Have a trading idea but cannot test it? Want to improve your current trading strategy? As nine years Director of Research for Connors Research and 14 years as a quant researcher, I can test your idea and give you professional results which will give you confidence in the strategy you are trading. Searching for trading strategies? Searching for an AmiBroker expert? Searching for trading ideas? How good is Smart Beta? Interviewed on Better System Trader.

Systematic Trading research and development, with a flavour of Trend Following. Welcome to my online repository of research and insights on automated trading system development. Read more about the blog. State of Trend Following in February. State of Trend Following in January. State of Trend Following in December.

I am the Director of Operations at The Bornhoft Group. Building on a life-long fascination with systematic solutions to business problems, I am applying my engineering and math skills to the Alternative Investment field with a particular focus on systematic trading strategies and portfolio optimization. Although currently on hiatus from blogging, I am leaving this blog in place in the hopes you will find some topics of interest! View my complete profile.

I am now working on the buy-side of finance industry, as an independent portfolio manager. Prior to that, I spent 6 years at Goldman Sachs. Unexpectedly, I formerly worked as both a researcher and an engineer at Bing. The decision engine powered by Microsoft. In particular, I was working on the image. D in Department of Computer Science and Engineering. And have consulted a few IT.

Reactive-Functional Fun on the Blockchain with web3j. This article was originally published on the Oracle Technology Network. In a recent issue of Java Magazine, I provide a primer on working with the blockchain technology Ethereum using web3j to build Java applications on it.

How do we choose this predictor variable? This formul.

Leeds Investment and Trading Group. We firmly believe that inspiring an inter.

Quantitative investment and trading ideas, research, and analysis. Friday, February 02, 2018. FX Order Flow as a Predictor. Order flow is signed trade size, and it has long been known to be predictive of future price changes. And I have made use of that to test a simple trading strategy using order flow on EURUSD. Finally, one more sanity ch.

Due to changes made to yahoo finance urls of the different tickers, a lot of code posted on this site is upset and will not run smoothly. Machine learning is simply statistics.