Specter: A Finite State Trading Strategy was published on SeekingAlpha on February 18th.
The concept is interesting because investing decisions based on Specter averages seem to outperform vanilla moving average strategies. On the other hand, that is not saying much, as moving average strategies do not typically perform in a fantastic manner.
I have been incorporating Specter into an automated portfolio trading application. The automated trader is called FoxForce5 inspired by Mia Wallace in Pulp Fiction.
FoxForce5 is one of the major technical achievements of this project. I will be writing some articles about it and will try to put more technical detail on here in the near future. Certainly nothing better to do in this environment.
