Systems development

Discussion in 'Strategy Building' started by Bo_D_, Jun 22, 2008.

  1. Bo_D_

    Bo_D_

    Hello,

    Had made great profits in the last quarter, and have recently got snapped by two trades.

    It has motivated me to chase the next level in systems trading... more advanced concepts anyway.

    I was hoping people could suggest books, subjects, or anything i should focus on. Subjects ive got my eyes on are statistics and computation finance. Not having too much luck finding anything so any help would be appreciated!

    Thanks.
     
  2. MGJ

    MGJ

    How about

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  3. MGJ

    MGJ

    Switching to a more reliable (?) image server,

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  4. Seemingly, we're all psychic in ET...
    The OP expects us to know his level of competency as a system trader...
     
  5. Research Jack Hershey's intraday futures trading method, SCT. It has clear rules and should be quite amenable to full automation. The simplest presentation of it is in Spydertrader's thread in Journals last year. SCT uses trend channels, a very straightforward price/volume relationship, and certain subsidiary criteria to call moderate duration holds intraday in ES. But it probably also is tradeable using other futures. PM Jack or Spydie for ideas on where to start. Good luck!
     
  6. Bo_D_

    Bo_D_

    thanks for that everyone,

    i trade EOD so the hershey stuff might not be suitable but i will have a look at everything.

    any other suggestions would be great.

    cheers.