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  1. brucelevy

    Statistical Arbitrage resources

    I agree, you should get out there and search the charts for answers. I've been looking for a good FX PDF on it but have found nothing but info on swap arbitrage and spreading from the CME, but I'm not looking to do that. I've had good results in testing by analyzing charts, looking for...
  2. brucelevy

    How should you optimize a trading system?

    Your testing should be done on in sample and out of sample data to avoid curve fitting. Always save some data and never look at it until your ready. The ideal program should be robust and run across a multitude of markets. Even if the program does not perform profitable on a certain market IE...
  3. brucelevy

    How many times did you rewrite your trading system before it took off? + Poll

    It took me 16 copies before running live funds. I would say each copy required a significant amount of programming time as well.
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