I first published this article in 2015. I wanted to know whether the best companies to work for end up being good companies to invest in. It’s been six years so it’s time to update the data and see what it tells us. Initial Hypothesis My hypothesis is that companies that are voted great places […]
What Is The Best Crypto Investment Strategy?
There are a number of different ways to trade cryptocurrencies. You can invest for the long term (aka hodl), you can day trade, or you can build your own quantitative crypto investment strategy. My preference has always been to trade strategies that are backed by data and show a positive edge in historical simulations. However, […]
How To Deal With Repainting Indicators
Repainting indicators can be very harmful if not used correctly. They are especially dangerous to systematic traders because a repainting indicator typically produces backtest results that are too good to be true. Repainting indicators are particularly pernicious when dealing with complicated formulas and strategies. This is because it can be hard to tell whether an […]
Are We in a Stock Market Bubble? 5 Key Charts
As humans, we have an amazing ability to suspend disbelief. Imagine how many personal mistakes could be avoided if we took a step back and asked, “What is really happening here?” Right now, there’s a strong case to be made that the stock market is in bubble territory. Everyone knows it, but many choose to bury […]
3 Simple Ways To Improve Your Trading Strategy
The worst traders are those that have no system. A trader I knew would make $40K in a month, then give it all back the next month. He was one hell of a trader but he had no method. He would have transformed his fortunes if he had simply stopped trading when his equity was […]
How To Build Professional Trading Strategies That Actually Make Money
I became interested in quantitative trading after discovering Perry Kaufmann’s book Trading Systems and Methods. As a day trader, I struggled to control my emotions and needed a way to trade more intelligently. Kaufmann’s introductory book opened up my eyes to the prospect of turning my trading ideas into concrete rules. Rather than trading by […]
What Trading Strategies Are Working In 2021?
2021 has been a rollercoaster of a year so far. It was only in January that rioters stormed the US capitol and Donald Trump found himself banned from Facebook and Twitter. Joe Biden was inaugurated on the 20th then we had the whole Gamestop saga. Gamestop rallied from under $20 to over $450 and Robinhood […]
Growth Trend Timing With US Stocks
I’m always on the lookout for interesting ways to time the market. Using a market timing model can help to avoid painful bear markets and indicate when is a good time to buy stocks. Recently, I was looking at some of the strategies on Allocate Smartly and came across one called Growth Trend Timing. Growth […]
4 Momentum Strategies Put To The Test
Momentum investing is a successful method practiced by many investors around the world. In the past, authors have mainly focused on price momentum with a lookback period of around 12 months. More recently, authors have been including fundamental factors into their analysis. Factors such as earnings, revenue and profit margins. For example, this paper called […]
3 Simple Things To Improve Your Trading
The best traders follow consistent strategies. Many use the same signals repeatedly to show them when to enter and exit a trade. In other words, they place orders on a trading system that they have developed through trial-and-error. In my experience, this is true for all traders. Many old school traders are not even aware […]
Is This The Greatest Bubble Of All Time?
There’s been a lot of talk lately as to whether the stock market in 2021 is in a bubble. If you look at Google Trends data you can see that search traffic for the term ‘stock market bubble’ hit an all-time high in January of this year: Search data may have deflated since that January […]
How To Trade A Price Rejection Trading Strategy
A price rejection trading strategy aims to identify levels at which a price trend – either upward or downwards – will reverse as a result of the market’s reluctance to move above or below that level. Price rejection strategies work for both long and short positions depending on the previous directional pattern. For uptrends, a […]
How To Build A Trend Following Trading Strategy
What Is Trend Following? If you look at a selection of charts, it becomes obvious that prices tend to move in particular directions – either up or down – for extended periods of time. Often, there’s no obvious reason why this is occurring but it is. These are trends, and successful traders generate significant profits […]
Easy Amibroker Tutorial – Learn Amibroker In Under An Hour
In this article the aim is to learn Amibroker in under a hour. This is not a complete Amibroker tutorial but it covers all the features I find most important for trading. If you want to learn how to use Amibroker then this is for you. If you’ve never head of it, Amibroker is a […]
How To Build A Mean Reversion Trading Strategy Ultimate Guide
This post contains a detailed guide for creating a mean reversion trading strategy. You will learn what mean reversion is, how to trade it, 10 steps for building a system and a complete example of a mean reversion system for US stocks. Introduction To Mean Reversion A mean reversion trading strategy involves betting that prices […]
How Trading Put Me In Hospital
I’ve always liked a bet. After school I would go to the bookmakers to place bets on the football. I used to place accumulators that give you the chance to win big sums. When I was at University I got heavily into poker. Heads-up was my game. It was fast paced and I became quite […]
