Systematic traders almost always use backtesting to assess the past performance of a trading algorithm. This is an incredibly valuable tool as it allows us to obtain an idea of how a trading algorithm would have performed in the past without having to actually trade a system for long periods of time. However the entire […]
Posts Tagged ‘market aspects’
- 2017: Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
- 2016: Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
- 2015: Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
- 2014: Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
- 2013: Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
- 2012: Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
- 2011: Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
- 2010: Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
March 2017
January 2017
- Comparing Backtesting and live trading system execution: After one million trades
- Downloading and saving historical trader positioning data from Oanda using Python
- Want to know if there was a trend? Look at retail trader positioning
December 2016
September 2016
August 2016
- Understanding position sizes in stocks and Forex
- Is a symbol that is more traded always more efficient?
July 2016
- Expanding price action based mining: Magnitudes and asymmetries
- A market truth: What leads to persistent real edges?
- Dealing with spread increases in algorithmic trading
June 2016
- Systematic spread increases: Why you shouldn't trade Forex at the NY close
- Trading efficiently: Ranking systems by their trading costs
- Trading hourly return regularities in the GBP/JPY
- Historical volatility in the GBP: What can we expect from a Brexit?
- Twitter historical data and financial time series predictions
- Are Forex trading hours correlated with return directionality?
- Symmetry in Forex trading systems: Should strategies be symmetric?
- Relationship between returns and market conditions viewed from the fractal dimension
May 2016
- Ideal execution Vs Real execution: Looking at FX data from thousands of trades
- Are multiple pair strategies better than single pair strategies?
- Using R in Trading: Looking at consecutive bars in different symbols
- A look at ETF based currency trading instruments
April 2016
- Predicting out of sample performance
- Hurst Exponent Deviations: Expected values for efficient data series
- Financial Time Series: Can you generate new valid data?
- Financial time series: What is a market condition?
- Hurst exponent deviations and autocorrelations in currency pairs
March 2016
- Using R in trading: Backtesting a Chaos based prediction system
- Fractal dimension standard deviations and autocorrelations in currency pairs
- The Hurst Exponent and Forex trading instruments
- Distribution properties say nothing about the efficiency of financial time series
- Trading Basics: Is it worth it to make money you cannot keep?
- Using R in trading: Is the fractal dimension constant in financial timeseries?
- What makes an analyst worth your time
- Using R in Trading: Time series forecasting using chaos, Part 3
- Using R in Trading: Time series forecasting using chaos, Part 2
- Using R in Trading: Time series forecasting using chaos, Part 1
- Using R in Trading: Calculating a simple Efficiency Index
- Are more liquid markets more efficient? Evidence from the Efficiency Index statistic
- Rags to riches in Forex: The probabilities of going from 50 USD to 1 Million
February 2016
- New Algorithmic Trading Timeframes: Just shift it!
- Hedged Forex Carry Trade Strategies: An Overview
- Dealing with swap charges in your Forex system
- Ptolemaic epicycles and market modeling
January 2016
- Machine Learning in Trading: What about lower timeframes?
- Do retail Forex traders really learn anything: A view from recent studies
- Which Forex pairs are the most predictable: An algorithmic perspective
- Amazing Outcomes in Forex Trading: A look from randomness
- Price Action Based Descriptors: Using angles in Forex trading
December 2015
- Converting MT4 binary history files: hst to csv using a python script
- Following the leader: Why social Forex trading might never work
- Using OpenKantu in Practice: Is old Forex data irrelevant in today's market?
- Is your Forex data full of holes? A script for the evaluation of Forex data quality using Python
- Understanding financial time series data: Why a 1D bar is not the same as a 1M bar
September 2015
May 2015
- A real and solid statistical method to find and quantify support and resistance levels
- Analyzing social trading in Forex: The drivers behind top trader selection
- Quantifying global interest in trading: A look into google trends
January 2015
- Trading a Real Market: What the Swiss National Bank taught retail traders today
- Determinism and Entropy: Choosing which Forex pairs to trade using R
November 2014
September 2014
August 2014
- Looking at Forex Retail Champions: The best live trading, verified and long term myFXbook trading account results
- Analyzing random trader outcomes: Trend-following biases with different lookback periods on the EUR/USD
- Following the Trend: Analyzing the effect of trend following bias on random traders in the FX market
July 2014
- Treasure Hunter Behavior in FX: Looking at random trading scenarios involving high risk and fixed growth targets
- Is there a better, edge independent, risk to reward scenario? Analyzing different random trading scenarios on the EUR/USD
- A Forex Trader's Journey: Studying random trading outcomes on the EUR/USD
February 2014
- Moving From Metatrader to Oanda: Goodbye forever Metaquotes!
