Au.Tra.Sy blog – Automated Trading System

Systematic Trading research and development, with a flavour of Trend Following

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New: Free Code section – and improved Vortex

February 17th, 2010 · 2 Comments · Backtest, Blog, Code, Strategies

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50, now what?

February 11th, 2010 · 7 Comments · Blog

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, [...]

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Joyeux Noel and Happy New Year!

December 22nd, 2009 · 2 Comments · Blog, Books, Off-track

Wishing you all a fantastic time off for this end of year!
Be it with friends, family, or any way you will spend it….
The Au.Tra.Sy blog will be no exception and go into a short “hibernation period”.
I certainly seem to have hit a (small) motivation “roadblock” and slowed down in my research/development of a trading system [...]

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Are you reading the essential books?

October 13th, 2009 · 1 Comment · Backtest, Blog, Books, Code, Data, Development, Money Management, Software, Strategies, Trend Following

I am bit of a geek and this is especially true when it comes to books. I firmly believe in self-development and I think books are a great medium to learn many things. Ok, the internet is so great to learn about new things; but nothing beats a good in-depth book(s) to really learn a [...]

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In the Pipeline: What’s in the Work Stack?

October 7th, 2009 · 6 Comments · Blog

You might recognise yourself in this description: I personally tend to get many different ideas, get all excited about one and give it my full attention at the expense of other projects and the “big picture”. As discussed previously, a side-effect of blogging is that it forces you to be accountable and to have a [...]

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Blog Therapy: Why I write this blog?

October 6th, 2009 · 2 Comments · Blog

Why am I writing this post?
I only recently started this blog. Although I was expecting the “setup phase” to be a small project in itself, I feel that I put more effort into the blog than actually developing/building an automated trading system.
Hold on! Surely it was supposed to be the other way around?!
For some [...]

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My story so far…

September 10th, 2009 · 1 Comment · Blog

Having come from a non-investing family and studied engineeering, how did I get interested in Automated Trading systems, you may ask?…
The Hook
I first got interested in trading when I started reading the French equivalent of The Financial Times (Les Echos), distributed on our college campus back in 1996. Probably the manifestation of chance; but I [...]

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Site Map

September 3rd, 2009 · Comments Off · Blog

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