(Linear Regression Slope) gives you points per day. 100*((Linear Regression Slope) / (today's close)) gives you percent per day. Probably this...
A Random Walk Down Wall Street, by Burton Malkiel
I doubt there is any such thing as "best". If you and I look a the equity curves of two different systems, you may prefer A whilst I prefer B....
"However, that fact has not created in me a sense of obligation." (Stephen Crane) http://bramante.metabarn.com/CraneSample.html
Well, in my opinion, trend following is a bet on what price will do (continue in the direction of the breakout). Mean reversion aka countertrend...
Another generic style of trading is "insurance selling", which people often implement by shorting far-out-of-the-money naked options, either...
1. Dogs of the Dow 2. Sell in May and Go Away (seasonality system) 3. CANSLIM 4. No-Load Fund X 5. Value Line 6. 200-day MA system 7. Dual...
These features have been available in the competitor program "Trading Recipes" for seven years, and in the competitor program "Wealth Lab...
I have found that a certain "genre" of mechanical systems work quite well on baskets of stocks. By that I mean, they produce equity curves that...
Dude, you and I are on opposide sides of this particular trade. I'm short Dec PA thanks to a penetration below the bottom Keltner Channel. I...
Belated thanks to TGregg and others who suggested that the middle post of an Aeron might drag if using hardwood floor rollers on carpet, even with...
The problem with classical optimisation algorithms (variable metric, Levenberg-Marquardt, quasi-Newton, conjugate gradient, etc.) is that they are...
Can completely discretionary traders ever succeed? Yes. Here is a successful purely discretionary trader:...
I like to see (% of profitable months) > 70% and (% of profitable years) > 85%. I also like to run Monte Carlo Analysis to create 5,000 new...
The hedge fund / CTA world has figured out how to do apples-to-apples comparisons of traders who use fixed fractional money management. None of...
see http://www.elitetrader.com/vb/showthread.php?s=&postid=795377#post795377 EOM
There is a discussion of leading indicators in LeBeau and Lucas's book, http://www.amazon.com/exec/obidos/tg/detail/-/1556234686/ They are...
If you want more things to be confused about, observe that a low pass filter (electronic smoothing circuit) built with a single resistor and a...
Smoothed versions of price (for example: moving averages) can be used in a bunch of different ways to build rule-based algorithmic trading...
I've bought several vendor systems that are tracked by futurestruth. I've also done my own historical backtests to see whether or not I agree...
Separate names with a comma.