"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.
Readers might be interested in this article about Regime Switching, from the IFTA journal, which in intent somewhat mirrors my attempts at market classification via neural net modelling.
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