1) Purchase Matlab and devote a solid 3 months to learning to program in it. Why Matlab? Matlab is designed for scientists, engineers, data...
That's very bad advice. I specialize in highly parameterized strategies and optimization frameworks that are pretty good at rapidly solving...
I recommend you look for a quantitative hedge fund to license, trade or finance your systems, or maybe even hire you. Prop shops are possible too....
Count me in too. Anyone else?
My partner and I are seeking an aggressive software engineer with experience in C and C#, quantitative trading systems, algorithms, databases, and...
After a long hiatus from trading system work, I am getting back into the game. PM me if you are willing to purchase or trade other data for...
Yes it is possible. There are quantitative traders that can look at the system trades and statistics and have a good idea of the basic setup or...
I once partnered with a company that offered to trade my systems for me. I broke off that relationship because they could not and would not...
Yes it is a crime. But don't think that will stop an individual trader or programmer from reverse engineering your EXE to get a peek at your...
That's not secure. Machine code can be trapped, debugged, disassembled and converted back to the original formulas. Regardless of whatever...
However, it is questionable whether any survey of systems or patterns can be made random, in a practical sense. The systems/patterns will always...
It's definitely not useless. This test is highly related to testing for autocorrelation of returns, and more distantly the Sharpe ratio, win% or...
Excellent post For convenience.... http://www.elitetrader.com/vb/showthread.php?s=&postid=734309#post734309
I see the connection you are making between randomness and whether price is stationary or not. Here is a clarification for some of us. As you know...
No, the paper talks about very long term, low frequency systems, which can not and does not generalize to high frequency systems. Patterns...
Take the paper with a grain of salt. They used monthly data, 30+ year testing periods and public domain automated trading methods.... i.e. trend...
You didn't find a statistical edge in terms of papertrading results? What about statistical edges measured in terms of forecast correlation?, What...
That's a bit of a contradiction. The whole point of doing the statistical tests, and more importantly using a statistically significant data set...
So? Every indicator lags more or less. Reduce the lag and you increase noise and only see a narrow, short term perspective. Lag is actually...
You mean depth of market? Yes historical DOM is available. I have several indicators that make use of DOM structure and dynamics. Some need to go...
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