I have just included a new trading system called ETF Pullbacks for the course Hedge Fund Trading Systems Part Two. This is a very simple mean reversion system with a high win rate of over 70% and an average trade duration of 7 days.
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Twitter Is The New Magazine Cover For Traders
Traders have known for some time now that mainstream media is not a reliable source of information for predicting future price moves in financial markets. In fact, it is assumed by many investors that once a story is fully reported in the financial press, the vast majority of the corresponding price move has already taken place.
Testing Some Ideas In Amibroker – Overnight Returns In Stocks
All system developers and traders should keep a notepad on their desk so that they can write down their ideas and keep a record of any back-testing that they do. I don’t know what it is, but there is something about writing down on pad and paper that engages the mind far more so than […]
10 Tips For Betting Against Stocks
Stocks don’t move in a single direction and if you have enough reason to believe that share prices are about to go down, then there are ways to profit from betting against them. However, betting against stocks is much trickier compared to going long and there are several factors to consider before you short.
Is This The Best Trading Book Ever?
I recently finished reading the book A Man For All Markets by Ed Thorp. I have to say that I think this could be one of the best trading books ever written! Why? Simply because Ed Thorp is a true trading legend and in this book he details how he went about beating not just the […]
Have We Finally Seen The Top In Stocks?
Tuesday morning I sent out a tweet to say that we may have seen a top in the stock market. Today, the S&P 500 has just closed down by 1.20%, it’s biggest fall in over 100 days.
Are You Ready To Earn 5% A Year – Weekend Reading – 18 March
Following are some of the most interesting trading and investing stories that I have come across on the web this week:
A Risky Strategy For Shorting Leveraged ETFs
In this article I present a simple and quick trading strategy for shorting leveraged ETFs. Using historical data from Norgate and the back-testing program from Amibroker I reveal a potentially profitable strategy that could benefit from further development.
Does Buffet Understand Risk? Your Weekend Reading
Following are some of the most interesting trading and investing stories that I have come across on the web this week:
Is Now A Bad Time To Invest In Stocks?
I recently came across the following question on the website Quora so I thought I would add some thoughts. This is a topic that is currently dominating the markets right now. Nearly everyone is concerned that the market is well overdue for a correction so it feels important to address this issue:
Timeless Investing Advice From Peter Lynch
In this article I take a look at some timeless investing advice from Peter Lynch. Lynch is an American investor who ran the Magellan Fund at Fidelity Investments between 1977 and 1990. He’s one of the most successful fund managers of all time averaging an annual return for Magellan of 29.2%.
Using Norgate Data Updater (NDU) – The New Platform
Update 6/6/2018 Norgate Data latest version has now been officially released. This includes the NDU software and historical constituents databases. This is a great service that I use for all my backtesting in Amibroker. More details are available at the Norgate Data website. —-
Are Stocks Approaching The Point Of Maximum Optimism?
Last week saw the main stock averages continue their upward price run with the S&P 500, Dow Jones Industrial Average and Nasdaq all posting all-time record highs.
How To Combine Equity Curves In Amibroker And Improve Trading System Performance
One of the keys to successful system trading is to be able to combine different strategies together. When you are able to combine less correlated strategies, it is possible to smooth drawdown, boost win rate and therefore improve your overall risk-adjusted returns. In Amibroker it is possible to combine equity curves together so you can see […]
Markets Pricing In Very Little Risk – What’s On The Cards For 2017?
As we move into 2017 it’s clear that there are some common themes dominating the narrative. Understanding the consensus view gives us insights into what investors are expecting from the markets.
