I've started a blog about new experiments with algorithmic trading:
http://www.financial-hacker.com
I'm attempting scientific sound approaches to trade algorithms, from large scale trend detection experiments up to machine learning algorithms. I'll regularly post my results and experiences on the blog. The code and scripts will be published there as well, so anyone can reproduce the results and use them for their own trading.
http://www.financial-hacker.com
I'm attempting scientific sound approaches to trade algorithms, from large scale trend detection experiments up to machine learning algorithms. I'll regularly post my results and experiences on the blog. The code and scripts will be published there as well, so anyone can reproduce the results and use them for their own trading.