A Few Links
Essential links and references
Fellow traders, please bear with me. The following links and information below are more targeted to developers and other apprentice researchers. Please click here if you wish to skip this section.
This page is no longer regularly updated. Search engines do a great job nowadays...
We always first recommend spending some time on these newsgroups:
The above neural nets newsgroup has the most comprehensive FAQ available edited monthly by Warren Sarle on ftp://ftp.sas.com/pub/neural/ It is a little technical, but highly rewarding whether you intend building your own neural nets, or just better understanding how neural nets can work best for you. At the end of the day, better nets can only mean better systems, and more profitability.
More on Neural Nets:
A very good compilation of neural net info is available at:
Beginners should maybe first look at existing neural net shareware like EasyNN, or our own neural nets like NXL2, and VB BackProp on our neural net page. Too many traders have given up on neural nets just because they could not get their nets going right. Again, one must remain realistic, and can't expect much from "everything but the kitchen sink" types of neural nets.
Another good reference from the FAQ is Donald Tveter's site: http://www.dontveter.com/nnsoft/nnsoft.html. One must however not forget Genetic Algorithms, and the now well known FAQ "Hitch-Hiker's Guide to Evolutionary Computation"
Neural nets in trading software:
Other non-linear references:
Fractal (tutorial) : http://www.physionet.org/tutorials/multifractal/
Fibonacci: http://www.x-trader.net/dinapoli/dinapoli.html (Probably all you need to know... but in Spanish)
Finance Academic references:
William Sharpe : http://www.stanford.edu/~wfsharpe/
Recent unedited references: