Another Update- I'm currently polishing up the matlab functions that I'm adding to the Jboost open-source project. I plan to finish around Friday this week and upload to the Jboost site http://jboost.sourceforge.net/
Tuesday 5 July 2011
Saturday 2 July 2011
I apologise to anybody who is eager to see dome progress on this project.
I'm very busy at the moment trying to get a couple of conference papers ready before their respective deadlines.
Fingers crossed I'l be free to spend some time on this next week- I was thinking perhaps to start on a very simple forex system. Making a database of indicators used in the basic LUXOR system and seeing if the ADT will pick out sensible parameters and thresholds would be interesting and a lot simpler than a bigger market-neutral portfolio.
Best Regards,
Adam
I'm very busy at the moment trying to get a couple of conference papers ready before their respective deadlines.
Fingers crossed I'l be free to spend some time on this next week- I was thinking perhaps to start on a very simple forex system. Making a database of indicators used in the basic LUXOR system and seeing if the ADT will pick out sensible parameters and thresholds would be interesting and a lot simpler than a bigger market-neutral portfolio.
Best Regards,
Adam
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