Preliminary Tests of Currency Strength Indicator
Since my last post on the currency strength indicator I have been conducting a series of basic randomisation tests to see if […]
Read moreCategory: Monte Carlo Permutation
Results of Permutation tests on Cauchy-Schwarz
Following on from my previous post, I have to say that the results have been quite disappointing – in all the tests […]
Read moreCauchy-Schwarz Matching Algo Revisited: More Tests
Some time ago I blogged about my Cauchy Schwarz inequality inspired matching algorithm and some tests of it here and here. More […]
Read moreAccounting for Data Mining Bias
I’ve recently subscribed to this forexfactory thread, which is about using machine learning to develop trading systems, and the subject of data […]
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