Secret Weapon of Stock & ETF System Development

About the Author Murray Ruggiero

Murray Ruggiero is the chief systems designer, and market analyst at TTM. He is one of the world’s foremost experts on the use of intermarket and trend analysis in locating and confirming developing price moves in the markets. Murray is often referred to in the industry as the Einstein of Wall Street.He is a sought-after speaker at IEEE engineering conventions and symposiums on artificial intelligence. IEEE, the Institute of Electrical and Electronics Engineers, is the largest professional association in the world advancing innovation and technological excellence for the benefit of humanity. Due to his work on mechanical trading systems, Murray has also has been featured on John Murphy’s CNBC show Tech Talk, proving John’s chart-based trading theories by applying backtested mechanical strategies. (Murphy is known as the father of inter-market analysis.)After earning his degree in astrophysics, Murray pioneered work on neural net and artificial intelligence (AI) systems for applications in the investment arena. He was subsequently awarded a patent for the process of embedding a neural network into a spreadsheet.Murray’s first book, Cybernetic Trading, revealed details of his market analysis and systems testing to a degree seldom seen in the investment world. Reviewers were universal in their praise of the book, and it became a best seller among systems traders, analysts and money managers. He has also co-written the book Traders Secrets, interviewing relatively unknown but successful traders and analyzing their trading methodologies. Murray has been a contributing editor to Futures magazine since 1994, and has written over 160 articles.As chief systems designer, Murray digs into the depths of niche and sub-markets, developing very specialized programs to take advantage of opportunities that often escape the public eye, and even experienced high level money managers.

  • ian harvey says:

    Hello , Jeff suggested i direct this to you !! Any comments please?

    Hi Jeff

    Reflecting back on your backtesting articles which i found really useful ie breaking the tests into discreet periods etc , i wondered if the same or similar results would not be achieved by testing a strategy on one stock in its entirety , making adjustments and then testing on another stock within the same index (ie similar market presence eg FTSE100 stocks) . I think this way curve fitting is avoided. Any changes would be made to the original stock and retested on different stocks.

    Of course one has to choose the initial stock carefully , maybe from a sector one likes to trade as theoretically stocks in that sector may react to external forces in a similar fashion. I do believe there is no fits all strategy and different market conditions require a different approach .

    What do you think …or am i falling into a trap with this idea? I like your articles by the way …thought provoking

    Regards

    Ian

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