"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.
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Wednesday, 14 July 2010
Addition to title header bar
I have just read an interesting blog post about the source of trend following returns (price-distributions-trend-following) and one of the comments on this blog post includes this - "Trading is statistics and time series analysis. I’m amazed how many 'trading books' fail to cover these relevant topics." I like this so much that I thought I would adopt this as a motto for the Dekalog approach and I have included it in this blog's header bar. I think this neatly sums up the Dekalog approach, which applies the precepts of robust statistics directly to price and derived indicators.
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