Category Archives: Work in Progress
This week I calculated the e-ratio outlined by Dave Bergstrom for a systematic trading strategy I am currently developing for the FX markets.
In the last 5 years, there were approx 12,400 competitive football matches across the English Premiership & Championship, the Italian Serie-A, the German Bundesliga, the Spanish La Liga, and the group stages of the UEFA Champions League and Europa League. … Continue reading
Briefly highlighting some of the trading development work and meetings with various traders I got done over the last week (and a glimpse from my Halloween outing!).
A conversation on testing, analytical thinking and randomness with a fellow trader over a cup of coffee on Wednesday afternoon. Yesterday afternoon I had a great time catching up with a fellow trader I had met on the VTP program in … Continue reading