Tag Archives: systematic trading

Example application of Bergstrom’s e-ratio

This week I calculated the e-ratio outlined by Dave Bergstrom for a systematic trading strategy I am currently developing for the FX markets.  

Posted in Testing, Work in Progress | Tagged , , , , | 2 Comments

Linda Raschke: Great trading resource

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

Posted in Financial Markets 101 | Tagged , | 3 Comments

Trading strategy back-testing nuts & bolts

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

Posted in Futures Trading, Testing | Tagged , , , , , , , , , | Leave a comment

Nine months next to a hedge fund

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

Posted in Financial Markets 101 | Tagged , , , , , , | 6 Comments

Easy Language: Bullish and Bearish Candles

Quick illustration of systematically marking candles, using EasyLanguage, in terms of bullishness and bearishness. 

Posted in Futures Trading, Testing | Tagged , , , , , , | 1 Comment

Systematic Trading Resources & etc

Here’s a brief recap of recent learning resources I have used for coding & systematic trading. The objective has been to improve my EasyLanguage skills and to brainstorm trading strategy ideas. A systematic trader here at the fund explained to … Continue reading

Posted in Work in Progress | Tagged , , , , , , , , , , | 2 Comments