Index Futures Trades RSS Feed --- A Web 2.0 Experiment

by Graham Giller April 08, 2009 12:48

I'm trying a little Web 2.0 experiment by publishing an RSS feed listing the futures trades executedRSS Feed at Giller Investments.

This is a delayed feed and is not intended to represent investment advice, although it does represent trades that I have actually executed on any given day. One goal of this publication is to illustrate the true day-to-day variability of the profits from dynamic trading. The data is published with a one hour delay and I urge attention to be paid to the disclaimer attached to the feed description:

An RSS feed listing intraday futures trades done at Giller Investments under the direction of a proprietary statistical forecasting model and trading theory. This data is derived from publicly available data sources and is believed to be correct. Neither Giller Investments (New Jersey), LLC nor Graham Giller nor any other associated entity guarantee the accuracy or will be held responsible for any errors or omissions in this data. This data is provided "as is" and is made public for the purposes of entertainment and to contribute to academic research. This data should not be used as the basis for any trading or investment decisions. Before making any investment you should always consult an independent financial advisor. This data is not to be transmitted in any form without this disclaimer attached. This data may be removed from publication without explanation at any time.
In addition, readers should be aware that the size of trades that I do are adjusted to take account of both the strength of the forecast profit from the trade and the current level of volatility expected in the market traded. This dynamic scaling information is not included in the feed.

 

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About the Author

Graham Giller - Headshot GRAHAM GILLER
Dr. Giller holds a doctorate from Oxford University in experimental elementary particle physics. His field of research was statistical astronomy using high energy cosmic rays. After leaving Oxford, he worked in the Process Driven Trading Group at Morgan Stanley, as a strategy researcher and portfolio manager. He then ran a CTA/CPO firm which concentrated on trading eurodollar futures using statistical models. From 2004, he has managed a private family investment office. In 2009, he joined a California based hedge fund startup, concentrating on high frequency alpha and volatility forecasting. My updated resume is on LinkedIn.

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Nothing on this site should be construed as a reccommendation to buy or sell any specific security nor as a solicitation of an order to buy or sell any specific security. Before making any trade for any reason you should consult your own financial advisor. The author may hold long or short positions in any of the securities discussed either before or after publication of an article mentioning such a security.

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Data provided on this blog or through links to this blog are either property of Giller Investments (New Jersey), LLC or publicly available or derived from data that is publically available. Any data that is proprietary to Giller Investments (New Jersey), LLC is published here for the public interest and may be reproduced for private research or in public forums provided that suitable attribution and acknowledgement of ownership is made.

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