June 10, 2015

What I am reading: June 10, 2015

Recent articles that I found interesting and made me think. For more articles see the quant mashup Quantocracy.

Tactical Asset Allocation: Beware of Geeks Bearing Formulas

The first time one can actually realize how good (bad) his chosen backtesting solution is when the strategy is traded live. However I am always amazed how little some traders pay attention to how closely their backtest match their live results.”


Torturing Historical Market Data

There’s no such thing as right or wrong data, just better or worse. Stock market data looks spotless when you just see the performance numbers, but looks can be deceiving.

Screw It, I’m All In, Baby

A little humor for your day but oh so true.


Improving the Simple ETF Rotational Trading Model

What I love about trading models like this is the simplicity. So often simplicity trumps complication. Simple systems often have one important characteristic. They often get you out of the market during bear markets and get you back in to ride the next bull cycle. That is, if you are disciplined enough to actually follow the rules, which of course is another entire topic.

Click Here to Leave a Comment Below

Leave a Reply: