October 22nd, 2016
This article shows what I consider the core of a trading strategy. Looks at the trading problem from a different angle than most. Starting from the end results metrics, then going back to design strategies that will affect these metrics over the entire trading interval. As if designing a strategy backwards, but most certainly constructively, allowing for a multi-asset, multi-period view of the stock portfolio management problem.
October 13th, 2016
The HTML file below starts to elaborate on trading methodology infrastructure. It is part of the background information needed to go forward. It uses a MACD trading strategy as example to set mathematical structure to trading procedures. It could have used something else, the whole point is not on the MACD, but trading strategies in general.