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  1. Backtested FX Carry trading systems?

    Hi all, I am looking for recommendations of good books, literature, pointers about carry trade and its variants... and somewhat more...
    Thread by: mizhael, Feb 25, 2010, 2 replies, in forum: Strategy Building

  2. Any pointers about carry trading and its variants?

    Any pointers about carry trading and its variants? Hi all, I am looking for recommendations of good books, literature, pointers about carry...
    Thread by: mizhael, Feb 25, 2010, 2 replies, in forum: Forex

  3. Does anybody have a piece of code for calculating rolling?

    Does anybody have a piece of code for calculating rolling? Calculating rolling and obtaining a return index out of a futures? Any pointers?...
    Thread by: mizhael, Feb 25, 2010, 1 replies, in forum: Index Futures

  4. In general how to automate things on Windows?

    Just want to find the best automating software on Windows so that I can automate the "book the trades" process, which involves using multiple...
    Thread by: mizhael, Feb 24, 2010, 1 replies, in forum: Automated Trading

  5. How should we summarize the turnover rate in a portfolio?

    Any popular/standard formulas for that? Just wanted to use a summary number to compare different portfolio and strategies...
    Thread by: mizhael, Feb 24, 2010, 0 replies, in forum: Strategy Building

  6. Besides VIX, what other securities are "forward-looking"?

    Any pointers? Many thanks!
    Thread by: mizhael, Feb 24, 2010, 19 replies, in forum: Trading

  7. How do you find regimes-switching?

    Instead of determining regime-switching, an easier job might be, given the historical data, how do we define a bunch of regimes on it... Any...
    Thread by: mizhael, Feb 24, 2010, 1 replies, in forum: Strategy Building

  8. How do you avoid overfitting or over-optimization in your backtest?

    I heard about "Walk Forward Analysis", to me it's just like a dynamic rolling-window out-of-sample test coupled with optimization. The...
    Thread by: mizhael, Feb 24, 2010, 29 replies, in forum: Strategy Building

  9. Any EE engineers here tried spectrum based trading systems?

    Any one tried any FFT, frequency stuff? Any working examples? Just wanted to get an idea how it could work... Thanks...
    Thread by: mizhael, Feb 23, 2010, 18 replies, in forum: Strategy Building

  10. Is there a way to automate Bloomberg?

    Is there a way to automate Bloomberg? Typing all those same buttons daily is really boring. Anybody know if I could automate BB? For example:...
    Thread by: mizhael, Feb 23, 2010, 10 replies, in forum: Automated Trading

  11. Which software allows me to import my own buy/sell signals?

    I just want to import the buy/sell signals, and overlay the signals on top of the price curves, so that it shows some up and down arrows, and...
    Thread by: mizhael, Feb 18, 2010, 4 replies, in forum: Trading Software

  12. Which trading software allows portfolio backtest?

    that's to say, backtesting a basket of stocks, etc. as a portfolio?
    Thread by: mizhael, Feb 18, 2010, 10 replies, in forum: Trading Software

  13. What time series visualization software do you guys use?

    I don't have those trading software such as TradeStation at this moment. But I have Matlab and Bloomberg. I would like to find a way that I...
    Thread by: mizhael, Feb 18, 2010, 5 replies, in forum: Strategy Building

  14. Any RapidMiner users here?

    Any good example of RapidMiner trading systems? Let's discuss and collaborate on using AI to help trading...
    Thread by: mizhael, Feb 17, 2010, 6 replies, in forum: Strategy Building

  15. Any FX data-mining traders here?

    Can anybody give me some pointers about which are the best software to use to mine data for FX trading? Any working example of successful...
    Thread by: mizhael, Feb 17, 2010, 2 replies, in forum: Data Sets and Feeds

  16. Matlab access Bloomberg?

    Hi all, Can anybody give me some pointers about how to download data from Bloomberg using Matlab? Thanks a lot!
    Thread by: mizhael, Feb 17, 2010, 4 replies, in forum: Automated Trading

  17. What trading strategy works for the current environment?

    My trend-following strategy is in horrible red now... Lost lots of money... What type of trading strategies shall we trade in current...
    Thread by: mizhael, Feb 16, 2010, 4 replies, in forum: Strategy Building

  18. what's good about market neutral trading strategies?

    Anybody can give me some pointers about "market neutral" trading strategies? In my backtest, if I make my positions dollar-amount market...
    Thread by: mizhael, Feb 8, 2010, 7 replies, in forum: Strategy Building

  19. What trading strategies can I try on a basket of assets?

    Any thoughts about trading strategies that will potentially work? Thanks!
    Thread by: mizhael, Jan 20, 2010, 11 replies, in forum: Strategy Building

  20. Construct a good portfolio?

    Hi all, Let's say we have N assets, for each asset we have M strategies, how do we form an "optimal" portfolio? I am thinking of the...
    Thread by: mizhael, Jan 11, 2010, 7 replies, in forum: Automated Trading
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