Over the several years writing the blog, I've been pleased to characteristic the locomote of Henry Carstens, who is a designer/trader of trading systems together with immediately the portfolio director of his ain hedge fund. Among the valuable resources on the Vertical Solutions site are a forecasting algorithm for predicting the week's depression inwards the S&P 500 Index; a serial of papers on trading together with marketplace themes; together with tools for forecasting your P/L, given the metrics of your trading.
Most recently, Henry has position out a novel metric for assessing the functioning of trading systems, which tin also last applied to assessing one's ain discretionary trading. He has developed a tool that employs this metric, that allows anyone who trades to locomote inwards in their information together with evaluate their performance. Such ways of objectively criterion functioning are valuable inwards institutional settings (where functioning dictates working capital missive of the alphabet allocations), exactly tin also last helpful inwards self-evaluation together with goal-setting. Great stuff!
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