Category Archives: Trading System Synthesis

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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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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Quantitative Trading Software

Back-testing is the main tool trading system developers use for discovering an edge. But most experienced quant traders know that there is no easy solution to the problem of data-mining bias and due to that systems discovered via the use … Continue reading

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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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Update on the Performance of a Machine Designed System For Trading Forex

A system for trading GBPUSD based on daily data was machine designed by Price Action Lab on June 5, 2012. This post is an update on the performance of this system. Share

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