Category Archives: Modelling

The effect of entries, exits, profit targets on trading system performance

Jez Liberty at Au.Tra.Sy blog has two excellent posts (part 1, part 2) about how entries, exits, and profit targets effect automated trend following systems. Advertisements

Posted in Modelling | Tagged | Leave a comment

Past-to-present-to-future and back

There was a very interesting post at Zero Hedge today, Sketching Outlines of Predictability. The anonymous author begins with: “The difficulty with modeling markets in a dynamical way is that their essence is free human choice, while the central core … Continue reading

Posted in Modelling | Tagged | Leave a comment