Celticaces

Good evening, I am in the process of developing my honors thesis paper and have decided on the topic of automated trading (aka system trading, algorithm trading, etc). While I have been actively involved in the discressionary side of trading for a few years now (stocks, options, futures and forex), I am relatively new to the system trading side. I have found some simple systems out there in books/web sites (MACD cross, 3 moving average crosses, etc), but what I am really trying to do with this is to provide irrefutable evidence for those who believe system trading is a fools game that falls apart. For example, in Trading for a Living, Dr. Elder says black box trading is similar to letting a computer drive your car for you. He's not alone, there are many experienced traders that don't believe it is possible. Yet, I am convinced that given the right information, system trading can be consistently profitable over a long period of time with little to no supervision. And that's what I intend to prove. Please let me know the best sources (books, websites, journals) out there for system trading. Some sites I have found are: - Woodshedder on ibc - bzb trader - Marketsci blog Also, if you have a system that you have backtested and found to be profitable, I humbly request that you share it. I know this can be a touchy subject for some people, but hopefully being credited as a part of a financial journal that proves the legitimacy of what they do will be something worthwhile. Thanks and take care, - Brian Leip