Winter break is coming up, can't wait to start several of my projects.
1) Backtest baseline. Compare a few of the automatic systems and see if the gains or losses that they get are statistically different from each other. The main goal of this project is not to find a automatic system that works per say, but to establish a baseline for future programmed trading. Especially for the program that Ryan and Chris are working on, and for the Xtrends old system. If anyone has a systematic trading plan, please let me know and I'll consider adding it in. (Need to work on this at least 20hours/ week)
2) Look for a job. (At least twice a week)
3) Keep working on the ANN. Use Multi layer perceptron and self organizing maps for stock markets. The biggest challange is to find inputs that are significant and can affect the market. (Can only work on this when inspiration hits.)
4) Study nanonoko. (If I have time....) To do this, I'd have to get Hold'em manager working... which seems pretty impossible without re-installing windows.
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment