Trading
Systems Project
(TSP)
The
Trading Systems Project is a response to many FAQ questions about
mechanical systems.
TSP
is an opportunity for readers of FAQ to participate in the design,
verification, testing and implementation of an actual trading system, from the ground
up.
To
participate in the Trading Systems Project, just follow along with the
evolution of the project and volunteer when you feel you have something
to contribute or can cross-check the results.
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Resources
Data
Verification
Last
Update: August 27, 2005
Continuous
Contracts
Last
Update: October 18, 2005
A
Simple Exponential Crossover System
Last
Update: October 26, 2005
A
Simple Support and Resistance System
Last
Update: October 26, 2005
Trends
Last
Update: October 26, 2005
Diversification Study
Last Update: April 27, 2006
Acknowledging Limits: Equity
and Margin
Trend
Definition
Testing
Platforms
Bliss
Functions
Optimizing
a Trend System
Dynamic
Portfolio Selection
Dynamic
Risk Modification
Pattern
Recognition
Presenting
the Results
Forming
a Fund
Compliance
Marketing
Operations
