System Update

I've written about the concept of focusing on lower win rates versus higher win rates. And on the shift in psychology that is required. How lower win rates are likely more rewarding systems. As counterintuitive as that may seem. That shift in psychology and acceptance of this idea admittedly took me a bit of time.…
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Improving Performance

I recently made a minor change, improving performance in my bond system. Very minor, but the protocol used to determine whether to implement this change was anything but. Every day I come up with some idea to test. Some conditional statement, rule, you name it in hopes of finding performance. Like a scientist in the lab,…
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Source Code

Source code, or the code used to create software is sacred. For open source applications, there is no secret to the sauce. But to automated traders pretty much all source code is proprietary. Traders can spend years developing, tweaking and getting an automated strategy into production. So it is safe to say, there is a large perceived…
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System Development

System Development Requires Patience Most of us understand the need for patience in this business. One of the hardest skills to learn and yet one of the most important. Absent patience you will do many silly mistakes like enter a trade at the wrong time, exit too soon, stay too long, the list goes on.…
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