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Papers - Raw Ideas
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Papers and ideas from 2005-2007 have been collected
into a trading idea reference book:
"Trading Ideas, Volume I"
(Search is available at the bottom of the page...)
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Three Charts, an Idea and a Trading System, 04/20/08
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Adverse Excrusions Oscillator, 04/09/08
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Lessons Learned, 04/06/08
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Using Range to Forecast the S&P, 04/02/08
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A Diet for Traders, 03/30/08
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The Market as a Traffic Jam, 03/21/08
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Second Order Immersion, 03/15/08
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Estimated Drift and the Close-to-Close Oscillator, 03/06/08
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Afternoon Std Dev = 1.5 + .27 * Morning Std Dev, 03/05/08
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The Qualitative Value of a Pattern, Part IV, 02/28/08
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The Qualitative Value of a Pattern, Part III, 02/27/08
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The Qualitative Value of a Pattern, Part II, 02/26/08
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The Qualitative Value of a Pattern, 02/24/08
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Dependency Tests for Trading Systems, 01/25/08
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Control Charts and System Forecasting, 01/20/08
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Buy Strength or Buy Weakness?, 01/19/08
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The Fundamental Macro Equation of the Present, 11/29/07
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Experiment: Does News Matter?, 10/04/07
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Book Review: This is Your Brain on Music, 09/29/07
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Adverse Excursions Part 5: Hypotheses, 09/21/07
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Risk/Reward Indicator FAQ, 09/15/07
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Single Market, Multiple Timeframe Model, 09/05/07
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Adverse Excursions Part 4, Monthly Return Regimes, 08/25/07
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Adverse Excursions Part 3, A Risk Reward Indicator, 08/16/07
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Rolling Optimal f, 08/13/07
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Chart: Post Event Volatility, 08/03/07
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Adverse Excursions, Part 2, 08/02/07
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Adverse Excursions, 07/26/07
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How Do You Know You Are Getting Better?, 07/19/07
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A Search Engine Trading System, 07/15/07
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Graph: Daily Change vs Volatility by Quartile, 07/01/07
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Graph: Daily Change vs Volatility, 06/30/07
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Journal: Designing a Universal Trading System, 06/24/07
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Photosynth Technology, 06/24/07
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The Art of Learning, 06/09/07
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Understanding, 05/18/07
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16 Patterns, 05/04/07
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Mind Over Markets, 05/02/07
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Stops, 04/04/07
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Incremental Alpha Added by Discretion, 02/21/07
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Introduction to Testing Trading Ideas, 02/13/07
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Hierarchical Temporal Memory, 02/06/07
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Rules-of-Thumb, 02/02/07
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Cycle Accumulator, 01/30/07
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Cycles, 01/25/07
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More Anatomies of Trading Systems, 01/19/07
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Anatomies of Trading Systems, 01/18/07
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Anatomy of a Trading System, 01/15/07
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The Energy Expended by a Market, 01/01/07
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Machine Learning and Viable Trades, 12/27/06
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Building a Quant Development Team, v2, 12/26/06
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The Next Move, 12/20/06
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The Number of Viable Trades, 12/08/06
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Analogies Between Chess and Trading, 11/28/06
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System Ranking Metric, 11/18/06
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Orientation, Exploration, Investitagion and Proof, 08/16/06
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The Perfect Chocolate Milkshake, 08/03/06
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The Lego Trading System, 07/17/06
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Predator-Prey, 04/30/06
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Why Successful Traders Regress to the Mean, 01/20/06
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Classes of Anomalies, 01/13/06
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The First Law of Collaboration and the First Law of Anomalies, 01/06/06
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Forecasting and Nuance, 12/30/05
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Late at Night, 12/17/05
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Searching for Answers, 12/14/05
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The Six Rules of System Development, 12/07/05
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It is the Adventurers Who Accomplish Great Things, 12/05/05
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A Thing Rests by Changing, 11/28/05
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Building a Recursive Team to Implement the Recursive Framework, 11/23/05
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A Recursive Framework for Modular Trading System Development, 11/21/05
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An Inkling of The Law of Future Expectations, 11/18/05
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Scanning Moving Average Crossover, 11/9/05
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The Axiom of the Small Edge, 11/3/05
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A System for Accumulating a Stock, the AAPL Accumulator, 10/29/05
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On Dr. Niederhoffer and Refco, 10/23/05
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Eights and Nines, 10/14/05
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Fibonacci Abstractions, 10/10/05
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The 2x2 State Machine as Trading System, 10/07/05
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Animating an Answer to Search for a Question, 10/01/05
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Hurricanes and Markets: Hurricane Data and a Forecast, 9/23/05
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Playing with Data, 9/17/05
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New Kind of Science as Inspiration, 9/10/05
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A Hypothesis About Exit Strategies, 9/05/05
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Tactical Trading with Mechanical Systems, 9/03/05
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The Benefits of Collaboration, 8/29/05
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Einstein on Trading, 8/27/05
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Using 'Or' Instead of 'And', 8/20/05
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Monitoring Systems with Control Charts, 8/18/05
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The Transition to Automation, 8/18/05
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The Transition to Automation, 8/18/05
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The Second Fundamental Question of Trading, 8/14/05
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The Heavy Equipment Operator
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