Daytrading The E-Mini by Lawrence Chan
ARTICLE SYNOPSIS ...Daytrading The E-Mini by Lawrence Chan
Data Reduction - Daytrading The E-Mini
See how reducing data can boost your trading system
I will show you how to preprocess raw data in such
a way that even a simple trading system will perform
with excellent results.
There are many aspects of trading system
design. Traders often focus on
signal generation and money management,
but ignore the most important
and fundamental issue of all: the data.
The Standard & Poor's e-miniŻ is the hottest index
future traded at the Chicago Mercantile Exchange
(CME). To trade a single S&P ...