June 2, 2010 Leave a comment
The premier place when if you want to be learning about systematic trading. Its interesting to note that the author David Varadi was formerly a research analyst who used to condemn technical analysis, but made a complete u-turn when he understood the basis of technical analysis.
One of his regular rants include his discussion on creating adaptive indicators. Basically it means that no matter what your indicators you must include them they cannot be static and they must represent the current state of the market. The most important part of such an algorithm should be: