About

FROM THE MIND OF GEORGE PRUITT

Algorithms developed with sound principles and parameter validation.  Utilizing nearly 30 years of system development, deployment, and validation.  Building on shared ideas with yesterday’s and today’s trading legends.  Before purchasing expensive testing platforms, I would suggest buying my latest books and use the their back-testing capabilities.  Python is the wave of the future.  We are moving back toward a batch processing paradigm, where you can test a multitude of markets in a single click.  Having a local (on your own computer) testing platform facilitates a time saving and focused approach to research.  You can take your computer anywhere and do research.  No internet required.  Check out my latest book at Amazon.com.  www.amzn.com/1723499099

 

Most trend following systems have fallen on hard times.

Why?  Overuse?  Stops too tight?  Maybe we need to go back to the drawing board and re-examine the old standbys using a different tool.  Something like TradingSimula-18.  Analyze market data from the portfolio perspective.  Back-testing should utilize what George’s has labeled a “Horizontal Portfolio Spanning Paradigm.”  Imagine a big cube if you will.  On the y-axis you have all the dates in the portfolio, on the x-axis all of the different markets, and on the z-axis the price data for each market on that particular date.  TradingSimula-18 gulps down the entire cube and then moves down the y-axis that represents the date of each common date in the portfolio and then spans horizontally from each market on the x-axis.  It stops at each market and then drills down into the cube to access all the market data or whatever you attach yourself to the market on that particular date.

TrendFollowing Systems - 2nd Edition - TradingSimula-18 Free with Purchase of Book!