Thursday, October 18, 2012
Following the previous post, I now present a model that defines the size of the gain or loss arising from the use of anti-trend strategy. This strategy, the assumptions presented here, is a simple mirror image of that which follows the trend.
Tuesday, October 9, 2012
In the current section I suggest another portion of mathematical formulas. Earlier models were discussed, which define the conditions of a strategy to reverse the position of the player who is following the trend and remains constantly in the market. Currently I present similar formulas for anti-trend strategy, sometimes called contrary.
Friday, October 5, 2012
In the early texts appearing on this blog, I started providing basic assumptions of transactional systems, starting from a simple trend following strategy. The simplicity and triviality of these approaches is justified by the plan to use them as basic building blocks to design more advanced systems. And all this will be implemented through an adaptive selection of parameters which control the operation of these systems. Selection on the basis of the results of auxiliary systems, which operate in a hierarchical structure.
So much for the reminder of basic aims of my descriptions that I put here. Today I present the assumptions of the second elementary component of my design - simple contrarian system.