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Au.Tra.Sy blog - Automated Trading System by Jez Liberty

Systematic Trading research and development, with a flavour of Trend Following. Welcome to my online repository of research and insights on automated trading system development. Read more about the blog. State of Trend Following in February. State of Trend Following in January. State of Trend Following in December.

Quantivity Uncommon Returns through Quantitative and Algorithmic Trading

Uncommon Returns through Quantitative and Algorithmic Trading. An astute reader suggested reproducing the results from a recent article on regime analysis by Kritzman. This is a fun exercise to be conducted over a series of posts, as doing so illustrates several important economic principles and some elegant mathematics. This post begins by identifying.

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STROMMACRO.WORDPRESS.COM SERVER

We found that the main root page on strommacro.wordpress.com took two hundred and eighty-three milliseconds to download. I detected a SSL certificate, so we consider this site secure.
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