Category Archives: Trading System Design

BlueTrend Fund, Trend-Following and Data-mining

The BlueTrend fund returned 45.78% in 2008, in a year that the S&P 500 index fell 37% on a total return basis. However, in recent years the performance of the fund has deteriorated. I first present an analysis of the … Continue reading

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Pattern Search and Quantitative Analysis: Examples from the Australian Stock Market

The objective of this blog is to show how one can use Price Action Lab to search for price patterns and analyze their significance using available tools. The examples are from the Australian market and include an index and a … Continue reading

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Fully Automated Trading Systems: A Dubious Idea

The idea that a retail trader, investor or even fund can employ automated trading systems and profit consistently without continuing adjustments or interventions based on fundamental conditions is dubious. The reason is simple: if math could provide the solution to … Continue reading

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New Release of Quantitative Trading Software

Price Action Lab v7.0 was recently released. The new version of this quantitative trading software offers several new features and comes with an add-on that allows a massive expansion of its capabilities. Share

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Performance of SPY2p5 Machine Designed Trading System for 2014

The SPY2p5 system was first machine designed by Price Action Lab software on April 7, 2012, to serve as an example of this method of developing trading systems. In this blog we report 2014 performance results of this trading system. Share

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Release of Price Action Lab v7.0

We are pleased to announce the release of Price Action Lab v7.0.  The new version offers several new features and comes with an add-on that allows a massive increase in the capabilities of this quantitative trading software. Share

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Long/Short Symmetry Effect on Trading System Performance

Although some quants prefer long/short symmetric trading systems there is no conclusive evidence that they offer any advantages, especially when dealing with markets with a structural bias. In this blog post I present two examples of the performance of trading systems that were … Continue reading

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