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Developing and Testing systems on baskets of markets

Posted: Sun Jun 12, 2005 1:51 pm
by Murray Ruggiero
I recently gave a talk in which I showed the power of developing systems on baskets of market as well as combining multiple systems. During my presentation I went though the process of developing three different trading systems one for trend following, another for trading interest rate futures and the last for trading the stock futures indexes. I then show the effect of combining them both with and without money management.

In addition I also address a question a few of you had, about my stock trading system. In this presentation I include the analysis in which we reinvest profits by dividing available money equally across all stocks being traded, we use a lot size of one share. I had a few questions about this before.

I have uploaded a zip file to TradersStudio.com, which register members can download. Registering on TradersStudio.com is free. This Zip file includes all the PowerPoint files; excel files and even video files used in my presentation.

The link is http://www.tradersstudio.com/Default.aspx?tabid=128


I will be adding more of these tutorials over time. I plan to add the talk I did not opening range breakout include Crabel pattern that I gave at the Charter Market Technician Association in Atlanta last year. This is not just a slide show but also a flash video including sound, which as recorded in front of this live audience.
If you register now you will be able to also access all future tutorials and presentations. In addition feel free to ask any questions about the materials presented in the tutorials.