Pages

▼
Saturday, September 11, 2010

Running Sum

›
We've covered Running SMAs and EMAs ...let's dig into Running Sums or often called Running Totals. Formula as follows: \(Sum_{tod...
1 comment:
Sunday, August 08, 2010

Portfolio Performance for July 2010

›
One thing I've noticed in trading systems over the years is the observer effect . Typically, when a thoroughly backtested system fails....
Saturday, August 07, 2010

New Books

›
Received 2 books today: The Art of Capacity Planning by John Allspaw The House Advantage by Jeffrey MA I first heard about John Alls...
Sunday, August 01, 2010

Exponential Moving Average (EMA)

›
Now that we've tackled Running Simple Moving Averages (SMA) ...let's move on to Exponential Moving Averages (EMA). You may wonder w...
5 comments:
Sunday, July 11, 2010

Portfolio Performance for June 2010

›
"Time flies like an arrow; fruit flies like a banana" -- Groucho Marx My how the months have zoomed by. As you can see from...
Sunday, June 20, 2010

Moving to Wordpress - change your feeds

›
I've moved to Wordpress away from Blogger. Please change your RSS subscription feeds for this site to the following: http://taylortree....

Running Simple Moving Average (SMA)

›
When building a platform to test trading ideas...one of the big issues to deal with is all the indicators that require a spin through the pr...
12 comments:
Sunday, May 30, 2010

Russell 3000 Weekly Stats (05/24/10-05/28/10)

›
Key Figures Russell 3000 IWV Total Active Components 2961 1 Total New Listings this period 0 0 Total Inactiv...
Friday, May 28, 2010

Russell 3000 Daily Stats (05/28/10)

›
Key Figures Russell 3000 IWV Total Active Components 2961 1 Total New Listings this period 0 0 Total Inactiv...
Thursday, May 27, 2010

Russell 3000 Daily Stats (05/27/10)

›
Key Figures Russell 3000 IWV Total Active Components 2961 1 Total New Listings this period 0 0 Total Inactiv...
Wednesday, May 26, 2010

Russell 3000 Daily Stats (05/26/10)

›
Key Figures Russell 3000 IWV Total Active Components 2961 1 Total New Listings this period 0 0 Total Inactiv...
Tuesday, May 25, 2010

Russell 3000 Daily Stats (05/25/10)

›
Key Figures Russell 3000 IWV Total Active Components 2961 1 Total New Listings this period 0 0 Total Inactiv...
Monday, May 24, 2010

Russell 3000 Daily Stats (05/24/10)

›
Key Figures Russell 3000 IWV Total Active Components 2961 1 Total New Listings this period 0 0 Total Inactiv...
Sunday, May 23, 2010

Russell 3000 Weekly Stats (05/17/10-05/21/10)

›
Key Figures Russell 3000 IWV Total Active Components 2964 1 Total New Listings this period 0 0 Total Inactiv...
Friday, May 21, 2010

Russell 3000 Daily Stats (05/21/10)

›
Key Figures Russell 3000 IWV Total Active Components 2962 1 Total New Listings this period 0 0 Total Inactiv...
Thursday, May 20, 2010

Russell 3000 Daily Stats (05/20/10)

›
Key Figures Russell 3000 IWV Total Active Components 2964 1 Total New Listings this period 0 0 Total Inactiv...
Wednesday, May 19, 2010

Russell 3000 Daily Stats (05/19/10)

›
Key Figures Russell 3000 IWV Total Active Components 2964 1 Total New Listings this period 0 0 Total Inactiv...
Tuesday, May 18, 2010

Russell 3000 Daily Stats (05/18/10)

›
Key Figures Russell 3000 IWV Total Active Components 2964 1 Total New Listings this period 0 0 Total Inactiv...
Monday, May 17, 2010

Russell 3000 Daily Stats (05/17/10)

›
Key Figures Russell 3000 IWV Total Active Components 2964 1 Total New Listings this period 0 0 Total Inactiv...
Sunday, May 16, 2010

Russell 3000 Weekly Stats (05/10/10-05/14/10)

›
Key Figures Russell 3000 IWV Total Active Components 2965 1 Total New Listings this period 0 0 Total Inactiv...