Thursday, March 11, 2010

UWM Relative Value System Update

UWM System sold at the close cycle triggered sell. This is not a profit target sell...

Here is a link with an overview of system performances for the last few years:  click here . Also note that this is a simple report based on capital required to trade - it does not reflect a proper allocation. Also, keep in mind that the model is using the same settings for all the securities in this spreadsheet, with the exception of trade frequency - which is a highly unusual capability and also indicates that entries that these results are not curve fit.

Wednesday, March 10, 2010

Analytics Examples for the EURO

The example below shows some of my recent work applied to EURO futures. Definately worth a look and Tommy did an excellent job with the trading overview and tutorial.


This video shows some of the recent innovations by M3 for creating fully automated trade analytics. The video below may not display properly for you in the content frame...if it is cropped please use the following link.

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