Welcome to my online repository of research and insights on automated trading system development
Pages
Posts
- Category: Backtest
- Walk-Forward in Trading Blox: Back-Testing Adaptive Trading September 8th, 2010
- Monte Carlo Permutation: Test your Back-Tests August 18th, 2010
- Bootstrap - Take 2: Data Mining bias, Code and using geometric mean August 13th, 2010
- The Bootstrap Test: How significant are your back-testing results? August 11th, 2010
- Evidence-Based Technical Analysis August 5th, 2010
- Slippage - Take 3: Stop-Limit Orders May 20th, 2010
- Follow-up on Slippage May 17th, 2010
- Slippage: Are your back-testing results realistic? May 10th, 2010
- A trick to reduce Drawdowns April 28th, 2010
- ALGODEAL: new horizons for retail quant traders? March 31st, 2010
- Vince's Leverage Space Model: better than MPT? March 22nd, 2010
- Detrending for Trend Following? March 17th, 2010
- New: Free Code section - and improved Vortex February 17th, 2010
- Vortex indicator February 15th, 2010
- Bliss recipe with a robustness spice February 4th, 2010
- MMDI Portfolio Filter in Trading Blox February 2nd, 2010
- Thinking of buying Trading Blox? February 1st, 2010
- Bliss Function: Quantify your Trading System Objective January 21st, 2010
- Robustness? What robustness? December 17th, 2009
- The Cheetah and the Cockroach: a robust story December 4th, 2009
- How to decide on a Backtesting and Trading Platform November 23rd, 2009
- Amibroker vs TradersStudio: comparison November 16th, 2009
- Amibroker V. TradersStudio: Speed comparison Fight November 10th, 2009
- How can Walk-Forward testing keep your system a step ahead? November 5th, 2009
- Should you be trading a chameleon? November 3rd, 2009
- e-ratio calculation in TradersStudio and Excel November 2nd, 2009
- e-ratio: How to measure your trading edge in 4 easy steps October 30th, 2009
- TradersStudio: the best Systems testing software? October 19th, 2009
- Are you reading the essential books? October 13th, 2009
- Unfair Advantage API Code (C#): Extract Futures Continuous data October 4th, 2009
- Unfair Advantage API: Retrieve Back-Adjusted Contracts function October 2nd, 2009
- Continuous Contract options September 27th, 2009
- What Everybody Ought to Know About Continous Futures Contracts September 22nd, 2009
- Category: Blog
- Au.Tra.Sy blog Summer Break August 20th, 2010
- New: Free Code section - and improved Vortex February 17th, 2010
- 50, now what? February 11th, 2010
- Joyeux Noel and Happy New Year! December 22nd, 2009
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