by matempleton | Mar 16, 2014 | Trading Futures
Futures Contract Rollover E-mini futures contracts trade using the quarterly expiration cycle. The E-mini futures contract month is the month when the contract expires. The designations for the months are as follows. There does not appear to be any logic to the...
by matempleton | Feb 28, 2014 | Building a Good Strategy
Curve Fitting Simply defined, curve fitting is developing logic or programming instructions that will align with historical data to provide the most profitable results. As an example, let’s say you know that when the 20 ma crossed above the 50 ma you would always...
by matempleton | Jan 20, 2014 | Building a Good Strategy
Does the back test include data that encompasses known market conditions? There will always be new market conditions. However, known market conditions should be considered and included in back testing. The quintessential example is ensuring an equities strategy...
