Vertical Solutions

Notes on trading system design and the pursuit of automation

Late at Night, 12/17/05

Late at night
When the moon is full
And the data waxes and wanes
I search for patterns
All night long
Sometimes successful
More often in vain

A cold wind blew
Across the numbers last night
It made me shiver
It filled me with fright
A pattern it crumbled
With nary a sound
My anomalous pattern
Now nowhere to be found...

(See Control Charts for an explanation of the above charts.)

Henry Carstens
Vertical Solutions
carstens@verticalsolutions.com