Wednesday, 24 November 2010

Early Thanksgiving Wish and Flo Results

We don't really have a Thanksgiving celebration at our house, although Mrs. EL is American. I guess it's partly because we are now spread over three continents and in several countries.  Outside of the U.S., it's a holiday not celebrated, although Candace did have a small Thanksgiving get together last Sunday with all her London friends.  (They love the typical American Thanksgiving dinner, especially pumpkin pie).

None the less, at this time of the year I count my blessings.

I have have just hung up the phone after talking to Nick in Australia. A few months ago, I didn't know whether I would ever be thankful again. Tomorrow, his twin sister will be coming down from Brisbane to visit him. This morning I spoke to Candace in London on the phone about the EL operations that she is managing. Tonight I'll be chatting to Kiki and see how she survived the boredom of Thanksgiving markets.

As I walk around the farm here in France with Mrs. EL, I know that I have a lot to be thankful for and I don't take any of it for granted. I'm a very lucky man.

I wish each and every one of you, whether you celebrate it or not, a Happy Thanksgiving Day and wish you all what you would wish for yourselves.

Flo was working overtime today. It was a bit quiet for me, but it was good to know that Flo has her head down and bum up, grinding it out. Below are the trades and the P and L. These are real live money trades allocated to a 1 Lot sub account that we are using for gathering test statistics. I switched Flo off at 1.30pm London (8.30am NY) as we get closer to Turkey Time.

These are the trades showing the prices and when they happened, all in London time. Below is the P and L including fees.

Part of what we do with this information is to re-run the day using the historical data from eSignal and then compare the signaled trades with the actual executions. We track the actual performance against the hypothetical performance and make any execution instruction changes that we feel will align the two if there is a consistent discrepancy. It took a lot of work to get to this stage and I guess we will be looking for improvements all the time.


  1. Hello EL,

    do i see this right? Are you running FLO on Interactive Broker? Through thier API Interface? DDL Excel? Is this reliable?

    Very interessting...

    Best Wishes

  2. Peter, yes through the API. Works reliably. I don't use Excel in this way.