Systematic Trading research and development, with a flavour of Trend Following
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Entries Tagged as 'Blog'

Four-year Cycle and the Wisdom State of TF

September 5th, 2013 · 11 Comments · Blog, the State of Trend Following, Trend Following

  Four years… The end of a 4-year cycle is next week. No Olympics, US elections, World Cup or leap day (interesting how many things run in 4-year cycles… even stock markets, if you believe wikipedia that is). No. Four years ago, on the 10th of September, a very minor event: I started this humble […]

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A new traders place

April 11th, 2013 · 2 Comments · Blog

A good replacement for the TB forum?   Finding a good place online to interact and exchange with like-minded people is not necessarily easy. When it comes to trading discussions, the Trading Blox forum was an island of its own, in a sea of less interesting, less civil, more day-trading-oriented forums. Unfortunately, the Trading Blox […]

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Back Online

June 28th, 2011 · 4 Comments · Blog

Hibernation over – I am back from my “self-imposed” off-the-grid isolation. I will gradually resume posting on the blog, starting with an overdue update on Trend Following Wizards performance tomorrow (covering the results from May). It is so late in the month that there is not much point running a May edition of the State […]

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Off-The-Grid

May 26th, 2011 · 2 Comments · Blog

Just a quick post to let you know that the blog will go into “hibernation mode” for roughly a month, as I am going travelling to very remote places for the next 4-5 weeks, most of which will be without internet access or even electricity… It will be an interesting “jump” into a “disconnected” world, […]

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Site Migration + Interesting Links

February 17th, 2011 · 3 Comments · Blog

Following the hacking incident last week, I decided to take action to harden the blog security. If you are not interested in the details of it, you can jump to the more interesting trading links at the bottom of the post. I have decided to move the blog to a new hosting provider: WP Engine, […]

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Site Attack: an Apology and more Info

February 11th, 2011 · No Comments · Blog

Dear readers, Some of you have noticed that the blog was unavailable and/or triggering virus warnings for a good part of Thursday and Friday. I would like to apologise for any trouble this may have caused you. The website was hacked by malware, and subsequently added in google safe-browsing blacklist. This would have caused most […]

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100th post and 1-year Anniversary

September 13th, 2010 · 9 Comments · Blog

Last week marked the first anniversary of the blog, and coincidentally the 100th post as well. Last September, the blog was born (does that make it a birthday or an anniversary?…) and I have not really looked back since. The first thing I want to do is to thank all of you, readers. I have […]

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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 […]

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New: Free Code section – and improved Vortex

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

  I have been sharing code throughout the blog in various posts. Although there is a “Code” category in the blog, a dedicated page is probably the best way to organise this, before it starts getting messy. I have therefore added a main page (free code) in the nav bar.   Hope you find it […]

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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 […]

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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 […]

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Are you reading the essential books?

October 13th, 2009 · 4 Comments · 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?! […]

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My story so far…

September 10th, 2009 · 2 Comments · 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; […]

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