Results for "market state analysis"
Tags
Shortcut to Discovery Computerized Trading System Development and Modeling by Mark Brown
This is a very interesting presentation about system trading and development. The theory of the switches between market states. However he distinguishes just two major market states. So his idea is that there should be an algorythm to switch between the market states: If such and such then sw...Tags: market state analysis
4205 days ago
Neural Networks: Myths and Reality
This is a nice article, I think the Myth 5 is very interesting to read. That is why I think the Eliotware approach is interesting. At least it helped me to make those neural nets softwares work out of sample. This is to read together with the market state analysis. When I fail at least I know why...Tags: neural net, market state analysis
4315 days ago
Algo Futures and the WOW index by Carl Weiss
This is a very interesting site. On this site you can monitor the order flow in some markets: SP 500; Gold and Crude Oil. What is this? This is the WOW index. It has been created by Carl Weiss. The Weiss Index or as he call the WoW index monitors the order flow...Tags: market state analysis, wow index, order flow analysis
4352 days ago