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visits member for 3 years, 2 months
seen Mar 11 at 13:10

Feb
8
awarded  Yearling
Dec
16
answered Open source equity/bond index data
Aug
8
answered Industry convention to track trading performance against market indices?
Apr
20
answered How is the MESA sine wave calculated?
Mar
5
comment How to identify technical analysis chart patterns algorithmically?
I second the premise of this answer. I think that applying machine learning to pattern recognition is a well established field.
Feb
8
awarded  Yearling
Jan
30
awarded  Scholar
Jan
30
accepted What should be considered when selecting a windowing function when smoothing a time series?
Jan
17
awarded  Nice Answer
Jan
3
comment How can I go about applying machine learning algorithms to stock markets?
This is much the same as the approach I'm taking with Neural Nets and blogging about at dekalogblog.blogspot.com I would be interested to hear more about how you're getting on with your version of the same.
Nov
11
answered What data sources are available online?
Oct
9
revised How to account for bid/ask spread when backtesting?
Expanded answer in response to SRXX's comment
Oct
9
answered Detrending price data for analysis of signal returns
Oct
8
answered How to account for bid/ask spread when backtesting?
Sep
20
answered Code for Evidence Based Technical Analysis
Sep
17
comment How should I include the bid-ask spread as a transaction cost in a backtest?
After receiving a signal from daily close data the earliest opportunity to open a trade would be the following day's open. Why is it "common practice" to use the following day's close? This implies that one waits a whole trading session before acting on the signal.
Jul
12
answered Are there any standard techniques for adding realistic synthetic microstructure noise to a price series?
Jul
6
answered Why is the Drawdown measure not used for portfolio optimization?
Apr
25
comment Why in general is the variance of volume changes higher than variance of price changes?
Accepting that this is true would the implication be that indicators that combine price and volume, such as OBV, money flow index etc. are fundamentally flawed?
Apr
25
answered Entry and exit points for very short mean-reverting timeseries