I think you're mixing things up. Carver is a systematic trader and there isn't much TA in his methods but it's algorithmic and statistics. TA is...
Has anyone used the two down day indicator? I found it intriguing in this article this simple indicator has worked for so long and making YTD...
I can give someone two strategies that have consistently made money for many years but they will probably fail because having a strategy and...
Back to ET after many busy months. I lost some money today in crypto but overall I've made some. China will ban all crypto to prepare ground for...
Market will cause most damage and this time it was via short squeezing. After it is done, it may reverse course.
Why do most algorithms require stationary data? This is patently false. Most statistical analysis requires stationary data but there are advanced...
I liked Chan's Quantitative Trading but not so much the other two books that came after it. I have also read most of the other books mentioned....
Great news! By the way, another article in same blog with example where "CAGR drops to less than 8% from more than 20%" Also I found another...
Is anyone using Norgate data with historical index constituent series? What is your experience? The data appear useful in avoiding survivorship...
Here is an interesting article from a well-known quant. The 2% Position Risk Rule: Facts and Fiction
NN is optimization scheme. It works well when data are distributed in space, e.g. flowers, faces, etc. This fails when data is distributed in time...
Crypto beating today.
Can you input external strategy code in RapidMiner to configure best meta-strategy? I do this with custom code someone wrote for me for strategies...
Multicharts, Amibroker. Don't try to reinvent the wheel and if you think you have a good idea avoid online backtesters.
If you do your homework you will not fail.
Those are fine suggestions but I will go with Michael Harris' method of portfolio tests based on similar securities and eliminating out of sample...
There is lots of free stuff in this blog on many subjects of trading and investing including a free book I found interesting. Best thing about it...
I've have done very little short selling since I started trading and I have a question for the experts: If I short sell 100 shares of a $100...
You can know switch from bull to bear if you know true sentiment and intentions of large funds but these are not easy to filter from noise and no...
LOL 60K. I suppose it targets institutional. When I worked for a commodities trading firm we installed professional back office software. No demo...
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