Clik here to view.
Most Popular Articles For 2014
As the year winds down, it’s time to take a look at the top five most popular articles for 2014. I determined the top five articles based upon the number of views the article received. So let’s get...
View ArticleClik here to view.
Connors 2-Period RSI Update For 2014
With the year 2015 only being a few days old, it’s time to look at the very popular 2-period RSI trading method by Larry Connors and Cesar Alvarez. We all know there are no magic indicators but there...
View ArticleClik here to view.
Distance Weighted Moving Averages (DWMA and IDWMA)
The distance weighted moving average is another nonlinear filter that provides the basis for further research and exploration. In its traditional form, a distance weighted moving average (DWMA) is...
View ArticleClik here to view.
Ivy-10 Portfolio 2014 Update
It’s been a year since I’ve updated the performance of this portfolio so here it goes! What is the Ivy-10 Portfolio? Back in 2012 I finished reading a very interesting book called, “The Ivy...
View ArticleClik here to view.
Long/Short Symmetry Effect on Trading System Performance
Although some quants prefer long/short symmetric trading systems, there is no conclusive evidence that they offer any advantages, especially when dealing with markets with a structural bias. In this...
View ArticleClik here to view.
Are Breakeven Stops Worth The Effort?
One favorite “gotta have” of many traders is a breakeven stop. By not letting a winning trade become a loser, the psychological lure of breakeven stops is strong. This is especially true for...
View ArticleWin Rate: The Most Important Performance Measure
Shortly after my post on Kelly maximization I received a number of emails from traders who are developing systems but are, understandably so in my opinion, a bit confused about which performance...
View ArticleWin Rate EasyLanguage Code
In the article,Win Rate The Most Important Metric, Michael Harris discusses the importance of Win Rate when it comes to building a profitable trading system. I spent a few minutes creating an...
View ArticleClik here to view.
Backtesting A Basic ETF Rotation System in Excel – Free Download
Some Background: Let’s face it, technology has made it possible to access a wide range of tools for developing, backtesting, and optimizing systems. However, a simple (but powerful) tool like Excel is...
View ArticleClik here to view.
Improving the Simple ETF Rotational Trading Model
In last week’s article called, “Backtesting A Basic ETF Rotation System in Excel – Free Download“, Dan presented a simple rotational trading model which anyone could implement given a little knowledge...
View ArticleCurve-Fitting and Optimization
The subject of optimization and curve-fitting has received a lot of attention by trading system developers, especially during the last 10 years. There is a lot of confusion about this subject and...
View ArticleClik here to view.
A Different Kind of System…
So I’ve got this great new system I wanted to share: it wins 57% of the time with a great sample size of 915 trades, only risks a meager $100 a trade, has a max drawdown of $700, has made money 9 out...
View ArticleClik here to view.
“Peel Off” Trading
Many traders have a favorite method for trading, and they rarely deviate from that plan, regardless of what they are trading. One method many people like is what I call the “peel off” method. In its...
View ArticleClik here to view.
How To Spot A Fake
One of the issues that comes up regularly is how, as an investor or other interested party, one can protect oneself from unscrupulous scam artists posing as professional traders or money managers. This...
View ArticleClik here to view.
Intermarket Divergence – A Robust Method for Signal Generation
Many markets are interrelated. These interrelationships can offer predictive capabilities for many markets. The study of these interrelationships is called intermarket analysis. In this article I will...
View ArticleIntermarket Divergence Demo
In a recent article by Murray Ruggiero, Intermarket Divergence – A Robust Method for Signal Generation, the concept of generating signals based on the behavior of two correlated markets was discussed....
View ArticleClik here to view.
Using a Self-Similarity Metric with Intraday Data to Define Market Regimes
The images above are the famous Sierpinski Triangle and the Koch Snowflake. These objects are “self-similar” and this means that examination at finer levels of resolution will reveal the same shape....
View ArticleClik here to view.
Deterministic Machine Design of Trading Systems With Strict Cross-Validation
A high win rate trading system for SPY was machined designed using a deterministic method and a simple predictor of price. Cross-validation of in-sample results was performed on out-of-samples of SPY...
View ArticleClik here to view.
Intermarket Analysis is Fundamentally Sound
Intermarket analysis is a powerful tool that a trader can use to get an edge on the market. This type of analysis can be thought of as a type of instantaneous, fundamental analysis, which if done...
View ArticleClik here to view.
How to Trade the MACD: A High-level Analysis of the MACD Line Feature
Moving Average Convergence Divergence (MACD) is one of the most popular technical indicators used by traders. It is a flexible indicator that can be used for determining the strength and direction of a...
View Article