I found SSA useful in making near-optimal benchmark strategies for evaluating trading models. I agree however that its gonna be pretty difficult to find any meaningful application of SSA in live trading.

Optimized Trend Trading

"Spread is Dead" is dead — "Pay just 40 cents / 1,000 currency units traded Of course there is a fee per trade that depends on your trading volume. The fee is 40 cents for each 1,000 currency units traded. This is so marginal that we ...

Spread is Dead! Or is it?

Thx for the article - do you by any change know when it was published? Regarding the trading competitions then forget about them. The results suffers from "survivorship bias" as you have thousands of trading scripts trading without any real risk. It ...

Do you believe in EA trading?

I believe this one is based on SSA, although I have not looked at the code (and my russian is at bit rusty): url url

Optimized Trend Trading

There are 100's of quantitative funds and the only one people mentions is LTCM... The thing about university is that it forces you to look into stuff you might consider useless. If you study economy it is likely you are forced into study market ...

The How's & Why's of price

Does it matter?

The How's & Why's of price

Hacking MMs — You certainly got me interested here. Trying to hack how MM thinks (or how their automated price making algorithms runs) is definitely a most interesting subject. If you have anything to add to this I for sure would like to hear ...

Optimized Trend Trading

Who says an algorithmic trading system can't be aware of upcoming news releases...?

Is it easier to successfully trade manually or build a successful EA?

Now you got started, you should consider taking a look at "The Microstructure Approach to Exchange Rates" as well. You could also check out some of the papers by the author of the book. Remember: Knowledge is Everything.

The How's & Why's of price

It was most likely an erroneous price feed. It happens sometime. The trades will probably be rolled back by Oanda (and they are entitled to do that according to the user agreement). If anyone got their stops hit and do not get it rolled back, they ...

Linuxtroll Simple Scalping

This is kind of interesting as this could very well be used as an advantage as well...i don't know about you, but the word "arbitrage" pops op in my mind. I'm curious though if you have tried to compare two different Oanda accounts - one with an ...

Linuxtroll Simple Scalping

I am able to log in to my live Oanda account. But there are still some irregularities. There is no data in the activity list and trades do not show up on the chart. Try the forums at Oanda for more information.

What's Up With Oanda's Spreads?

Damn it! I also forgot the link to Merlins article. Here it is: url I am definitely going to bed now.

Introduction & AutoTrading Ideas

I forgot to upload the article...

Introduction & AutoTrading Ideas

Regarding system building and back testing this post by Merlin is an excellent read. Also I found this article ("On Developing a Financial Prediction System: Pitfalls and Possibilities") which I read a while ago. It touches on some of the steps ...

Introduction & AutoTrading Ideas

I have been thinking about starting a thread like this my self, but I will jump on this one... I am an computer science/math student and some time ago I persuaded my supervisor to let me and one of my friends do a master degree in "Computational ...

Introduction & AutoTrading Ideas

You should check up on this article for example: url

The future effect of banks using AI software