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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