When it comes to investing in stocks, I like to look at things that others might miss. Things that are not so easily defined or measured, you could say. Many investors, for example, look at the PE ratio of a company or the items on it’s balance sheet. Some investors might look at chart patterns, or […]
In this article, I look at a simple way to add ETFs to your trading system so you can hedge a portfolio without having to use the custom back-test interface.
2015 has not been an ideal year for stock traders so far. As you know, we have seen plenty of volatility in China, Europe and Emerging Markets. The S&P 500 has been trading in a choppy range for much of the year and is currently showing a year-to-date return of only 1.57%. Our trend following system […]
In this article I compare the profit potential from short selling stocks and buying stocks. I do this by testing a strategy that trades various stocks at random and then holds them for different periods.
In this article I look at some moving average crossover strategies and I investigate which moving average crossover lengths are the most effective.
In this article I explain the RSI technical analysis indicator. I then test the indicator on historical stock market data in order to analyse its effectiveness.
In the 2011 academic paper “Another look at trading costs and short-term reversal profits“, the authors (De Groot et al) speculate that a simple mean reversion strategy in US stocks is able to significantly outperform the market. The strategy seems to have promise, especially when used in a rotational setting with smart allocation.