Trading System Concepts and Design
Trading models are created so that the so called human factor can be minimized. Most of the time, production trading models are utilized by firms like hedge funds and larger institutions. Retail traders having access to backtesting tools like TradeStation and other trading platforms can build their own trading systems easily but rarely do they successfully deploy any models to trade their own money.
Over the years I have helped many hedge funds and pro traders developing, refining and maintaining trading models. The sharp contrast between professionals and the retail traders in understanding what trading systems are driving me insane sometimes.
Here is a partial list of articles I have written on building trading system over the years. I have organized the material below into several sections so that it would be easier to find them. Whenever I can locate the rest of the articles I have written will add them here.
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alphabetical order | posting date
Trading with Tick Index: Blind Short Day Trading Model 
I am going to present the first example trading model in this series that exploits the characteristics of the NYSE Tick Index. Most people focus on the intraday behaviour of the Tick Index and forget that it is a great summary statistics tell us what ...
I am going to present the first example trading model in this series that exploits the characteristics of the NYSE Tick Index. Most people focus on the intraday behaviour of the Tick Index and forget that it is a great summary statistics tell us what ...
Trading with Tick Index: S&P 500 Tick16
I wrote an article in the Futures magazine some time ago on S&P 500 Tick16 Index and a basic daytrading system that exploit the statistical bias on the index. Here is some supplement information about the concepts. What is S&P Tick16 Index? The ...
I wrote an article in the Futures magazine some time ago on S&P 500 Tick16 Index and a basic daytrading system that exploit the statistical bias on the index. Here is some supplement information about the concepts. What is S&P Tick16 Index? The ...
Update on Quid Piker the British Pound Trading System
It has been a year since I published the Quid Piker trading system for British Pound. I guess it is a good time to review the model and discuss about forward expectations of trading systems. Update on Performance Following is the net pip gains char ...
It has been a year since I published the Quid Piker trading system for British Pound. I guess it is a good time to review the model and discuss about forward expectations of trading systems. Update on Performance Following is the net pip gains char ...
Weekly STOPD Pattern: S&P Bearish Continuation 1 
There are quite a number of patterns that work around the weekly STOPD price levels giving us a solid edge. This one is a classic bearish continuation setup. Net gain chart below. The Setup [DTBMember] Low below previous week low by 25% of ...
There are quite a number of patterns that work around the weekly STOPD price levels giving us a solid edge. This one is a classic bearish continuation setup. Net gain chart below. The Setup [DTBMember] Low below previous week low by 25% of ...
What profitable trading systems are made of ...
Most of the trading systems available in public are even not profitable or written by beginners. These systems are likely over optimized and not good for incorporating into your own usage. As someone who has been working with real life trading s ...
Most of the trading systems available in public are even not profitable or written by beginners. These systems are likely over optimized and not good for incorporating into your own usage. As someone who has been working with real life trading s ...
What We Can Learn from a Simple Yet Robust Mechanical VIX Based Swing Trading Strategy
Many traders love to know how to utilize various market breadth statistics to improve their trading. However, majority of the narratives out there are all guess work based on visual inspection and speculation on how a market breadth statistics can be ...
Many traders love to know how to utilize various market breadth statistics to improve their trading. However, majority of the narratives out there are all guess work based on visual inspection and speculation on how a market breadth statistics can be ...
Whats the difference between daytrading systems and classic trading systems?
Classic trading systems hold their positions overnight, subjecting themselves to the risk of price shocks caused by breaking news, and changing fundamental environment. Daytrading systems do not have any of these disadvantages, making it very sexy in ...
Classic trading systems hold their positions overnight, subjecting themselves to the risk of price shocks caused by breaking news, and changing fundamental environment. Daytrading systems do not have any of these disadvantages, making it very sexy in ...
Why Do Laurence Connors Market Breadth Trading Strategies Stopped Working?
The interest of using market breadth to time the markets can be attributed to one person, Laurence Connors, thanks to his influence book Investment Secrets of a Hedge Fund Manager. The book was published back in year 1995. The strategies explained in ...
The interest of using market breadth to time the markets can be attributed to one person, Laurence Connors, thanks to his influence book Investment Secrets of a Hedge Fund Manager. The book was published back in year 1995. The strategies explained in ...
You Need More Than A Single Setup
Trading for a living requires a lot of discipline. It also requires a lot of streets smart if you trade discretionarily. One thing that many beginners missed is a basic concept of having multiple setups learned and practiced correctly. Pure comm ...
Trading for a living requires a lot of discipline. It also requires a lot of streets smart if you trade discretionarily. One thing that many beginners missed is a basic concept of having multiple setups learned and practiced correctly. Pure comm ...
