Although I started trading more than 10 years ago – almost 12 to be exact – my blog and public efforts in trading started in the fall of 2007, almost ten years ago. I was 21 at the time and I viewed trading in a completely different way although my core believes – which is […]
Posts Tagged ‘eye openers’
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- 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
October 2017
August 2017
July 2017
April 2017
March 2017
- Finding out which simple system selections have worked in the past using a GPU
- Three basic ways to classify trading system backtesting statistics
January 2017
December 2016
November 2016
October 2016
September 2016
- Simple long term trend following in Forex minor pairs
- Building a model for continuous out-of-sample performance prediction
August 2016
- Is a symbol that is more traded always more efficient?
- Finally an out-of-sample performance predicting model that works (a bit)
- How long does it take to see in-sample/out-of-sample variable correlations?
- Improving trading system comparisons: The Losing Period Overlap Index
July 2016
- Why do historically top performing trading systems almost always under perform?
- Pairing Forex long term trend followers with stock indexes
- A market truth: What leads to persistent real edges?
- Is the key to more effective diversification the Risk to Reward ratio?
June 2016
- Trading efficiently: Ranking systems by their trading costs
- The Omega ratio: A much better performance metric than the Sharpe?
- New to trading? A serious curriculum to prepare yourself for success
- What is a trading system parameter? Not every possible thing that can be changed!
- Are islands always better than peaks? About system parameters in Forex trading
- Symmetry in Forex trading systems: Should strategies be symmetric?
May 2016
- Quantitative Finance Research is in Trouble: The p-hacking issue
- Profitable strategies on multiple Forex pairs: Using more than 2 pairs
- The relationship between the last year of in-sample testing and the first year of out-of-sample in long term profitable systems
- Are multiple pair strategies better than single pair strategies?
- Forex trading system selection and mean reversion
- Using OpenKantu in Practice: When you try to build "never losing" systems
- What do top out of sample performing trading strategies have in common
- Out of sample profitability and trading system complexity
- The myfxbook great long term accounts: Why do they never last?
April 2016
- Predicting out of sample performance
- Using daily returns in minimum variance optimizations
- Comparing mean-variance and minimum variance portfolio optimization
- Comparing different minimum variance portfolio optimization methods
- Computational cost of portfolio optimizations using CVXPY
- Financial time series: What is a market condition?
- Small computers: Getting pyOpenCL to run on the ODROID-XU4
- Hurst exponent deviations and autocorrelations in currency pairs
- Sorry, there is no "proven" automated trading strategy
March 2016
- Fractal dimension standard deviations and autocorrelations in currency pairs
- Trading Basics: Is it worth it to make money you cannot keep?
- Using R in Trading: What can you really do to reduce portfolio drawdowns
- Rethinking machine learning in trading: Let's mine using the GPU!
- After more than one year of trading: Are there any in-sample/out-of-sample correlations?
- Using R in Trading: Time series forecasting using chaos, Part 1
- 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
- Using Monte Carlo simulations in trading: Key assumptions
- Trading and the GPU: The super power that almost no one uses
- The Future is here: Expanding Forex GPU based mining using shifted timeframes
- Monte Carlo Simulations: Updating failure detection
- Reducing Drawdown Length: Why you can only go so far
- New Algorithmic Trading Timeframes: Just shift it!
- Massively Parallel Trading: Why you need as many systems as you can get
- Building an algorithmic trading plan: Answer these questions
- Hedged Forex Carry Trade Strategies: An Overview
- Thousands of Forex Trading Systems: Lessons from massive algo trading
- Using luck to your advantage: Improving on trailing stop mechanisms in FX trading
- Ptolemaic epicycles and market modeling
January 2016
- Do retail Forex traders really learn anything: A view from recent studies
- Which Forex pairs are the most predictable: An algorithmic perspective
- Curve Fitting and Data Usage: Evidence on why using all available historical data makes sense
- Using or Avoiding Limitations: Arguments against the use of take profit orders
- Amazing Outcomes in Forex Trading: A look from randomness
- Price Action Based Descriptors: Using angles in Forex trading
- One and a half years later: Performance and correlations of a Forex automated system generation methodology
- Machine learning in trading: Predicting multiple trade outcomes using a linear regression model
December 2015
- Know your data: Find your Forex data's GMT shift and DST offset using the NFP news release
- Oanda's not-so-good 1M data: Can you trust your own broker's historical data?
