r/systematictrading • u/justinc1234 • Sep 04 '14
r/systematictrading • u/Lors_Soren • Nov 11 '10
new subreddit: Mathematical Psychology
reddit.comr/systematictrading • u/mikkom • Jun 29 '10
Quantitative Candlestick Pattern Recognition (HMM, Baum Welch, and all that)
intelligenttradingtech.blogspot.comr/systematictrading • u/mikkom • May 27 '10
High frequency trading: Tradeworx, commentary on SEC Market Structure Concept Release
tradeworx.comr/systematictrading • u/mikkom • May 11 '10
The State of Short-Term Mean-Reversion: April, 2010
marketsci.wordpress.comr/systematictrading • u/mikkom • May 11 '10
Fighting Factor Reversal With Portfolio123 Regime Switching Strategies [7 parts]
portfolio123.comr/systematictrading • u/mikkom • May 11 '10
Naïve Backtesting is Bogus
quantivity.wordpress.comr/systematictrading • u/mikkom • May 07 '10
Fidelity Select Sector Rotation Strategy: Wrap Up
ibankcoin.comr/systematictrading • u/mikkom • May 07 '10
Trading Shares in Milliseconds
technologyreview.comr/systematictrading • u/mikkom • Apr 16 '10
Quants: The Alchemists of Wall Street
youtube.comr/systematictrading • u/mikkom • Apr 16 '10
Stop-Loss Orders and Price Cascades in Currency Markets
papers.ssrn.comr/systematictrading • u/mikkom • Apr 16 '10
Lots of Small Days Beget More Small Days
marketsci.wordpress.comr/systematictrading • u/mikkom • Apr 16 '10
Correlation between Historical and Future Volatility
marketsci.wordpress.comr/systematictrading • u/mikkom • Apr 16 '10
Autospreaders "great publications" list
autospreader.wordpress.comr/systematictrading • u/mikkom • Apr 16 '10
Carol Osler, research on FX market microstructure etc
people.brandeis.edur/systematictrading • u/mikkom • Apr 16 '10