Matthew - 12-31-2018

(12-31-2018, 01:33 AM)Ratz Wrote: You are not allowed to view links. Register or Login to view.If you have a FIFO account with no hedging, you are out-of-luck at the moment.
--but we are working on that! Wink

Ratz:

I have NO FIFO or hedging restrictions.  I'm wondering if the beta tests for Excess were also run without restrictions?  Thanks


RE: XS same pair hedging backtests? - Ratz - 01-01-2019

(12-31-2018, 01:56 AM)Matthew Wrote: You are not allowed to view links. Register or Login to view.Ratz:

I have NO FIFO or hedging restrictions.  I'm wondering if the beta tests for Excess were also run without restrictions?  Thanks

Since the beta testers are from around the world, and use different brokers, the only restrictions they would have are the ones their personal brokers would have. And all of that info I do not have. I have not heard of anyone having problems though...


RE: XS same pair hedging backtests? - slainye - 01-04-2019

(01-01-2019, 04:18 PM)Ratz Wrote: You are not allowed to view links. Register or Login to view.Since the beta testers are from around the world, and use different brokers, the only restrictions they would have are the ones their personal brokers would have. And all of that info I do not have. I have not heard of anyone having problems though...

I'm in London in the UK, and not experiencing any issues yet. The biggest constraint is really margin usage when running multiple XS pairs, and that's on a 50:1 leveraged account.