- Talking about BitCoins: What they are, what they can be and what they probably cannot be
- Why current Forex market conditions are different: A look into historical volatility and directionality
- Price Action Vs Technical Indicators: Facts, myths and real differences
January 2014
- A look into feed dependency in FX trading: Quantifying OHLC data differences between brokers
- Using R in Algorithmic Trading: Generating simple random financial time series
- Why CFDs are not stocks: A few things you should know before you trade these instruments
- Using R in Algorithmic Trading: Simple time series characterization. Part Two
- Using R in Algorithmic Trading: Simple time series characterization. Part One
- The Importance and Nature of Fundamental Bias: Forex and Stocks
October 2013
September 2012
June 2011
- The Sacrifice to Be Profitable: Five Things You'll Need to Accept to Become a Long Term Profitable Trader
- Big and Small Money: Does the Little Guy Have an Advantage?
- Cerberus: Reaching a New Level in Metatrader Monitoring Capabilities
- Trader Personality, System Quality, Robustness and Expected Profits: The System Quality Uncertainty Principle :o)
May 2011
- The Time Array Mismatch Problem: A Dark MT4 Secret Comes to Light
- The Golden Problem: Why It is Difficult to Come Up With a Good Trading System for Spot Gold and Some of My Findings
- Understanding Broker Dependency: What Makes Results Different From One Broker to Another
- Looking at Online Trading Advice: Five Common "Tips" that Might Cost you Dearly
- Improving on the Average True Range Concept: Asirikuy Volatility
- Discretionary Vs Algorithmic Trading: Is One Better Than the Other? No!
- Missing the Money Train: The Psychological Effect of Positive Performance
- How Different Are Forex Brokers From One Another?: Comparing Brokers Through Volume, Part No.1
April 2011
- MyFxBook Kicks it Out of the Park: Why This Publishing Service is the Best for Metatrader Accounts
- How Money Works: Replacing a "Loan Based" Economy
- How Money Works: Changing to a New Monetary System
- Asirikuy and Signal Services: My Opinon on Third Party Signal Selling Using Asirikuy Systems
- How Money Works: Building a New System (My Ideas on the Ideal Monetary System)
- How Money Works: The Problems of Our Current Monetary System
- Best Forex Broker From Thousands To Millions? I say Dukascopy
- They Say 90-95% of Retail Traders Lose All Their Money: Any Evidence ?
- Solutions to Broker Dependency: Would Trading Only One Feed Work ?
- Towards Eliminating Broker Dependency: Fuzzy Logic, Another Technique to Help
- How You Can Make One Million Dollars From 100 USD in One Day Using Forex (And Why It Will Never Happen)
- The Average Forex Retail Trader: A Poor Risk Adjusted Performer Against the Market
March 2011
- Forex Binary Options: Are They Any Better Than Spot Forex?
- Real Risk and Risk Perceptions Two VERY Different Things
- Forex Broker Deposit Bonuses: A Big and Dangerous Lie in Forex Trading
February 2011
- Solving the Time Setting Problem: Finally a Reliable, Error-Free, Completely Automated Time Detection Solution for MT4 (and 5)
- Analyzing Hypothetical Cases: And What If There Was No Euro ?
- Universal Forex Inefficiencies: Only a Long Term Trend Following Phenomena?
- Does the Lack of a Central Exchange Breed Inefficiencies ? : Analyzing the Potential and Problems of Strategies Which Arise From Broker Differences
January 2011
- Predatory Trading : The Illegal Way to Profit from Someone's Edge
- Women in Trading: Why They Rarely Do It and Why They Are Better At It
- The Stop Loss in Forex Trading : Use It or Avoid It ?
- When Money Management Goes Wrong : What Happens When Traders are Irresponsible
- Analyzing Hypothetical Cases: The "One World Currency" Proposal and Its Effect on Trading
December 2010
- Black Swan and Trading Strategies : Protecting Ourselves Against Unknown Events
- Holiday Trading : To Trade or Not to Trade ?
November 2010
- Automated Trading Execution : Dependent Vs Independent Platform Solutions
- Measures of Volatility : Going Beyond the ATR
- So, Do You Want to Own a Broker ? : FXCM going public on NYSE
- Inefficiencies in Trading : Are There Local and Global Inefficiencies ?
October 2010
- Stocks Vs Forex : Why It is Easier to "get rich quick" With Stocks
- Is Trading an Art or a Science ? : Well, Definitely Not an Art
- Short Term Unpredictable, Long Term Inefficient : Chaos Theory in Trading
September 2010
- New CFTC Rules : What They Mean and What They Try to Achieve
- The September Effect : The Ghost Around the Corner ?
August 2010
- Three Way (Triangular) Arbitrage in Forex : Does it Work ?
- Liquidity in Forex, Part No.2 : Analyzing the Liquidity of Different Pairs
- Liquidity in Forex, Part No.1 : What it Means and Why it is Important
July 2010
- Weird Arbitrage Opportunities in Currency Trading : The USD/COP Case
- Getting the Most out of Trading : Using a Forex Spread Rebate Service
June 2010
- It is NOT Only About the Spread : Understanding Market Depth
- Are there any Bad Market Conditions in Forex Trading ?
May 2010
- The Market Fights Back : Five Ways in Which the Market Protects Itself from Massive Mechanical Exploitation
- Protecting Your Account Against Inflation – A Concern For Long Term Forex Investors
