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February 03, 2010

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DT

MacroMan has a nice little study on the recent outperformance of Mondays as compared to the other days of the week. He also notes that this is a recent phenomenon.

Look here: http://macro-man.blogspot.com/2010/02/monday-monday.html

Factory

For backtesting I reckon you really need to be proficient in programming to do test with sufficient speed/throughness. Spreadsheets are too limited in the things they can do, beyond simple stuff as this. (VBA helps a bit, but for more complex stuff it's more of a limitation)

OTOH I've developed my own systems for analysis of eod data, and it's alot of work before you can get a system up and producing useful analysis. (especially if you are a fiddler like me)

Sam Collins

excellent Jason, this is the stuff :) just one thing, do you import the data from NT? or get it from Yahoo or something?

Cheers

Sam Collins

nevermind, found it in NT :)

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