It’s nearly the end of the Summer and I hope you enjoyed a nice time. The blog will go on a short break until the end of August, while I (hopefully) enjoy some good weather in the French Cevennes and the English Lake District.
In the mean time, I’ll leave you with a link to a pretty cool website I found (Trading Pit history – sample pics above), which documents the various hand signals used on the futures trading floors. A typical part of the trading folklore, and a language of its own, probably in decline due to the advent of electronic trading.
New readers: Welcome to the blog! You might be interested in catching up on the posts from the main 2 topics of the Summer: roll yield and back-testing results statistical significance – or older posts (the “Popular Posts” section on the left-hand side is a good place to start).
You might also want to subscribe to the blog to make sure you are not missing on any of the action…
Roll yield posts:
- Crude Oil, Contango and Roll Yield for Commodity Trading
- Trend Following returns breakdown
- Roll Yield and Commodity Yield Curve
- Better Trend Following via improved Roll Yield
- VIX, Peso… Sometimes you just cannot trade it!
Back-testing results statistical significance posts:
- Evidence-Based Technical Analysis
- The Bootstrap Test: How significant are your back-testing results?
- Bootstrap – Take 2: Data Mining bias, Code and using geometric mean
- Monte Carlo Permutation: Test your Back-Tests
Tune back in at the beginning of September…