here are some excellent blogs written by some professional quants on excel, Matlab, math and trading strategies that I collected. Hope you like them. Max Mama on Automated trading http://www.maxdama.com/ Quantitative trading http://epchan.blogspot.com/ Finance4traders: http://finance4traders.blogspot.com/ Trade with Matlab: http://tradingwithmatlab.blogspot.com/ Andrew's Excel tips: http://www.andrewsexceltips.net/tips.htm Wolfram Mathworld: http://mathworld.wolfram.com/
thanks, the Trading with Matlab blog is new to me. I like the posting on the VIX vs. SP rant......I imagine with some refinement; using a more realistic statistical distribution that this system could be nice.
I browsed to these to blogs from Max's blog: http://quantemplation.blogspot.com/ http://blog.fosstrading.com/ Looks interesting.