Capital Market Investments are known as being risky process,
requiring an adequate Risk Management (see Financial Risk Management , Volatility vs. Risk, HFT Risk ). Trading Systems are not
out of this group, but trading systems have a particular element: It´s a
systematic approach. Systematic doesn´t means profitable, however means
tractable (see Financial Automation and Control: a new age).
When I say tractable, I’m referring to the mathematical model,
where all the variables and parameters are disposal, ensure tracking.
On the tracking list could be included:
