Welcome to Jez Liberty's home for sharing research and insights on automated trading systems development. 
s it important to understand why Trend Following works (ie what are the sources of its profitability)?
I believe yes. Because markets are non-stationary (changing all the time), their characteristics – including those at the root of Trend Following profits – are changing too.
Understanding these market characteristics is a first step towards being able to identify [...]
Entries Tagged as 'Stats'
Stats… and Bill Eckhardt
February 8th, 2010 · 5 Comments · Books
Over the New Year break I read the illustrated Cartoon Guide to Statistics which was great to go over the basics of classical statistics, and the format makes it easy to pick it up for a few minutes reading. I have also been recommended, and bought Statistics Unplugged – which deals with the same topics [...]
Tags: eckhardt·Market Wizards·Stats
