Russell rebalances their holdings at the end of June every year. Here is what they say about rebalancing: June is the month that the preliminary reconstitution portfolio is communicated to the marketplace. Sell in May and go away must be one of the most famous phrases in the stock market. But is it correct? This is the first time I test this. There is a lot of academic empirical evidence showing this anomaly has been in existence for many decades, both in the USA and elsewhere. Put short, there will be a minimum 5 cents spread in specified stocks. The entire idea behind the program is for the SEC to…. My previous post on how I screw up by second guessing my strategies made me change my trading habits for the better. I have taken two actions for my daytrading: After the open I make sure my Excel program are running I enter positions completely automatically. Then I go outside to walk my dog or…. I keep a detailed log on all my trading activities, both daytrading, swingtrading and long-term positions. I believe this is the only way I can improve my trading. If RSI 2 is less than 15, then entry on close. Exit on close if todays close is higher than yesterdays high. Here is accumulated profit curve from until september Average per trade is 0. In I wrote an article about big moves on mondays. Here is a twist and update on this: Here are the criterias: Day 29, 30 or 31 of the month must be negative. Then enter on close. A lot of the best traders at least the ones I know use some kind of mechanical rules in their trading. The trader should follow these rules exactly without hesitation or emotion. In this respect mechanical trading is the…. Articles about daytrading has about twice as many hits than other articles on this website. Is it the adrenaline rush? Most traders focus on developing strategies in order to make money. So do I, there is no other way around. To get steady returns you have to focus on the mental part just as much as the trading numbers. Here is a simple mean reversion twist in SPY: SPY must trading down 3 days in row from close to close. Entry on close on the 3rd doen day Exit next day open Here is the equity curve from until present the pink line is for short but using 4 up days and then…. There are so many ways to lose, but so few ways to win. Perhaps the best way to achieve victory is to master all the rules for disaster and trading concentrate on avoiding them. Some days ago I wrote about my trading…. The book is very good for those who have no background in statistics. I thought I would share my 6 favourite trading books I have about 75 trading books. Bear in trading I have not bought a trading book strategies about 5 years. Larry Connors have written a strategy called the double 7. This is a very simple strategy with just two rules. The less rules, the better, because less probability of curve fitting. This strategy is based on 7 days low and high for exitbut in my testing it seems to work very well on all…. Calculate the average H-L range over the last 25 days in per cent. If the ETF falls more than strategies times this average, enter at close. Exit at tmorrows open, tomorrows close or after 3 or 5 days. Test period from until July Many years ago I bought this book. However, all the elements are research for stock traders. The author is no academic, but a successful salesman and hobby poker player. The above title is a quote from George Soros. I got this quote in an e-mail from a reader of my blog, and it fits quite well for my swingtrading performance in august. In July I wrote about my performance. Very good until the end of July when I opened a corporate…. The result was interesting, but on second thoughts it makes sense. Because a lot of SPY trading is hedging. I trade SPY every day in my daytrading simply for hedging purposes. Yesterday SPY opened at 5 day low, but rose from the opening price to close higher. Here is the strategy: SPY must open at a 5 day low. Close must be higher than open. If 1 and 2 fulfilled, entry on close Exit tomorrows open I have previously written about a 5 day low strategy…. This morning I had a look in one of the old Market Wizards book by Schwager. William Echardt on page and said the following: Many outstandingly intelligent people are horrible traders…. Avearge intelligence is enough. Here are more personal random thoughts on trading: I saw a discussion on Twitter the other day about data mining and backtesting. The other trader belives this is data mining. To buy when RSI 3 is oversold might work on different stocks and not…. Here is a potential strategy for the short side: Yesterdays close must be at 10 day high of the close, not the high Today SPY gaps up at least 1. I have been backtesting swingtrading holding positions days for many years. I never really started. This has been a pretty bad