- Is your trading system under-performing? Properly comparing statistics using python
- Credit card sized computers in trading: Trading Forex using the ODROID-XU4
- Creating Successful Machine Learning Systems: My journey in the world of self-adapting strategies, part 2
- Credit card sized computers in trading: Backtesting using the ODROID-XU4
- The Maximum Drawdown: Extreme statistics are a poor proxy for true risk
May 2015
- Building Algorithmic Trading Systems for the Forex market. Part 2: Where to look
- Building Algorithmic Trading Systems for the Forex market. Part 1: Where to start
- Generating a methodology for the creation and trading of machine learning strategies
- A real and solid statistical method to find and quantify support and resistance levels
- Better understanding Data Mining Bias (DMB): It's not a trading system property
- Machine Learning in Forex Trading: Why many academics are doing it all wrong
- Analyzing social trading in Forex: The drivers behind top trader selection
November 2014
- Important Technical Issues in Forex Trading System Development
- The huge disadvantages of manual trading system creation
September 2014
- Measuring trading system risk: Understanding risk outside of historical performance measurements
- Machine Learning in Forex: Data quality, broker dependency and trading systems
- Using R in Algorithmic Trading: Back-testing a machine learning strategy that retrains every day
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
- Building a Multi-currency Machine Learning Forex Strategy for the 1H Time frame
- Using R in Algorithmic Trading: Testing whether an instrument follows a random walk
- Finding Real Historical Inefficiencies: Some surprises from data mining bias analysis
June 2014
May 2014
April 2014
March 2014
- Accurate and systematic evaluation of Data Mining Bias (DMB) in trading strategy creation
- Taking algorithmic system generation to the next level: Using the power of GPUs
- Taking a big step in machine learning: Profitable historical results across multiple Forex pairs
- Going below the one minute timeframe: Implementing simulations with Tick-by-tick resolution
- Understanding the nature of trading system failure: Why trading systems fail
February 2014
- What trading system failure means: Defining and quantifying strategy failure, Part 2
- What trading system failure means: Defining and quantifying strategy failure, Part 1
- The dynamic stop-loss: Changing exits as a function of time
- 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
- Reality Check: Why there is no such thing as a true "out-of-sample test" when using historical data
- Neural Networks In Trading: Building a powerful trading "brain" with several NN
- Are unlikely correlations spurious?: Looking at lags and OS results in price-action based systems
- Designing Forex Systems that Work with a Trailing Stop
- The Importance and Nature of Fundamental Bias: Forex and Stocks
- Forex Trading System Failure: Building Systems for the Worst Case
October 2013
September 2013
June 2013
- Introducing the Asirikuy Trader: Our link between F4 and different broker API solutions for live trading :o)
- Accurate Forex Trading Simulations Including Historically Accurate Swap Rates: Why interest is so important
March 2013
- The Relevance of Back-testing Time: Does a longer, profitable back-test lead to better OS success probabilities?
- Trading the EUR/USD from 1999: Studying long term out-of-sample success and in-sample selection
- All currency pairs are not created equal: Why it is better to design systems for higher liquidity pairs
February 2013
- Developing a trading methodology: Why choosing a single top system is a bad idea
- Answering a Basic Question: What do systems with profitable out of sample results have in common?
- The Kantu Project: Validating a Trading Methodology, System Generation Walk Forward Analysis
- The Kantu Project: Automatic Parameter-less System Generation Using Genetic Programming and Price Action
January 2013
- Advanced Money Management Techniques: Evaluating Their Effect Through Monte Carlo Simulations
- The Asirikuy Renewal Project: New Content, New Framework, No Essay Requirement
- Seasonality and Walk Forward Analysis: Not All Systems Are Created Equal
December 2012
- Seasonal Effects: Finding and Using Them to Improve Your Forex Trading Systems
- Can the Lower Time Frames be Useful? : Discussing Information, Robustness and Reliability
- Neural Networks in Trading: You Need to Look at the Picture, Literally!
- Implementing Another Front-end: Asirikuy Systems Now Trading on MT5 using the F4 Framework
November 2012
- Time Filtering Doesn't Reduce Robustness: Qallaryi's 25 Year Simulated Results
- Cutting Out the Fat at Asirikuy: Changing To Higher Requirements for Trading Strategies
- Enhancing Robustness: Implementing Modifications to Remove a Strategy's Feed Dependency
- Neural Networks in Trading: It's all About Volatility and Directionality
- Building a System for Everything: The Cost of Trading a Universal Inefficiency
- Trading Forex Live: Learning About Your Drawdown Tolerance
- Feed Dependency in Higher Time Frame Algorithmic Systems in the Forex Market: Causes and Effects
October 2012
- An NFA Compliant MT4 Virtual Order Manager, Finally!
