Welcome to my online repository of research and insights on automated trading system developmentHi, I am Jez Liberty. Au.Tra.Sy is my “online home” for all my work, research and insights on automated trading.
Automated Trading
I have had a passion for trading and particularly automated trading for over 10 years. I have given it lot of my time, lots of thoughts and I have now taken it to the next level in terms of commitment – including the creation of the Au.Tra.Sy blog.
Trend Following
Given the nature of the markets, I believe that Trend Following offers one of the best strategies to build wealth over the long run. However, most posts written here should apply to mosst types of automated/systematic trading strategies.
I am not limiting myself to any one strategy but Trend Following is my primary strategy of interest.
A bit more about Jez Liberty
I am French and have been living in London for the last eight years, working as an IT professional for software companies and the banking industry.
Through this blog, I hope I can share my insights and help you on your path to developing an automated/systematic trading system. If you want to keep up-to-date with my latest system research and development, get free system code and more, please feel free to subscribe to the blog.
Please feel free to contact me using jez@automated-trading-system.com.
You can connect with me through Linked In.
Please also find some disclosure information about the blog.
Hi, you have a nice blog, can you add us on your blogroll and we will add you? What is your core business?
Joe,
Thanks for the comment and the offer. As per the About page, I try to keep the blog focused on automated trading system and Trend Following and as your blog does not seem to cover this category, I will pass.
-Jez
Just by curiosity: how much time a week do you dedicate to your own project (building an automated trading system)?
Alex,
The short answer is “not enough!” ;-)
Seriously it is hard to quantify as every week is different, sometimes I get stuck (like these last couple of weeks), sometimes I can spend the whole weekend working on it.
I would say on average probably 20/25 hrs a week (including everything: reading articles, looking after the blog, developing, etc.) when I seriously work at it (it’s been an on and off project).
But I think the most important is to work effectively (for example I spent quite a lot of time before trying to build an back-testing platform in java while learning the language – which I think was definitely not the best use of my time!)
Great blog! I’m an undergraduate student in Finance, this is a good resource for me on getting started.
Though you come from a technical background, I may have some catching up to do reaching our goals.
Keep it up
Thanks for sharing all your insights. It’s really a great blog!
Just one question: have you ever used metastock?
Hey – Thanks Kevin! No, I have never used MetaStock…
Saw your article in the most recent S&C on Vortex. Any possibility you have an improvised system for Amibroker since that’s the platform I am using currently. Thanks.
Hi Rajiv,
Check TASC website: their January Trader’s Tips section has an AmiBroker implementation of the Vortex indicator.
Jez: I have that code. I was wondering that since you also use AB, if you had the code that would adjust for the gaps.
Rajiv,
Unfortunately no – I only implemented it in TB (here: http://www.automated-trading-system.com/free-code-improved-vortex/ )
But this was a fairly simple modif and I am sure you could easily apply it to the AmiBroker code that you already have.
Hi Jaz, I ran into your blog from elitetrader.com . And discussion about forward testing. I have been playing around with testing for a while and wrote some software to help me do some testing. I made it available on the web at http://www.turtrades.com From reading your blog it seems that this is something you might find interest in.
Is is possible that you can TurTrades to your resources links.
Thanks.
Thanks Andyr, I’ll check it out.