How about url Ipso, very good posts.

The Quantist

Excellent stuff, thanks.

Systematic trading

Best advice is to read some real classics like reminescenses of a stock operator, both market wizards and turtle books (written by faith, covel is full of bs, google "turtle rules pdf" - it's free so there is your daily system btw). This said, ...

Desperately seeking a good DAILY Trading System

Kozas books and his sites url and url This is a good, simple tutorial url

Systematic trading

When you are ready to do some longer term simulations (on any method you feel best) I'm really interested to see them... until then you are just assuming. I did my first GP runs over 10 years ago and had many similar thoughts.. most of them have ...

Systematic trading

I would really like to see this backed by some solid data or experiments. I'm more than willing to adjust my framework to get better results.' By the way there are other ways of seeing how well algo works on the current market as well other than ...

Systematic trading

If you know what events you are looking for you only need to find them once and store them somewhere (db for example), after that time series between events are basically irrelevant (if you also exit based on events) and your algo testing would ...

Systematic trading

In that case I suggest following craigs advice - you really want to normalize your structures. I personally have a cached system where I have the bars on database but I also have a cached version as a direct stored array on disk. If you really need ...

Systematic trading

You might also want to think if you really need sql for that, you might as well use direct HD operations because you know very well what size every row is.

Systematic trading

Quants: The Alchemists of Wall Street video

Systematic trading

It's not always just the destination that matters, it's the journey too (And I specifically mean DD).

How certain can you be that you have an edge?

Every time someone points to random walk hypothesis, I feel need to point to this url (full text available for free)

S/R and TL on Randomized Price Movement

It's well known fact that human brains are prone to see patterns where there are none, that is exactly why I tend to overtest everything I think is correct - usually it isn't As I mentioned, I tested one random candle system (that was even based ...

S/R and TL on Randomized Price Movement

It's your brain, not the chart.

S/R and TL on Randomized Price Movement

There is your million dollar question, how does real data differ from random data. How about comparing some hourly/daily (per nth day of month) ranges and distributions.. You might find something interesting.

S/R and TL on Randomized Price Movement

Many long tail moves are caused by stops and this is a really important concept to grasp if you really want to trade fx. Read the osler paper I posted earlier to this thread for some hard data.

Stating The Obvious and The Quest For Wisdom

If we start to talk about fundies here.. I'm quite sure the bounce is because of the healhcare bill.

Stating The Obvious and The Quest For Wisdom

Probably IB, I already have an account there. I have been thinking about mbt but what I have heard about the technical issues, it sounds like it's not worth it. Dukascopy has also been on my mind, they have changed their offer quite a bit, they now ...

Systematic trading

As I said, I wanted to do some breakout studies.. Well after I did some of the studies I did a small test for one of the models that came into my mind and generated algos only with a very specific order management scheme and here is the result - the ...

Systematic trading

How much intraday data does IQFeed have?

Systematic trading