Robustness of Algorithmic Trading Systems (That Work)
This is the first of a series of articles that will discuss in depth the topic of algorithmic trading systems for retail investors with particular attention to: optimization and curve fitting, market...
View ArticleThe nth Order Polynomial Acceleration Strategy, Part 1
In previous working papers we showed how the application of a price curve generated by second, third and fourth degree polynomial velocity could be used to develop a strategy to buy and sell intraday...
View ArticleThe nth Order Polynomial Acceleration Strategy, Part 2
This is the second part of a two part article on testing a polynomial acceleration strategy. You can read part one here. Finding The Strategy Input Parameters in The Walk Forward In-sample/test...
View ArticleTesting A Euro Currency Futures Scalping Strategy, Part 4
This is part four in our series on creating a Euro futures scalping strategy. In the last article, “Testing A Euro Currency Futures Scalping Strategy, Part 3”, we combined a volatility filter along...
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