List of articles by Michael Harris .Online articles
Relation of Expected Gain to Kelly Formula (requires
Acrobat pdf reader)
On the Robustness of Price Patterns Discovered by APS Automatic Pattern Search
Derivation of the Profitability Rule and its Application in the Discovery of Trading Systems Based on Price Patterns
(requires Acrobat
pdf reader)
Automatic Discovery of Trading Systems: The Next Step in Mechanical Trading (requires Acrobat pdf reader)
Forward-testing Price Patterns Discovered by APS
An Introduction to Price Patterns
Trend Trading with Short-Term Patterns
An Article by Michael Harris in Fidelity Active Trader
Published articles
- "Trading Probabilities",
Active Trader Magazine
, March 2001, p. 76.
- "Keeping it Simple", Active Trader Magazine, September 2001, p. 82.
- "Beyond Strategy Testing", Active Trader Magazine, March 2002, p. 70.
- "Facing the Facts of Risk and Money Management", Active Trader Mag., May 2002, p. 54.
- "Simple but Effective", Active Trader Magazine, June 2002 p. 64
- "Price Pattern Autopilot", Active Trader Magazine, September 2002, p. 70.
- "The Profitability Rule",
Stocks & Commodities
, September 2002, p. 30.
- "When it Pays to Wait", Active Trader Magazine, February 2003, p. 48.
- "Trend Trading with Short-term Price Patterns", Active Trader Magazine, June 2003, p. 31
- "Testing for Profitable Short-term Price Patterns", Traders' Magazine, January 2005
- "Using a Trade Input Delay", Traders' Magazine, March 2005
- "Pice Patterns Surviving the Test of Time", Traders' Magazine, May 2005
- "Derivation of the Profitability Rule", Traders' Magazine, July 2005
- "Trading System Development in Six Steps", Traders' Magazine, September 2005
- "Going Against the Trend – Do Countertrend Strategies Payoff?", Traders' Magazine, November 2005
- "Synthesis of Trading Systems: Beyond Back-testing and Analysis", Traders' Magazine, January 2006
- "Trade Signals", Traders' Magazine, March 2006
- "Trend Following Strategies Based on Short-Term Price Patterns", Traders' Magazine, June 2006
To read the articles published in Traders' magazine English edition click here Books
Interviews
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