Au.Tra.Sy blog – Automated Trading System

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

Au.Tra.Sy blog – Automated trading System header image 2

Entries Tagged as 'Blog'

Au.Tra.Sy blog Summer Break

August 20th, 2010 · 1 Comment · Blog, Off-track

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 [...]

[Read more →]

Tags:

New: Free Code section – and improved Vortex

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

[Read more →]

Tags: ··

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, [...]

[Read more →]

Tags:

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 [...]

[Read more →]

Tags:

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 [...]

[Read more →]

Tags:

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 [...]

[Read more →]

Tags: