Intraday Trading Sub-pages:

• Intraday Trading
  • Trade Engine Design
  • Research Notes
    • Experiments with Trading Models
      • Automatically Estimating Parameters for the Simple Moving Average Model
      • Buying on the minimums, July 28, 2008
        • July 28 trading trace
      • Buying on the minimums, July 29, 2008
        • trading trace July 29, 2008
      • Buying on the minimums, July 30, 2008
      • Buying on the minimums (S-L), July 31, 2008
      • Calculating Model Parameters from Minimum Points
      • Model State Machine
    • Model Design
      • A Buy on a Minimum Model
      • Line Wavelet Filter
      • Line Wavelet Plus EMA
      • Segmenting Time Series
      • Smoothing Filters
        • EMA, MacD Enhanced and other Strange Non-linear Functions
        • Exp. Moving Avg.
        • Median Absolute Deviation
        • Scaled Tick Data vs. MACD Enhanced
        • Simple Moving Average
• Notes on Order Types