Search results for "Quiz 2024 D-PE-FN-23: Dell PowerEdge Foundations 2023 Exam Authoritative Valid Test Vce Free ☢ Copy URL www.pdfvce.com open and search for 【 D-PE-FN-23 】 to download for free 🧙D-PE-FN-23 Pass4sure Exam Prep"
| Results 31 - 40 of 220
|
Page 4 of 22
|
|
Sorted by: Relevance | Sort by: Date
|
Results per-page: 10 | 20 | 50 | All
|
[…]strategy presentation, Kevin Davey discusses how he uses probability cones to determine when to stop trading a strategy. I had not investigated this concept and was very intrigued. Davey has a spreadsheet you can download at his site but the spreadsheet is not built for equity curves in the way I would use it. I built my own version of the spreadsheet that uses equity curves in the method that made sense to me. The Concept Probability cones encapsulate the statistical range of the future equity curve. Given your backtested equity curve, you can calculate the daily average return and […]
[…]have been investigating monthly ETF rotation strategies lately. This would be a good time to combine two projects. A simple monthly ETF rotation strategy and comparing the results to depending on what day of the month the rotation is done on. Would the end and beginning of the month advantage be true also for monthly holds? ETF Universe For the ETF universe we will use the Select Sector SPDR ETFs of XLE, XLU, XLK, XLB, XLP, XLY XLI, XLV and XLF. The ETFs IEF, TLT and SHY are added for our cash position when the markets go down. Testing Timeframe […]
[…]1/1/2005 to 12/31/2014 using the S&P500 stock universe as they existed. The Rules First we want to compare the top 25 vs the bottom 25 and see if there is something here. Test 1: Closest To 52-week high Stock is in the S&P500 On the last trading of each month, rank stocks from closest to 52-week high of closes to furthest. Buy the top 25 on the next open Sell all at the beginning of the next month at the open Test 2: Furthest From 52-week high Stock is in the S&P500 On the last trading of each month, […]
[…]At the end of the day I think too many people are following mean reversion trading. It is easy to test and see great performance overall but those edges are shrinking and getting harder to find. They will likely come back during the next bear market because mean reversion is hard to trade then. Current verdict: slowly shrinking. Backtesting platform used: AmiBroker. Data provider: Norgate Data (referral link) Good quant trading, Fill in for free […]
[…]on Open Strategy Test dates 1/1/2007 to 6/30/2021. I wanted a very simple mean reversion strategy to compare the entries. I did not care about how good the strategy was because I want to see how the entries would change the results. Setup Stock is or was a member of the Russell 3000 The original close is above $1 The 20-day moving average of the Close times Volume is above $500,000 The $SPX is above the 200-day moving average The stock is above the 200-day moving average The 2-period RSI is under [.5 to 5 steps .25] Rank stocks from […]
[…]invested 30% in IEF. Variations Tested These are all the reasonable combinations I could think of to test. Signal day is the day the signal is generated to enter or exit. Which means we enter/exit on the next open. Daily timeframe Using daily bars, we have these three tests. Allow any day to be a signal day Only the last day of the week can be a signal day Only the last day of the month can be a signal day Weekly Timeframe Since data is in the weekly timeframe, I reduce moving average to 40 weekly bars, which is […]
[…]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 link below and claim your spot (it’s free). Here’s the link ==> Yes, Reserve My Spot! See […]
[…]nearly the same results as using $0.00/share. Personally, I do not believe that this is a good way to test unless the test time period is very short and the initial equity is the real amount you would be trading. Final Thoughts When you see research on the web, check the assumptions for commissions. As you can see, that assumption can have a very large impact on what you think of those results. The smaller the avg % profit/loss the larger the impact. A recent article on Price Action Lab, Facts Vs. Fiction About Overnight Gains in SPY, also […]
[…]your trading style to your personality, and many more topics. Link: http://www.donttalkaboutyourstocks.com/dtays-016-cesar-alvarez/ If you have any questions from the interview, post them in the comment section of this […]
[…]details. I hope to see some readers there. October 17, 2016 Austin Market Technicians Association For more information see https://www.mta.org/event-registration/austin-chapter-meeting-featuring-cesar-alvarez/ October 18, 2016 Dallas Association for Technical Analysis For more information see http://www.afta-dfw.org/schedule.htm meeting #2. Good quant […]
