Ladies and Gentlemen, this is post number 50!
And I think it is a good occasion for an update on the projects in the pipeline.
But first a big thank you to all of you, my readers. it is quite some work, but I am having fun keeping this blog and interacting with some of you.
In January, we crossed another significant threshold: 5,000 readers over one month (and growing). It is definitely rewarding to see that you seem to be interested in what I am writing. And if you want to keep updated, please make sure to subscribe to the blog.
I’d also love to hear from you. So if you have any feedback, ideas about interesting topics, or just rants, drop us a line via the comments at the bottom.
You might want to catch up with my October pipeline (I did) to refresh your memory on the projects that were planned then.
My main focus has not changed. I have settled on an end-of-day trend following system and I am still working on this as my main objective. In conjunction with this, I will also keep researching anciliary topics such as money management, portfolio allocation, position sizing as well as back-testing procedures and historical price data manipulation.
After re-educating myself on classical statistics, I want to explore more esoteric areas such as robust statistics, non-parametric statistical inference, robust and explanatory data analysis, etc. The stats software R is also on my list of things to learn
The Trend Following Wizards monthly updates are one of the most popular topic of the blog. I am planning to create a new type of Trend Following monthly report, independent of CTA performance.
For this new report, I was inspired by Market SCI’s excellent State of the Market report, which monitors a set of strategies to identify the state in which the market is operating. The idea for this State of Trend Following report wil be to track a few “classic” Trend Following strategies (MA crossovers, Channel breakouts, etc.) with different timeframes.
I am now an official Trading Blox customer. This means I will make very little use of TradersStudio going forward. I believe Trading Blox will allow me to progress much faster on most of the points above. I will climb up the learning curve and definitely keep you updated on how I get on with this great piece of software.
IB API and DEMARK ON HOLD
These two are not my main priorities at the moment. As days seem to always be too short, I’ll park these projects under further notice.
Any ideas or feedback from you? Please add your comment below…