Sharing investing and trading ideas. Helping traders get started.

Tuesday, June 30, 2009

Site Updates

Hi (to whoever is reading this),

A big welcome for finding my site. This post is a running list of updates and work done on this site, inclusive of any on-going projects so that visitors including you can have a better understanding of the things I am doing.

11 July 09
Have not updated this journal for some time. Basically, I spent the last 2 weeks revamping the site layout. I tore the built-in template apart and redid everything from scratch. The benefit of literally reinventing the wheel is that I now know exactly how my template works and have done quite a few customisations to make it for pleasing to the eye.

I also wrote VBA functions and routines for each of the technical indicators featured here. Now all technical indicators here come with VBA code for your convenient implementation.

Two NEW articles have also been added for those who are more interesting in quant stuff. One of the articles is about multivariate distributions and why we should use them. Another is about analyzing technical indicators in the frequency domain.

26 June 09
Spent close to half a day trying to figure out a way to do web queries better in VBA. Turns out that it is much easier and simpler than I expected.

25 June 09
Did up an article on filtering. Interesting view on how you can test the how responsive or volatile some indicators are. Also did a less intensive article on recommended Excel programming practices. Hopefully someone finds it useful in increasing his productivity.

24 June 09.

I did some more posts on technical indicators and got to this indicator that went into signal processing. As stuffing everything about signals, filtering and hilbert transformation into a single post seems too ambitious, I opened up the quant section and did a few introductory stubs, while I tidy up my materials on filtering. The good thing about writing posts as you do your work is that it keeps you organized.

Sent a spreadsheet on VAR to a visitor earlier today.

23 June 09.

I have been writing about nothing but technical indicators for the last three days now. Why? I am currently on a mini-project to back test as many indicators as I can from a list of about 70 to 80 indicators. Once I am done with the back-tests, I will release them on this site.

Before I can do any actual backtesting, it came to me that I should spend time reading about technical indicators. Hence, I am posting them up as I read. The pace is slow because not all websites or books out there provide the exact formulas. Instead of explaining the steps involved in calculation, most websites give a brief explain what the indicator attempts to do and either continue with an example of using it to trade or recommend you to buy a trading tool or software. Over here, I do the reverse, I am brief about what the indicator does, but I go heavy into the formulas so that readers can implement these indicators themselves.

If you are serious about backtesting, you have know what drives a particular indicator. Hence, this is my addition to existing internet literature, a depository of 'how-to-calculate's - Anyone who wishes to know how an indicator is computed can come here. Some of them like the Fisher Transform or the Darvas Box are quite complex and a few websites do too brief a job explaining them.

The reason why I borther to do backtesting of technical indicators is because I intend to incorporate technical indicators in a genetic programming strategy that I will work on some time in the future.

22 June 09

I tried to do some marketing of my site on the 22nd by signing up to several forums and giving my 2 cents worth as a forum participant. Hey, I was not spamming ok! I diligently read the posts that other people write, respond to their comments with some of my own thoughts. Only if there are related topics will I send them to Finance4Traders. I only started one thread on possible unfavorable practices out there in the industry, after reading about all those angry customers who were disappointed with their brokers.

Yours sincerely,


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The objective of Finance4Traders is to help traders get started by bringing them unbiased research and ideas. Since late 2005, I have been developing trading strategies on a personal basis. Not all of these models are suitable for me, but other investors or traders might find them useful. After all, people have different investment/trading goals and habits. Thus, Finance4Traders becomes a convenient platform to disseminate my work...(Read more about Finance4Traders)


Nicole R. Hill said...

Great information I will tweet to my friends to get them to check it out. keep it up. Thanks for sharing!

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