qusma.com
Stock Return Day of the Month Seasonality, US Markets - QUSMA
http://qusma.com/2012/10/06/day-of-the-month-seasonality-part-1-sp-500-nasdaq-100-russell-2000
Day of the Month Seasonality Part 1: S&P 500, NASDAQ Composite, Russell 2000. Day of the Month Seasonality Part 1: S&P 500, NASDAQ Composite, Russell 2000. October 6, 2012. Middot; by admin. Middot; in QUSMA. My first post is inspired by the recent day of the month seasonality posts over at MarketSci ( one. In this post I will show how day of the month seasonality applies to the S&P 500 as well as two other popular indices: the NASDAQ Composite and the Russell 2000. A quick comparison of the statistics:.
qusma.com
Trading Performance Analysis - QUSMA
http://qusma.com/2013/08/19/my-performance-analysis-tools
My Performance Analysis Tools. My Performance Analysis Tools. August 19, 2013. Middot; by admin. Middot; in QUSMA. These situations, and performance evaluation in general, are a crucial part of the research/trading/performance loop:. A lack of attention to performance, and the underlying factors that drive it, will have a deleterious effect both on your long-term trading results and the things that you will discover in the research stage. Which have a very simple and easy to handle XML structure. Statist...
qusma.com
Announcing QPAS: Open Source Performance, Risk, and Execution Analytics - QUSMA
http://qusma.com/2014/06/06/announcing-qpas-open-source-performance-risk-execution-analytics
Announcing QPAS: Open Source Performance, Risk, and Execution Analytics. Announcing QPAS: Open Source Performance, Risk, and Execution Analytics. June 6, 2014. Middot; by admin. Middot; in QUSMA. So I wrote my own (I blogged about it here. I’m very happy to announce that the first version (0.1) of the QUSMA Performance Analytics Suite (QPAS) is now available. For an overview of its main performance analysis capabilities see the. Or the comments on this post. While the IB flex statements provide enough da...
automated-trading-system.com
Forex | Au.Tra.Sy blog - Automated trading System
http://www.automated-trading-system.com/category/instruments/forex
Blog – Au. Systematic Trading research and development, with a flavour of Trend Following. Welcome to my online repository of research and insights on automated trading system development. Read more about the blog. AuTraSy recommends CSI Data. A Futures Broker who can Execute your Trading System and provide access to Global Markets and CTA's all at great rates. Trend Following Wizards – July. Trend Following Wizards – June. State of Trend Following in June. Trend Following Wizards – May. Read more →].
automated-trading-system.com
Equities | Au.Tra.Sy blog - Automated trading System
http://www.automated-trading-system.com/category/instruments/equities
Blog – Au. Systematic Trading research and development, with a flavour of Trend Following. Welcome to my online repository of research and insights on automated trading system development. Read more about the blog. AuTraSy recommends CSI Data. A Futures Broker who can Execute your Trading System and provide access to Global Markets and CTA's all at great rates. Trend Following Wizards – July. Trend Following Wizards – June. State of Trend Following in June. Trend Following Wizards – May. Read more →].
automated-trading-system.com
Au.Tra.Sy blog – Automated trading System — Systematic Trading research and development, with a flavour of Trend Following
http://www.automated-trading-system.com/library
Blog – Au. Systematic Trading research and development, with a flavour of Trend Following. Welcome to my online repository of research and insights on automated trading system development. Read more about the blog. AuTraSy recommends CSI Data. A Futures Broker who can Execute your Trading System and provide access to Global Markets and CTA's all at great rates. Trend Following Wizards – July. Trend Following Wizards – June. State of Trend Following in June. Trend Following Wizards – May. 8211;No review/s...
automated-trading-system.com
Au.Tra.Sy blog – Automated trading System — Systematic Trading research and development, with a flavour of Trend Following
http://www.automated-trading-system.com/resources/subscribe
Blog – Au. Systematic Trading research and development, with a flavour of Trend Following. Welcome to my online repository of research and insights on automated trading system development. Read more about the blog. AuTraSy recommends CSI Data. A Futures Broker who can Execute your Trading System and provide access to Global Markets and CTA's all at great rates. Trend Following Wizards – July. Trend Following Wizards – June. State of Trend Following in June. Trend Following Wizards – May. Please note: I h...
automated-trading-system.com
Free Code | Au.Tra.Sy blog - Automated trading System
http://www.automated-trading-system.com/free-code
Blog – Au. Systematic Trading research and development, with a flavour of Trend Following. Welcome to my online repository of research and insights on automated trading system development. Read more about the blog. AuTraSy recommends CSI Data. A Futures Broker who can Execute your Trading System and provide access to Global Markets and CTA's all at great rates. Trend Following Wizards – July. Trend Following Wizards – June. State of Trend Following in June. Trend Following Wizards – May. In “Smooth...
automated-trading-system.com
Resources | Au.Tra.Sy blog - Automated trading System
http://www.automated-trading-system.com/resources
Blog – Au. Systematic Trading research and development, with a flavour of Trend Following. Welcome to my online repository of research and insights on automated trading system development. Read more about the blog. AuTraSy recommends CSI Data. A Futures Broker who can Execute your Trading System and provide access to Global Markets and CTA's all at great rates. Trend Following Wizards – July. Trend Following Wizards – June. State of Trend Following in June. Trend Following Wizards – May. Moving Median: a...
automated-trading-system.com
Development | Au.Tra.Sy blog - Automated trading System
http://www.automated-trading-system.com/category/development
Blog – Au. Systematic Trading research and development, with a flavour of Trend Following. Welcome to my online repository of research and insights on automated trading system development. Read more about the blog. AuTraSy recommends CSI Data. A Futures Broker who can Execute your Trading System and provide access to Global Markets and CTA's all at great rates. Trend Following Wizards – July. Trend Following Wizards – June. State of Trend Following in June. Trend Following Wizards – May. Read more →].