We are a group of professional proprietary traders and principals of a trading research and development firm which builds a wide variety of both non-predictive and discretionary models for both our own use as well as for larger funds and institutions. Our own internal process involves using this blog as a collective resource for sharing decision and execution information during trading sessions, as well as a sort of virtual think tank for ongoing discussions about our strategy development and risk modeling. In the spring of 2010, we opened up a portion of this blog to the retail trading public as a sort of experiment.  Since we have always attributed our own success to the very process by which we use this format to flesh out ideas and share with each other, we wondered if it might be even more beneficial to increase the sheer numbers of those participating in this process of “learning by teaching ourselves” so critical to our own operations. In short, the experiment has been almost unfathomably successful for us in terms of the contribution to our own trading and model development processes. Sharing our ongoing process with the greater numbers continues to spark new ideas as well as serve to cement the ones already implemented. In fact, many times simple questions or requests for clarification about something we shared coming from outside our team has ultimately been the true catalyst for our own understanding of the concept. That we can also give back to the trading brotherhood by way of helping like minded aspiring traders in the process makes our little experiment a huge win on all fronts in our book. For information about the specific set of models we share here and how to use the information posted daily in the main blog, go here:

Methodology Introduction