[…]new book, Buy The Fear, Sell The Greed. As always, it is fun and challenging to research for a book. The book has seven strategies, trading both ETFs and stocks, with full rules and results. They are: RSI Power Zones: Long ETF strategy Crash: Short Stock strategy Vol Panics: Short VXX strategy VXX Trend Following: Short VXX strategy with over two month holds Trading New Highs: Long Stock strategy TPS: Long ETF strategy. Short ETF strategy Terror Gaps: Long ETF strategy. My favorite strategy is Crash because it is very similar to the short strategy I trade now. Those trades […]
Thank you for your purchase of AmiBroker 101. You shortly be receiving an email from me on how to download your first class. If you do not receive that email or have problems with the download, use the Contact Me form to tell me your issue. Anytime during the course, feel free to ask me questions about topics covered or general trading. Thank you and […]
[…]trading for retail traders How to develop a killer trading instinct How to trade Options for profit and protection How to find winning stocks in good times and bad How to level up your trading and become a confident trader — even if you’ve been losing for years Topics that I will cover include: What is quant trading and what it is not Tools of the trade The importance of strategy goals The creation of a mean reversion strategy Rules that keep you trading Needing a trading buddy And much more… If you want to join TradersFest, then click the […]
[…]I get all excited talking about trading. If after listening to the recordings, you have any questions on my answers email me. Webinar links: August 3, 2016, right click here to download August 10, 2016, right click here to download August 17, 2016, right click here to download My trading strategies Are you interested in some of the strategies I trade that I mention in the webinar? Check out my trading signal service Tranquility Trading. Good Quant […]
[…]we only have data back to 2005, this really does not give us enough to break up into in-sample and out-of-sample testing. For me, this is not a big deal because IS vs OSS testing is not a critical test for me. I like to be able to do it but it is not necessary Idea Generation There are lots of sites with strategies for trading XIV and VXX. My favorite site is Volatility Made Simple. Unfortunately, they have not done a new blog post since January and I hope this does not mean he is no longer updating the […]
I am frequently asked if I do out-of-sample testing. The short answer is not always and when I do, it is not how most people do the test. There are lots of considerations and pitfalls to avoid when doing out-of-sample testing. Out-of-sample testing is not the panacea it is made out to be. There are lots of grey areas which I will discuss below. Definition To do in-sample (IS) and out-of-sample (OOS) testing, one first divides their historical data into two parts. The most common methods for dividing the data are 50% IS/50% OOS and 67% IS/33% OOS. I will […]
[…]which of course is another entire topic.” The Martian by Andy Weir – I read maybe one fiction book every 2-3 years. This is a great book. A fun and entertaining read. Be warned you will lose sleep. Good Quant […]
[…]how someone has come up with all the rules. Did they start with them all? Did they add them one by one? This strategy seems to have lots of entry rules. There are two ways I test whether all the rules are necessary. Method one, code up all the rules and then remove each rule one at a time to see how the removal changes from the having all the rules. The second method is to run an optimization in AmiBroker were I turn each rule on and off. The strategy has nine rules but I cannot turn them all […]
[…]how to take full control of the backtesting process with this powerful feature For more information on all courses: AmiBroker Courses Sample AmiBroker Code On Sample AmiBroker Code page, find code for ConnorsRSI ReverseRSI/RSI Solver Historical Volaility Indicator Best and worst trade in backtest report And much more External AmiBroker Resources Howard Bandy’s AmiBroker books AmiBroker […]
[…]can save you time by helping you with your code or teaching you how to code on your own. Information on AmiBroker services. Searching for trading ideas? Read my blog where I test trading ideas that reader’s and I have. The primary focus is on stocks and ETFs with a hold range of a couple days to several months.You can get spreadsheets of the results and more. Use these ideas as a starting point to your trading strategies and save yourself time and frustration on where to start your search. See Blog. Contact […]
