"Trading is statistics and time series analysis." This blog details my progress in developing a systematic trading system for use on the futures and forex markets, with discussion of the various indicators and other inputs used in the creation of the system. Also discussed are some of the issues/problems encountered during this development process. Within the blog posts there are links to other web pages that are/have been useful to me.
In my post of 3 April 2011 I suggested that there might be an error in the data I have for the Dollar Index contact. This turns out to have been a well-founded suspicion. More details here.
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