Last week the guys at Quantifiable Edges presented an interesting trading edge which buys one day pullbacks in the S&P 500 during strong up trends. The exact rules are described as follows:
Back in January 2017, Donald Trump had just become President and most pundits were forecasting a year of stock market volatility and interest rate hikes. As it turned out (despite terrorist attacks, natural disasters and provocative tweets) 2017 finished as one of the least volatile years in history.
There is substantial evidence that high volatility stocks earn abnormally low returns while low volatility stocks are lower risk and thus a better choice for investors. In this article, I take a look at the facts and present a number of strategies. The best of which is to buy low volatility stocks in low volatility […]
I recently stumbled across an interesting article on the website medium.com which showed some incredible backtest results for a parabolic stock trading system. The strategy attempts to find explosive, profitable stock trades and was shown to produce a 397.55% net return between 1st January and 12th November 2017.
At the time of writing, bitcoin prices were touching $15,000 having previously hit a high of $17,000 intraday. The cryptocurrency is seemingly unstoppable at this point and could well be the biggest bubble of our lifetime. The latest price increase is wild and comes as the CME and CBOE prepare to launch bitcoin futures next […]
Today’s trading edge is to go short GBTC stock (ticker symbol for the GBTC Investment Trust) and go long bitcoin in order to profit from the substantial spread between the two products. This spread is predicted to close once Bitcoin futures go live on the CBOE and CME futures exchanges in a few days time.
30-years ago it was considered irresponsible to use a market timing strategy to try and outperform the S&P 500. In recent years as investors have started to gain increased levels of access to historical data and the tools to develop effective trading models, it might now be considered irresponsible to not use a market timing […]
We have a number of trading strategies available on Marwood Research and we have been tracking their performance throughout the year. Following you will find year-to-date performance of a selection of our trading strategies. Please note that these are all end-of-day, low maintenance strategies. They require very little work and investment of time and can be […]
When times are good the economy is strong and everyone has more money to spend. So is there any relationship between consumer spending and the stock market? A new research paper suggests there is and provides a novel way of measuring consumer spending on a daily basis. Instead of looking at more traditional measures (such […]
One of the hardest things to do in investing is to buy the market as it makes yet another new high. Intuitively it makes little sense. The only way to profit in the stock market is to sell something for more than you paid for it so why would you buy something that has been […]