Escalator Up Elevator Down: Asymmetry in Price Moves
In describing price moves we often hear the expression escalator up elevator down. But is it really true? We investigate.
GI => GO (III) Data Validation
Even the best commercially available data contains errors. You must have a data validation protocol to help you find and remove them. Remeber your analysis is only as good as your data!
GI => GO (II) Creating Good Price Series
Creating good data series for back-testing is critical for effective trading system design. In this post, I discuss the advantages of ratio-based continuous contracts.
Garbage In => Garbage Out
Everything in trading system design starts with the raw data: GI=>GO. For my purposes at this time, I do not require live tick data nor do I require greater granularity than EOD data. To date, the best source I have found is CSI. They claim very low error rates and...Ian Rayner
Hedge fund advisor: Make smarter allocations. Build better portfolios.