Comments on Max Dama on Automated Trading: Trading System Data Diagram

Newton, Thanks, I'm subscribed to your blog too. ...

2009-06-25T01:03:15.318-07:00

Newton,

Thanks, I'm subscribed to your blog too. I read it every time you put a new note up. It must be amazing having a newborn son.

Regards,
Max

Max I just put your blog in my blogroll. Take a l...

2009-06-24T12:19:17.563-07:00

Max

I just put your blog in my blogroll. Take a look at: http://newtonlinchen.wordpress.com

Hyin, Basically this system is composed of multip...

2009-06-22T22:18:49.144-07:00

Hyin,

Basically this system is composed of multiple specialized systems, which are based on the feature clusters. 3 feature clusters, for example, might be 1-year horizon/yearly data, 1-month horizon/monthly data, and 1-week horizon/weekly data. The three or more systems are trained and optimized. Finally, their signals are combined near the end.

Chintan,

Portfolio optimization refers to any kind of position sizing you want to do, such as Markowitz or some Monte Carlo-based optimization.

Regards,
Max

I guess title is bit confusing.It should be Signal...

2009-06-22T13:01:28.252-07:00

I guess title is bit confusing.It should be Signal generation system.
Trading system sounds like a real time system.

I can't really understand the picture; would you e...

2009-06-22T07:42:39.829-07:00

I can't really understand the picture; would you explain briefly?

Thanks Nicolas. It should be fixed.

2009-06-22T03:45:35.056-07:00

Thanks Nicolas. It should be fixed.

Hi Max, unfortunately, we can't enlarge the pictu...

2009-06-22T03:41:41.909-07:00

Hi Max,

unfortunately, we can't enlarge the picture. The link is broken.

Regards,

Nicolas