Author: Adaptive Trading Systems

Introduction In the previous article I mentioned that I had one final improvement to make to my implementation of the K-NN algorthim that is used for predicting the trend of oscillators. The improvement was simple – I...

Introduction This article features the same system as that described in the prior article titled ‘Predicting SP Futures with the K-Nearest Neighbor Algorithm’ with one minor difference. The SP futures data was...

IntroductionI had been planning to revise my implementation of the k-nearest neighbor algorithm (CPredictor) for over a year now. Last night I finally got it done and dusted. The main motivation for the revision was to simplify...

Introduction This post provides an overview of what I call ‘static’ versus ‘walk-forward’ curve-fitting. Trading software applications generally don’t enable walk-forward adaptation of...

Introduction This article features an adaptive autoregressive momentum ‘trading system’. The system trades the short-term daily trends of the SP 500 stock market index. The two terms (weights) of the model and the...