week for my daytrading. Yesterday, thursday, I recorded my 4th day in a row with losses. The loss was significant as well. Looking through my records I discovered this is the first time it has happened…. Some personal and random thoughts on daytrading I have daytraded for over twelve years and I still like what I do. Actually, I love it! Daytrading is some kind of addictive. I need my daily shot with research and trading. Yesterday thursday was down more than Exit after two days on the close usually on tuesdays. Test period is from until…. This article is an idea from this blogpost: SPY closes higher than the previous 20 day close not strategies 20 day high Today is either monday or tuesday Go short at close Exit at tomorrows open This works for all days except for thursdays. This is the results for mondays from until february Quantified Strategies Quantitative analysis, research and trading strategies in the financial markets in all time frames. How To Profit From The Russell End Of June Rally June 5, Posted by Oddmund Grotte under Uncategorized No Comments. The Cost of Second Guessing Strategies February 23, Posted by Oddmund Grotte under daytrading 10 Comments. RSI 2 on SPY December 18, Posted by Oddmund Grotte under strategies 9 Comments. Big Moves On Mondays — Update February 24, Posted by Oddmund Grotte under strategies 14 Comments. Advantages With Mechanical Strategies August 21, Posted by Oddmund Grotte under strategies 4 Comments. How To Make Money Daytrading June 9, Posted by Oddmund Grotte under daytrading 14 Comments. April 2, Posted by Oddmund Grotte under strategies 10 Comments. The Most Important Thing In Automated Trading? Probably Procedures To Avoid Mistakes March 2, Posted by Oddmund Grotte under trading topics 6 Comments. Evidence Based Technical Analysis — David Aronson February 10, Posted by Oddmund Grotte under literature 8 Comments. My 6 Best Trading Books January 7, Posted by Oddmund Grotte under literature 8 Comments. October 15, Research by Oddmund Grotte under strategies 4 Comments. Poker, Sex And Dying by Juel Anderson October 2, Posted by Oddmund Grotte under literature 2 Comments. Does Volume Really Matter In SPY? August 19, Posted by Oddmund Grotte under strategies 10 Comments. When SPY Opens On 5 Day Low, But Close Is Higher Than Open August 13, Posted by Oddmund Grotte under strategies No Comments. Intelligence, Overconfidence And Trading July 26, Posted by Oddmund Grotte under trading topics No Comments. Data Mining And Boredom July 19, Posted by Oddmund Grotte under trading topics 13 Comments. Exhaustion Gaps In SPY July 12, Posted by Oddmund Grotte under Uncategorized 4 Comments. Is It Possible To Make Money Swingtrading? My numbers 1st half July 5, Posted by Oddmund Grotte under trading topics 5 Comments. New Personal Record — 4 Days In A Row With Losses June 28, Posted by Oddmund Grotte under trading topics 8 Comments. Confessions Of A Daytrader June 21, Posted by Oddmund Grotte under daytrading 8 Comments. When Both Thursdays And Fridays Are Down In SPY June 11, Posted by Oddmund Grotte under strategies 1 Comment. When SPY Closes On 20 Day High On Mondays And Tuesdays Research 22, Posted by Oddmund Grotte under strategies 2 Comments. Recent Comments Oddmund Grotte on RSI 2 on SPY William on RSI 2 on SPY Oddmund Grotte on To Avoid Second Guessing PA on To Avoid Second Guessing Oddmund Grotte on How To Make Money Daytrading. Quantified Strategies powered by WordPress and The Clear Line Theme. Plugins Wordpress Themes Wordpress Documents Wordpress. Posted by Oddmund Grotte under Uncategorized. Posted by Oddmund Grotte under daytrading. Posted by Oddmund Grotte under strategies. Posted by Oddmund Grotte under trading topics. Posted by Oddmund Grotte under literature.
How quant trading strategies are developed and tested w/ Ernie Chan
How quant trading strategies are developed and tested w/ Ernie Chan
No offense, and take it for what its worth, but my general understanding is that social scientists view Meyers-Briggs as junk science. ( ) Most personality typing is.
Younger students also get excited when they learn that they can care for the environment through recycling projects, joining others in cleaning and beautifying local parks, starting a community garden, or planting a tree.
No offense, and take it for what its worth, but my general understanding is that social scientists view Meyers-Briggs as junk science. ( ) Most personality typing is.
Younger students also get excited when they learn that they can care for the environment through recycling projects, joining others in cleaning and beautifying local parks, starting a community garden, or planting a tree.
They are clearly in the for-profit university category and are raking it in.
Upon its arrival, the crew of the starship is also taken captive by the Providers.