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visits member for 3 years, 10 months
seen Sep 27 at 14:47

May
19
asked Intermarket analysis - related time series?
May
19
comment Source of Quandl Open Data
I'd like to know this "straight answer."
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?