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BlackMage
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Recommendation for Trading Systems for Use in My Thesis Paper
BlackMage replied to Celticaces's topic in Automated Trading
Rule number one in black box trading: nobody shares a really successful black box system. That said, I went down the same road as you regarding writing a master thesis on automated trading so I have a couple of quick comments on this in case you did already not consider it - How do you intend to "prove" that systematic trading works? By proving the EMH is false? Does your potential inability to develop a profitable automated system proves that it is not possible? - What happens if you actually manage to develop a highly profitable system (build on something which is not known to the masses). Will you publish it? Anyway, this may have your interest: THE PENN-LEHMAN AUTOMATED TRADING PROJECT: 2004-05