Tag Archives: systematic trading
This week I calculated the e-ratio outlined by Dave Bergstrom for a systematic trading strategy I am currently developing for the FX markets.
Linda Raschke was one of the well-known traders that the discretionary trader at the hedge fund repeatedly pointed me towards to. He had a lot of respect for some of her viewpoints regarding trading techniques. Just came across some earlier … Continue reading
Experience-sharing: Going through some tedious work trying to get my head around various currency futures contracts, correlation with spot products and making sure I am using all the data correctly in back-testing and optimizations. Comments on TradeStation’s ‘Portfolio Maestro’ product … Continue reading
Moving Day! For the past nine months, I was lucky enough to have my desk right next to a small hedge fund based in the City of London, including spectacular views! Here are some reflections on the experiences I had … Continue reading
Quick illustration of systematically marking candles, using EasyLanguage, in terms of bullishness and bearishness.