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Metric Explorer
Walk Forward
Performance Explorer
Walk Forward
Input Explorer
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Surface Explorer
Key Daily & Intraday
Trading Strategies
Nth Order Fixed Memory
Polynomial Strategy
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Dennis Meyers
Working Papers

 Dennis Meyers Working Paper Publications

These publications are copyrighted. All rights are reserved. No reproduction, printed, electronic or otherwise is allowed except for the single use by the person who downloads these publications. Under no circumstances may these publications be posted on a web site without the written permission of Dennis Meyers.

Disclaimer. The strategies, methods and indicators presented here are given for educational purposes only and should not be construed as investment advice. Be aware that the profitable performance presented here is based upon hypothetical trading with the benefit of hindsight and can in no way be assumed nor can it be claimed,that the strategy and methods presented here will be profitable in actual trading or that they will not result in losses. Use of the strategies presented in these working papers for trading or investments of any kind is done solely at the user's risk.


Recent Working Papers

  1. The Nth Order Fixed Memory Polynomial Velocity Strategy Applied To Trading Euro Futures 1min Bars from 8/1/2011-7/29/2016    August/2016, 23 pages
  2. The Fading Memory Polynomial Velocity Strategy Applied To Trading Euro Futures 1min Bars from 1/4/2008-5/27/2016    June/2016, 27 pages
  3. Trading Crude Light 5min Bars Using The End Point Fast Fourier Transform With Walk Forward 5 days in-sample and 1 day out-of-sample (8/11/14-2/12/16)    February/2016, 20 pages
  4. Trading The Russell 2000 5min Bars Using The Adaptive Goertzel DFT System With Walk Forward 5 days in-sample and 1 day out-of-sample    January/2016, 18 pages
  5. Trading the Russell 5 min Bars using the End Point Fast Fourier Transform Strategy With Walk Forward 5 days in-sample and 1 day out-of-sample (8/6/14-12/18/15)    January/2016, 16 pages
  6. Trading the ES 5 min Bars With Least Squares Velocity Strategy With Walk Forward 4 days in-sample and 1 day out-of-sample (8/1/14-10/30/15)    November/2015, 18 pages
  7. Trading The Russell 2000 5min Bars 8/1/2010 to 7/31/2015 Using The Adaptive Goertzel DFT System and Walk Forward, Out-Of-Sample Analysis  August/2015 17 pages

Key Daily & Intraday Trading Systems

  1. Trading the 24hr Euro Fx Future With The Least Squares Velocity Strategy    Nov/2014, 19 pages
  2. Trading the ES 1min Bars With The Least Squares Acceleration Strategy    Nov/2014, 19 pages
  3. Trading the ES 1min Bars With The Least Squares Velocity Strategy    Oct/2014, 18 pages
  4. Trading the S&P500 E-Mini With The Robust Regression Velocity Strategy    Oct/2014, 18 pages
  5. Curve Fitting, Data Mining & Walk Forward Analysis Using The Acceleration System on E-Mini 1min Bars    May/2005, 27 pages
  6. The Robust Repeated Median Velocity System    Dec/2004, 10 pages
  7. The 2nd Order Polynomial Next Bar Forecast System on E-Mini 1min Bars    Aug/2004, 9 pages
  8. Applying The Noise Channel System to IBM 5min Bars    2001, 10 pages
  9. The Noise Channel2 Breakout System Applied To IBM 5min Bars    2001, 11 pages

Goertzel Discrete Fourier Transform System

  1. Trading Crude Light 5min Bars Using The Adaptive Goertzel DFT System and Walk Forward Out-Of-Sample Analysis     Jan/2014 16 pages
  2. The Adaptive 10 Cycle Goertzel DFT System.     July/2003 14 pages
  3. Mesa Vs Goertzel DFT.   May/2003, 8 pages>

nth Order Fixed Memory Adaptive Polynomials

  1. The nth Order Polynomial Strategy Applied to British Pound Daily Future Prices Using Walk Forward, Out-Of-Sample Analysis    August/2012 17 pages
  2. The nth Order Polynomial Acceleration Strategy Applied to Euro Future 1min bars Using Walk Forward, Out-of-Sample Analysis     July/2012 13 pages
  3. The nth Order Adaptive Polynomial Velocity Strategy Applied To Euro Futures, Using Walk Forward, Out-Of_Sample Analysis   April/2008 16 pages
  4. The nth Order Adaptive Polynomial Acceleration System Applied To Japanese Yen 1min Bars Using Walk Forward, Out-Of-Sample Analysis  June/2006 11 pages
  5. The nth Order Polynomial Velocity System Applied To Japanese Yen 1min Bars Using Walk Forward, Out-Of-Sample Analysis   Dec/2005 12 pages
  6. The nth Order Polynomial Velocity System Applied To E-Mini 1min Bars Using Walk Forward, Out-Of-Sample Analysis   Sep/2005 12 pages
  7. Trading The 4th Order Least Squares Curve On IBM 5min Bars.    2001, 10 pages
  8. IBM Cubed - Daily Bars.    2000, 22 pages
  9. The British Pound Cubed - Daily Bars.    1999, 31 pages

Nth Order Fading Memory Polynomials

  1. The Fading Memory Polynomial Velocity Strategy Applied To Trading Euro Futures 1min Bars from Jan/2008�Dec/2013    December/2013, 27 pages
  2. The nth Order Fading Memory Adaptive Polynomial Velocity Strategy Applied To 1Min Bar British Pound Futures 1/2008-12/2009 Using Walk Forward, Out-Of-Sample Analysis   Feb/2010 19 pages
  3. The nth Order Fading Memory Adaptive Polynomial Velocity Strategy Applied To 1Min Bar E-Mini Futures 7/2007 - 11/2008 Using Walk Forward, Out-Of-Sample Analysis   Dec/2008 17 pages
  4. Trading IBM Intraday Using The Fading Memory Polynomial    2002, 11 pages
  5. The Fading Memory 4th Order Polynomial on S&P 5 min Bar Futures    2000, 10 pages
  6. Using The Fading Memory Polynomial on Daily Japanese Futures.    1998, 32 pages

End Point Fast Fourier Transform

  1. Trading Crude Light 5min Bars Using The End Point Fast Fourier Transform and Walk Forward, Out-Of-Sample Analysis.    June/2010 12 pages
  2. The Discrete Fourier Transform Illusion..    11 pages
  3. Noise & The Discrete Fourier Transform.    4 pages
  4. Using The End Point Fast Fourier Transform (EPFFT) on SP500 Mar/00 5min Bar Futures.     9 pages
  5. Applying The EPFFT to JDSU 5min Bars.     8 pages
  6. Trading the E-Mini 1min Bars Using the EPFFT.     16 pages

The Dangers of Optimization

  1. The Siren Call Of Optimized Systems    2000, 7 pages
  2. Tricked By Optimization    1998, 7 pages




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