- Avoiding Binary Choices: Using Fuzzy Logic Without Lot Size Granularity Problems
- A Switch, a Switch, My Kingdom for a Switch: Changing Trading Logic in Algorithmic Trading Strategies
- Algorithmic S&R: Understanding the Importance of the Time Element
- Walk Forward Analysis: Degrees of Freedom, Adaptability and Survivability
- Understanding the Parameter Space: Some Frequently Asked Questions (FAQ)
- Signal Problems: Obtaining Reliable Historical System Correlations for Portfolio Trading
September 2011
August 2011
July 2011
- Optimal System Parameters: Redefining a Very Important Concept in Algorithmic Trading
- Building Strategies For the Very Long Term: A Story About the Achievement of High Robustness
June 2011
- Occam's Razor in Trading: Applying Parsimony in the Development of Trading Strategies
- Introducing Asirikuy S&R: Finally True Algorithmic Support And Resistance! :o)
- 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?
- Analyzing System Results: The Power Of Logarithmic Equity Curves
- Trader Personality, System Quality, Robustness and Expected Profits: The System Quality Uncertainty Principle :o)
- The Small Profit Disappointment: A Universal Forex Trader Newbie Problem
- What Does it Mean to Have an "Edge" in Trading? Defining an Important Concept
- Neural Networks in Trading: Are Trade Results Correlated? Towards a Universal NN Money Management Solution. Part 3
May 2011
- Organized Learning: Why Being Systematic is Fundamental to Success in Trading
- The Time Array Mismatch Problem: A Dark MT4 Secret Comes to Light
- The Score Tactic: Building a System to Trade on Varied Contributing Factors
- The Golden Problem: Why It is Difficult to Come Up With a Good Trading System for Spot Gold and Some of My Findings
- High Vs Low Reward to Risk: Is One Approach Better Than the Other?
- Getting There: How To Build an Understanding in Forex Trading
- 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
- Diversification in Trading: Not as Simple or Obvious as Most New Traders Think
- Making the Leap: Five Things a Trader Must Realize Before Becoming Long Term Profitable
- 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
- When You Should NOT Trade a Given System: Five Red Flags To Avoid Trading a Strategy
- Starting From Zeros: How To Succeed in Trading Without Spending a Penny
- How Different Are Forex Brokers From One Another?: Comparing Brokers Through Volume, Part No.1
- The Two Ways to Approach Forex Trading: The Story of Two Friends
April 2011
- The Unintuitive Side of Trading: Six Ways in Which "Common Sense" Can Cause you To Fail in Trading
- Learning How to Use Indicators: Five Tips To Use These Trading Tools Effectively
- MyFxBook Kicks it Out of the Park: Why This Publishing Service is the Best for Metatrader Accounts
- How Money Works: Changing to a New Monetary System
- Trade More or Trade Less: Getting Clearer About This Issue
- How Money Works: Building a New System (My Ideas on the Ideal Monetary System)
- How Money Works: The Problems of Our Current Monetary System
- The Effects of Increasing System Number: The Deterrents of Big Portfolios
- They Say 90-95% of Retail Traders Lose All Their Money: Any Evidence ?
- Indicators Vs Price Action: Is One Better Than the Other ?
- How You Can Make One Million Dollars From 100 USD in One Day Using Forex (And Why It Will Never Happen)
- Trade More or Trade Less: The Incidence of Trading Frequency in System Quality
- Algorithmic Trading and Books: My Recommendations for Those Interested in Automated Trading Strategy Use and Development
- The Average Forex Retail Trader: A Poor Risk Adjusted Performer Against the Market
- Why Asirikuy Live Results Are Not Public: Explaining Some of My Views on Live Testing
March 2011
- Forex Binary Options: Are They Any Better Than Spot Forex?
- Historical Max Draw Down Abundance in Monte Carlo Simulations: An Excellent System Quality Indicator?
- Trading Fixed Position Sizes: The Big Problem With This Lot Sizing Approach
- Trading Independence: A Goal Every Algorithmic Trader Should Have
- Real Risk and Risk Perceptions Two VERY Different Things
- Trader Responsibility: The Role You Should Play on Your Own Trading
- Destroying a Trading Myth: Reversing a Losing System DOES NOT Produce a Profitable One
- Want to Succeed in Forex Trading on Your First Try?: Six Tips to Greatly Increase Your Chances of Success
- Risk Balancing Amongst Trading Systems: Should We Reward Top Performers ? Yes and No
- Profitable Systems and Draw Down: Why Even the "best looking" are Tremendously Hard to Trade
- Advantages of Code Sharing: The Big Pros of Sharing Code with Fellow Traders
February 2011
- Starting Up in Forex Trading: Six Tips for Those Very New to the Trading World
- Ending an Important Cycle: No More Commercial Forex System Reviews for Me :o)
- A Global View: The True Ultimate Forex Weapon
- So You Want to Improve Your Trading ? : Be Your Own Ideas' Worst Enemy
- Trading Across Important Market Changes : A DEM/USD Designed System Trading the EUR/USD
- Low Liquidity Pairs : Is Trading Them Worth the Hassle?
