|
Date
|
Progress
|
|
1981
|
Developed technical analysis software
|
|
1982
|
Back tested various technical indicators
|
|
1982
|
Developed gray box for trading using technical indicators
|
|
1982
|
Great results in actual trading
|
|
1983
|
Mixed performance of the gray box
|
|
1983
|
Developed a hybrid trading model combining fundamental analysis and technical analysis
|
|
1983
|
Developed a gray box for trading the new hybrid model
|
|
1983
|
Major losses for the gray box
|
|
1984
|
Refined the hybrid model and the gray box
|
|
1984-1986
|
Great results in actual trading
|
|
1987
|
The model went heavily short the US stocks in early 1987
|
|
1987
|
Huge losses on short positions as the market spiked up. Inadequate risk controls.
|
|
1987
|
In early October 1987, the pain of losses on short positions was excruciating. Abandoned the model and covered all short positions realizing huge losses.
|
|
1987
|
In early October 1987, went from 100% short US stocks to 100% long. US stocks without any quantifiable model, perhaps to make up for the losses in short positions.
|
|
1987
|
Again huge losses on October 19, 1987 as US market crashed.
|
| 1987 |
The most formative year as I learned the value of adequate risk controls, not acting on emotions, and the importance of not being too early. |
|
1988-1991
|
Disillusioned with US stocks, focused on building quantitative models for derivatives
|
|
1991
|
Heavy use of Neural nets.
|
| 1992 |
Addition of Genetic algorithms |
| 1993 |
Addition of Statistical Algorithms |
| 1994-1996 |
Addition of Inter Market Analysis |
|
2000-2003
|
Development of Change Analysis tools.
|
| 2003-2006 |
Extensive experimentation with application of Change Analysis tools to trading and investing. |
|
2007
|
Finalization of the ZYX Change Method for Trading and Investing
|
|
2007
|
Extensive back testing and validation of the ZYX Change Method
|
|
2007
|
Finalization of the ZYX Global Multi Asset Allocation Model based on the ZYX Change Method
|
|
2007
|
Development of Equities Long Short Allocation Model based on the ZYX Change Method
|
| 2007 |
Refinement of proprietary sentiment indicators |
| 2007 |
Refinement of proprietary sentiment indicators for gold and silver |
|
2007
|
Started publishing based on the ZYX Change Method and associated models.
|
| 2007 |
Extensive refinement of algorithms for analysis of the real time tick trading data from across the globe and integrating them more tightly with the ZYX Change Method and the ZYX Global Multi Asset Allocation Model |
| 2009 |
Development of the Arora Very Short Term Composite Indicator or AVSTCI |
| 2009 |
Development of the Short Term S&P 500 Timing Model |
| 2009 |
Development of S&P 500 Intermediate Term Timing Model |
| 2009 |
Significant work towards . following 3000 U.S. stocks, 1000 international stocks, all major currencies, all major commodities, and economic data from 23 countries. |
|
2007-present
|
The ZYX Change Method and the ZYX Global Multi Asset Allocation Model have produced enviable performance. Other than minor refinements, the ZYX Change Method and the ZYX Global Multi Asset Allocation Model have remained in a steady stable state.
|
