Has anyone heard anything? I head exchanges plan to charge everyone, retail or pro, 1000s for stock data. Maybe it is fake news.
I guess some of you know the news that Steven Cohen invested in Quantopian. I tried that platform before but i found documentation poor and lack...
Interesting paper by Mike Harris http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2810170
I am not sure. Michael Harris in his blog is in favor of return correlation. But price correlation looks more common sense. In finance, we...
Interesting article
Interesting analysis: http://epchan.blogspot.gr/2015/07/time-series-analysis-and-data-gaps.html
Article link Very good advice and reference to data-mining problems.
This is a must read: http://www.priceactionlab.com/Blog/2015/05/myths-data-mining-bias/ Especially #5
"Instead of trying to identify profitable trading algos on in-sample data that validate out-of-sample and remain profitable forward, one could...
Worth reading.
I thought that if a system cannot be backtested it is probably not used much. Does anyone know any such system? I can suggest a system based on...
My most advanced and robust indicator based on my my "feel" of the market expects a correction this week. Anyone feels the same? P.S. "Feels" is...
BlueTrebd has return about 12%annualized since inception. Interesting references to comments by famous Leda Braga who runs the fund about system...
A 50/200 long/short crossover system buying 100 shares at a time with a 5% MM stop. I would like to compare the programming of this in four...
I found this in the Price Action Lab Blog that sounds interesting but there are not enough details. Could this lead to a working system? It sounds...
I remember a few years ago in a thread in tradingblox some people argued that random entries with appropriate stops technique turns out to be a...
If markets are random walks with a drift are we safe to assume that only trade-following methods can make money?
Any genetic programming resources available for developing software that evolves trading systems from historical data? I would like to develop...
I'm allergic to caffeine and often feel drowsy during the day when trading. Any suggestion how to deal with that without caffeine or its substitutes?
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