This was an email response from an email/post I sent out called ‘Machine Learning for Day Tradng’. This includes andrea unger
Thanks for sending Bryan and I also enjoyed another article on that site (NLP) skimming on theory and focussing on implementation in practice. I definitely will circle back to the courses I already own (and have downloaded videos including v3 of the python course). Other references for you in the future especially if you migrate to stock and portfolios are:
1. Andrea Unger especially his work on systems based on price patterns and time of day (no indicators at all). Good active community too including on autotrading issues.
2. Ken Long with great insights on combining linear regression slopes with bollinger bands and MACD. Great user of statistical trading too.
3. There is quite a bit of interest on dynamic portfolio allocation and rebalancing. Andrew Falde and Don Brady and their communities are doing very good work on options and futures.
4. Tradingmarkets have a good course on python too.
I know you are progressing with your own research and trading but wanted to flag those references in case they are useful for your work now or in the future.
Todd Gordon uses motivewave to great effect but as an Elliot wave guy (trained by Robert Miner). The greatest genius for EW was Tom Joseph (developer of Advanced GET subsequently sold to esignal) because he quantified it using the 5/35 MACD oscillator using average price (ie range of daily high-low/) NOT close which may fit with your research…also be a strong signal the other way and Ken Long also has a similar concept in his bollinger band work “failed dragon”).
Happy to send the following links as I may have to email a friend (you) if I have a python question in the future once I settle down to review it!
Ken Long Free youtube channel
Example of recent weekly report
Some of terms you may find in his public site at tortoisecapital.net
Ie links to
Home study course syllabi and other goodies
His paid for courses behind the firewall are at patreon (nominal cost for the daily or weekly reports though)
tradestation and multicharts focussed.
For options some good discussions in aeromir.com too much of it free
And their youtube channel has a variety of option strategies discussion
you obviously do not need this one but for completeness as I had referred to itNOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!