Portfolio Management Software
In our last Bulletin we presented our reasoning for using multiple systems in multiple markets in order to produce more consistent profits and to generate a smoother equity curve. In this Bulletin we will address some of the practical aspects of controlling our position sizes when employing this strategy. When […]
Unlike technical trading systems popular in the 1980s, artificial neural trading systems use an iterative “training” process to forecast prices and trading signals without rule-based “optimization” of system parameters or technical indicators. Instead, neural systems “learn” the hidden relationships within selected technical and fundamental data that are predictive of a […]
The forums that discuss trading systems and their development often ask about the value of walk forward testing. The question is usually accompanied by comments about how hard it is to get good results from the out-of-sample tests from the walk forward runs, whereas it is relatively easy to get […]
Systematic trading is a popular and potentially profitable way to trade a variety of markets, including stocks, futures, and foreign exchange. In systematic trading, a trading system generates buy and sell signals using a predefined set of trading rules. In many cases, the trading system can be automated so that […]
The following situation happens quite often to many traders. Look it over and see if it has been happening to you: You have been faithfully following your trading plan and the rules you’ve set for trading. By following them you are now in a trade that doesn’t look so good. […]