With Hurricane Sandy, and also the time of the year, my God have I been busy working full time has never been so demanding.
Well with the sad news out of the way, I also bring some good news. PrincessTenko is a new trading strategy written to trade equities (long & short).
Can find more information about her trading portfolio & performance here: quant.peterirojah.com. She is trading “paper” money and transaction costs have NOT been deducted yet for now (the delay is due to implementation style).
If you are trying to figure out why the strat is called PrincessTenko then head over to wikipedia for now.
Finally, please note that I’m working to fully automate PrincessTenko, as we speak 95% f the work has been completed. And for the tech heads out there here’s her specs:
- TSQL & MS SQL Server database
- Perl
- Matlab
- Java / C# (pending: to replace Matlab code which is the source for the manual bottle neck)
More details coming
