Inspired by jcl's Financial Hacker blog, I've started writing about my own (mis?)adventures in algorithmic trading at a new blog: www.robotwealth.com

This is in no way meant to be seen in the same light as jcl's blog. Obviously he is in a different league and I wouldn't be so arrogant as to compare my work to his.

My reasons for starting the blog are:

1. I like writing.
2. I like algorithmic trading.
3. Writing about my research in such a way that is comprehensible to others helps me articulate and better understand my findings.
4. I hope others in a similar position to me will read and comment, facilitating an opportunity to learn from each other, and maybe even collaborate.

I've posted a couple of articles. Other Zorro forum members might recognise the first two posts as an extension of something I posted here a while back. The third post is my idea about taking jcl's Cold Blood Index a step further by bootrappingg the balance curve and applying the Cold Blood Index to each boostrapped iteration.

Comments and feedback most welcome.

Bookmarked, always good to read something concerning Zorro directly
I like the improvment of the Cold Blood Index and the professional way of determining when to stop a strategy.

Bookmarked. Nice job!

Well done! Looking forward to more quality stuff in the future.

I posted an article today about testing for and trading mean reversion. There is a Zorro script that can be used for experimentation in the downloads section. I'd be very interested in any feedback.

Thanks!

http://robotwealth.com/exploring-mean-reversion-and-cointegration-with-zorro-and-r-part-1/

Very interesting. Well done