Nice thread on NN on FF

http://www.forexfactory.com/showthread.php?t=71007&page=2

Also nice Lib on NN in C++, it is simple but to the point.
http://lwneuralnetplus.sourceforge.net/

Cortex NN on trading http://cortex.snowcron.com/forex_nn.htm

comp.ai.neural-nets FAQ http://www.faqs.org/faqs/ai-faq/neural-nets/part1/

java NN http://www.jooneworld.com/docs/engine.html

And another NN http://www.forexfactory.com/showthread.php?t=88170

And another http://www.forexfactory.com/showthread.php?t=129826


This software seems very powerful : http://www.tradecision.com/product/videos.htm

Nice link for portfolio allocation http://www.breakoutfutures.com/Newsletters/Newsletter0606.htm