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Well, start trading it already! I too am cynical, but then this makes me want to see the real actual trading results. I suspect that some of the trades won't get filled. Also are you including commisions in your analysis? The difference is small but if you make $146 per trade then minus $9...

See also TalkStats forum: http://www.talkstats.com/

For MatLab, check out Wilmott forum: http://www.wilmott.com/index.cfm As you can see, topics are very different from the TradeStation forum. You are more likely to see discussion of jump diffusion, volatility models, PCA/ICA, etc. Versus TradeStation discussions of moving averages, pivot...

Eliminate based on performance on the training data or eliminate based on performance on the test data?

If this is indeed for HFT, then yeah. I've heard it called event stream processing (ESP) or complex event processing (CEP). Oracle does have something called Oracle CEP.

Some of the AAII value screens are decent, you might try any forum that discusses those... http://www.google.com/search?q=aaii+value+forum Keywords: Buffett, Dreman, Graham, Lakonishok, Lynch, Neff, Oberweis, O'Shaughnessy, Piotroski, Schloss, Weiss.

Databases take care of this thinking and optimization for you. They are faster than a developer who doesn't realize when b-trees (and other data structures) are faster than arrays. On Linux you can also optimize the file system. My point is, a database might be binary files, but one binary file...

Why KDB? For "scalable" and "column oriented" there are other options out there. How many terabytes of data do you have? How fast do you need to process queries? Is this for HFT? Are you serving data to a team of 100 employees or is it just you? What types of queries does your data need to be...

PostgreSQL for persistent store but I frequently cache data in memory, just as arrays but you could use b-trees, tries, hash map, etc. depending on your needs. Note, even with PostgreSQL which I've had zero problems with, I make backups.

Saturday morning I got up early, quietly dressed, made my lunch, and slipped quietly into the garage. I hooked up the boat up to the van, and proceeded to back out into a torrential downpour. The wind was blowing 50 mph, so I pulled back into the garage, turned on the radio, and discovered that...

The two methods I've seen for "proving" something isn't random are: (a) Throw random data at the trained neural net. Is the neural net able to distinguish random data from real data? (b) Use a random method like flipping a coin, tossing dice, or pseudorandom numbers to pick trades based on...

You won't find it spelled out for you but there are some books out there that have good ideas that almost give a good strategy. Determine what information to believe and what information to ignore. I for one wouldn't be interesting in collaborating because two people I know who trade very...

- Am I an R trader? I use the R GUI for statistical analysis, not for actual trading, although there are packages to allow trading with R. - Debugging might be an issue. Quality should not be, because it's open source. With a closed-source system you really don't know if the implementation...

What language(s) are you using to build your system? You won't get into details of a system unless you're willing to be specific about the details of your system. What language, software, library(ies), and/or database are you using?

The message board doesn't seem to be very active but the magazine (Technical Analysis of Stocks and Commodities) lists new strategies every month. http://message-boards.traders.com/ If you're looking for more tried-and-true methods, try reading a book. In fact, read lots of books. There...

You could use the PerformanceAnalytics library in R. Source code is available: http://braverock.com/brian/R/PerformanceAnalytics/html/SortinoRatio.html http://cran.r-project.org/web/packages/PerformanceAnalytics/vignettes/PerformanceAnalyticsPresentation-UseR-2007.pdf Note, IMHO it only...

Is there a list of confirmed takeover / buyout / merger stocks kept anywhere? In backtesting most of the time I can tell when price hasn't change much in 5 days that an offer has been made / accepted, but I wonder if anyone keeps such a list... Thnks! Stox

The video mentions this towards the end: http://technology.timesonline.co.uk/tol/news/tech_and_web/article4742147.ece Reports of United Airlines bankruptcy caused stock to drop from $12 to $3 even though a human reading the story could have told from the content that the story was not...

It can only understand words, not sentences, but apparently that's enough. "The five verbs with the highest positive impact on stock prices are planted, announcing, front, smaller and crude." Of course once you know what the AI is looking for you can game the system to give your stock a...

RSI is typically 14-day but if you set it to 5 days or less maybe that's what you're looking for. You could maybe measure same thing with 5-day moving average over 20-day moving average (moving average = DMA or EMA, over = divided by). You could then for the volume part take 5-day average volume...