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

Ed Seykota's FAQ

(formerly: Frequently Appearing Questions)

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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.

 

 

 

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