Well, start trading it already! I too am cynical, but then this makes me want to see the real actual trading results. I suspect that some of the...
See also TalkStats forum: http://www.talkstats.com/
For MatLab, check out Wilmott forum: http://www.wilmott.com/index.cfm As you can see, topics are very different from the TradeStation forum....
Eliminate based on performance on the training data or eliminate based on performance on the test data?
If this is indeed for HFT, then yeah. I've heard it called event stream processing (ESP) or complex event processing (CEP). Oracle does have...
Some of the AAII value screens are decent, you might try any forum that discusses those... http://www.google.com/search?q=aaii+value+forum...
Databases take care of this thinking and optimization for you. They are faster than a developer who doesn't realize when b-trees (and other data...
Why KDB? For "scalable" and "column oriented" there are other options out there. How many terabytes of data do you have? How fast do you need to...
PostgreSQL for persistent store but I frequently cache data in memory, just as arrays but you could use b-trees, tries, hash map, etc. depending...
Saturday morning I got up early, quietly dressed, made my lunch, and slipped quietly into the garage. I hooked up the boat up to the van, and...
The two methods I've seen for "proving" something isn't random are: (a) Throw random data at the trained neural net. Is the neural net able to...
You won't find it spelled out for you but there are some books out there that have good ideas that almost give a good strategy. Determine what...
- Am I an R trader? I use the R GUI for statistical analysis, not for actual trading, although there are packages to allow trading with R. -...
What language(s) are you using to build your system? You won't get into details of a system unless you're willing to be specific about the details...
The message board doesn't seem to be very active but the magazine (Technical Analysis of Stocks and Commodities) lists new strategies every month....
You could use the PerformanceAnalytics library in R. Source code is available:...
Is there a list of confirmed takeover / buyout / merger stocks kept anywhere? In backtesting most of the time I can tell when price hasn't change...
The video mentions this towards the end: http://technology.timesonline.co.uk/tol/news/tech_and_web/article4742147.ece Reports of United...
It can only understand words, not sentences, but apparently that's enough. "The five verbs with the highest positive impact on stock prices are...
RSI is typically 14-day but if you set it to 5 days or less maybe that's what you're looking for. You could maybe measure same thing with 5-day...
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