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.