Ed Seykota, 2003 - 2009 ... Write for permission to reprint.

Ed Seykota's FAQ

(formerly: Frequently Appearing Questions)

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Trading Systems Project





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.






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



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