Au.Tra.Sy blog – Automated Trading System

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

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Entries Tagged as 'Off-track'

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 [...]

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A peek in “Wizard” Eckhardt’s office…

July 16th, 2010 · No Comments · Off-track

A bit of a Friday Funny/entertainment post.. If you fancy taking an interactive stroll in the Chicago office of famous Trend Following Wizard, Bill Eckhardt who was also behind the Turtle Traders experiment, here are some pictures of its trading operation (Eckhardt Trading) in Chicago:

To be honest, the office looks fairly standard for a financial [...]

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Variance <> Risk

April 5th, 2010 · No Comments · Off-track

1 Picture = 1,000 Words
Currently on Easter break… so a short post today, to illustrate a strong message:
Variance Risk!
Easter Break Reading
Meanwhile, in the quietness of the English countryisde (Hampshire), I have been enjoying and reading the excellent and entertaining (surprisingly funny) Nerds on Wall Street. The book covers the history and development of automated [...]

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Market Wizards’ Schwager Video

January 23rd, 2010 · 1 Comment · Off-track

I really enjoyed reading Jack Schwager books (Market Wizards and New Market Wizards) where he interviews top traders. So, I was pretty pleased when I found this presentation video where Schwager goes over his findings on what makes great traders. Entertaining and worth a watch at the weekend…
His material is not directly linked to automated [...]

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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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Turkey or Black Swan for Thanksgiving?

November 26th, 2009 · No Comments · Off-track

Although I am based in London, most readers of the blog are from the States – and everybody around the world probably knows it is a very important day for Americans: Thanksgiving!

Traditionally, it is a time to express gratitude and I’d like to express a big thank you to all the readers of the blog. [...]

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