Wednesday 13 October 2010

Bayesian Analysis

The thing I'm working on at the moment is applying Bayesian analysis techniques to the trading system, and I'm currently in the research phase consisting of lots of reading and occasional queries to on-line statistical forums. The idea behind this is to develop a methodology to switch between different sets of trading rules, each rule set being applicable to defined market types. More on this as and when I have something relevant to report.

Friday 8 October 2010

Posting to another forum

Readers of this blog might be interested in a recent forum posting of mine here, under babelproofreader.