January 2011
- Women in Trading: Why They Rarely Do It and Why They Are Better At It
- The Perception of Success : How We Get an Erroneous Idea of What the Market Has to Offer
- Talking About "Party Time" : For How Long Could We Expect Profitable Strategies to Remain Profitable
- Advanced Trading Indicators : Their Reality and Possibilities
- Comparing Your System's Profitability Against Random Outcomes : An Edge or Just Luck ?
- Get Your Feet On Earth: Understanding the Difference Between Expected and Real Profits
- The Stop Loss in Forex Trading : Use It or Avoid It ?
- When Money Management Goes Wrong : What Happens When Traders are Irresponsible
- The Limitations of Automated Trading : What Algorithmic Trading Will and Will NOT Do For You
December 2010
- Some Truths About Automated Trading : Ten Facts Every New Trader Should Know
- The Small Hungry Retail Investors : Why Professionals Laugh at the Little Guy
- The Trading of Commercial Systems : The Great Short Comings of This Approach
- Modelling Quality in Metatrader 4 : An Almost Meaningless Number
- Accurate Scalper Development : What Needs to Be Done to Reliably Develop Scalping Strategies
- Money Management in Forex : The Great Importance of Moral Hazard
- Knowing When Systems Stop Working : Why Learning System Worst-Case Statistics is Vital for Success
- The Lower Time Frame Problem : Why Metatrader Cannot Accurately Simulate Systems Below the 30 Minute Time Frame (NOT even With 99% Testing Quality)
November 2010
- Trading the Forex Minor Pairs : Is It Worth the hassle ?
- The Trading Rules Paradox : Why Many Praise Trading Rules but Think Algorithmic Trading is Not Profitable
- The Cycle of a Profitable Algorithmic Trader : What it Takes To Succeed Using Automated Trading Strategies
- Avoiding the Initial Account Wipe Out : Five Tips to Increase Your Chances of Avoiding Total Account Loss
- Destroying a Mechanical Trading Myth : Frequent Short Term Optimization Works
- Success in Forex : It's Not Only About Effort
- Measuring Yourself Against the Big Boys: Using the Currency Trader Magazine Barclay Index Data
- So You are Finally Getting It ? : Five Signals You Are Doing Something Right as a Forex Trader
- Bottom Line : Extraordinary Claims Require Extraordinary Proof
- The Dangers of Real Live Results : No Understanding, No Meaning
October 2010
- Doomed to Fail : Why Absolute Assumptions About the Market Kill Systems
- Trading Rules : If Only it Was This Simple
- A Big New Traders' Problem : the "All or Nothing" Mentality
- Destroying a Myth : Past Results Do Not Matter
- Short Term Unpredictable, Long Term Inefficient : Chaos Theory in Trading
- So You Can't Go Broke Taking Profits ? : Destroying a Common Trading Myth
- How Big Traders Got Big : What the Journeys of Successful Traders Have in Common
- The Things I did Wrong : Five Bad Mistakes I Made as a Forex Rookie
- Your Scalping and High Frequency Trading : Two Very Different Things
- Using Trading Systems : Why It is a MUST to Understand Their Logic
September 2010
- What is Needed For Success In Forex Trading ? An Exercise Dividing the Necessary Skills Into Percentages
- Fixed Profit Targets in Forex Trading : Why This is a Very Bad Idea
- Short Term Randmoness and Long Term Statistics : Learning to Evaluate the Live Results of a Trading System
- Can Everybody Succeed at Trading ? : Six Reasons Why Most Will Not Achieve Success
- Ending a Myth : Are All Trend-Following Systems Long Term Strategies With Many Losses and Few Profitable Trades ?
- Destroying a Myth : Indicators Lag… Actually, they don’t.
August 2010
- Easy Profit in Automated Trading, Logical Proof of its Nonexistence
- Yes, You ARE Looking for the Holy Grail : A Message for People New to Trading
- Why People Do Not Take Advice : Five Reasons Why Learning From Others is SO Hard in Forex Trading
- The Biggest Issue of Online Forex Trade Learning Sources : The IMO Problem
July 2010
- Trading a Martingale Based on Backtests : A VERY Dangerous Road
- Five Automated Trading Myths : Clearing Up Some General Misconceptions
- The Desirability of a Position : Why Long Term Profitable Automated Trading is Naturally Incredibly Hard
June 2010
May 2010
April 2010
- The Draw Down Obsession… Why Stubborn Systems are VERY Dangerous
- Competing with Paper : Problems with Demo Contests
March 2010
- Reversing Strategies… It Almost Never Works !
- Why Zulu Trade is a Death Trap for Traders
- Forex Trading and Gambling… One and the Same
- Ten Reasons why People Fail to Live From Automated Trading
