This month's SFO is areal bonanza for systems traders and features several articles relevant to the systems testing I have been running on this site for the past 2 months. Corey also picked up this great issue and his comments are instructive regarding several of the other authors.The article that was of particular interest to me was George Pruitt's MAKE YOUR SYSTEMS WORK IN TANDEM. In it, George makes the argument for using a basket of systems, a concept I advanced in last Tuesday's post. George, of course, is a lot smarter than I am and as a keystone of Futures Truth magazine, he's been a source of inspiration for my system trading for many years.
George makes the argument for using non-correlated systems in a trading basket, which was the theme I was going to explore this week, so my work is done here and I'm taking the rest of the week off.
Go to the SFO link above and sign up for a free subscription. Definitely worth the price.
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