521 search results for "trading"

The Leverage Space Trading Model

March 29, 2011
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The Leverage Space Trading Model

I finally got around to reading Ralph Vince’s latest The Leverage Space Trading Model (for a brief summary see this magazine article in Futures), and I’m happy to say that the book was very helpful in approach and example.  I especially enjoye...

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Blackbox trading Strategy using Rapidminer and R II

March 8, 2011
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Blackbox trading Strategy using Rapidminer and R II

Long time without updating the blog for lack of time (again) due to new professional and personal challenges. Continuing with the strategy of Black Box, thanks to recommendations made by several readers and the lack of time to make a good tutorial of the model, I’m going to make available the file with...

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Blackbox trading Strategy using Rapidminer and R II

March 8, 2011
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Blackbox trading Strategy using Rapidminer and R II

Long time without updating the blog for lack of time (again) due to new professional and personal challenges. Continuing with the strategy of Black Box, thanks to recommendations made by several readers and the lack of time to make a good tutorial of the model, I’m going to make available the file with...

Read more »

Algorithmic Trading in R: Available Information

February 12, 2011
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Algorithmic Trading in R: Available Information

After digging through different blogs and info on the web I found an amazingly strong and developping community supporting R for specific applications in algorithmic trading. Thereafter I present some of the major information that I believe are essenti...

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“R” scripts for Metatrader ….. The first steps of many for proper trading

February 5, 2011
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“R” scripts for Metatrader ….. The first steps of many for proper trading

I have designed and developed Automated Trading Systems (ATS) for few years now. Since trading live, I have been fairly profitable (that is, I achieved my goals). However, I had the unsatisfactory feeling that I was missing some information to increase the level of trust in my systems … I was missing the proper tools

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Blackbox trading Strategy using Rapidminer and R

January 23, 2011
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Blackbox trading Strategy using Rapidminer and R

This my first post in 2011. this post has cost me a bit more than usual, but I hope it meets expectations. The aim of this tutorial is to generate an algorithm based on black box trading, with all the necessary elements for evaluation. That is a first post of several, in order to explore the problems, features of...

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Blackbox trading Strategy using Rapidminer and R

January 23, 2011
By
Blackbox trading Strategy using Rapidminer and R

This my first post in 2011. this post has cost me a bit more than usual, but I hope it meets expectations. The aim of this tutorial is to generate an algorithm based on black box trading, with all the necessary elements for evaluation. That is a first post of several, in order to explore the problems, features of...

Read more »

Seasonal pair trading

January 10, 2011
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Seasonal pair trading

quanttrader.info is a good quantitative repository, where I found an idea about seasonal spreads play. The idea of seasonal pair trading differs from pairs trading in a way, that it doesn’t try to find deviation from the spread’s mean, but it looks at seasonal spread patterns. In some cases it is easier to find an

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Genetic optimization for Trading Strategies using Rapidminer and R

December 5, 2010
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Genetic optimization for Trading Strategies using Rapidminer and R

That is the second tutorial of Rapidminer and R extension for Trading and the first in Video. In the last example the ROC obtained is not as good as it should be to make money in this business, To improve the strategy we will try to optimize the trading strategy. Different methods of optimization and objective functions...

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Genetic optimization for Trading Strategies using Rapidminer and R

December 5, 2010
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Genetic optimization for Trading Strategies using Rapidminer and R

That is the second tutorial of Rapidminer and R extension for Trading and the first in Video. In the last example the ROC obtained is not as good as it should be to make money in this business, To improve the strategy we will try to optimize the trading strategy. Different methods of optimization and objective functions...

Read more »