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Trading
Systems Project
(TSP)
The Trading Systems
Project responds to many FAQ questions about mechanical systems.
TSP provides 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.
The
items in grey font at the bottom of the list represent ideas for
topics. If you wish to help develop these topics and
contribute
your findings to TSP, contact Ed.
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File:
DB/Seykota/Tribe/TSP/Index.html ==> seykota.com/tribe/TSP
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
Skid and Trading Frequency
Last
Update: May 25, 2023
Core Position Sizing
Last
Update: May 25, 2023
Further Research on
Continuous Contract
Last
Update: November 7, 2023
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
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