FXk-means clusteringMachine learningQuant tradingR
Unsupervised candlestick classification for fun and profit – part 1
Candlestick patterns were used to trade the rice market in Japan back in the 1800’s. Steve Nison popularised the idea
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BacktestingFXQuant tradingThink like a traderTools of the tradeZorro
The Financial Hacker’s Cold Blood Index
This post builds on work done by jcl over at his blog, The Financial Hacker. He proposes the Cold Blood
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BacktestingFXZorro
Benchmarking backtest results against random trading part 2
In the first part of this article, I described a procedure for empirically testing whether a trading strategy has predictive
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BacktestingTrading booksZorro
Benchmarking backtest results against random strategies
Picture this: A developer has coded up a brilliant strategy, taking great care not to over-optimize. There is no look-ahead