Hello World! Welcome to 2014! I hope you all enjoyed your break, I certainly did.
I took the break as an opportunity to clear my mind and refocus on the direction I want to take this FX research. Here is the rough plan for the first half of the year:
- Wrap up and document my work on the Grid Trading. Really exciting stuff.
- Researching into some complicated mathematical ideas I have been avoiding and document my findings and how to apply them in my strategies or testing.
- Develop a Monte Carlo based testing method for the strategies.
- After the extensive work I did on Trends last year and I have a strategy that is performing well (I run two instances in live), so it is time to polish the edges and release it.
- A few new indicator ideas I would like to develop and test out.
- Research into equity or index linked correlation strategies.
And I think that is probably enough to keep me busy for 5 or 6 months. So I hope you are excited about the above, I certainly am. Stay tuned for the next post!