Biotech: My love-hate relationship
[β¦]platform used: AmiBroker. Data provider:Norgate Data (referral link) Good Quant Trading, Fill in for free [β¦]
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Avoiding Volatile Trades
[β¦]platform used: AmiBroker. Data provider: Norgate Data (referral link) Good quant trading, Fill in for free [β¦]
Adding candlesticks to mean reversion setup in a portfolio
[β¦]the results from the previous post do not transfer to the portfolio tests in this post. I prefer to test at the portfolio level because this is how I trade. Often the results at the all trade level do not transfer to the portfolio. Backtesting platform used: AmiBroker. Data provider: Norgate Data (referral link) Good quant trading, Fill in for free [β¦]
Using strength to exit a mean reversion trade
[β¦]be a good exit to use for a longer term strategy to tell when a stock has become over extended. For example, exit when RSI4 is greater than 90 for 5 days. Backtesting platform used: AmiBroker. Data provider: Norgate Data (referral link) Good quant trading, Fill in for free [β¦]
January Effect on Stocks
[β¦]platform used: AmiBroker. Data provider: Norgate Data (referral link) Good quant trading, Fill in for free [β¦]
Adding Stops and Scaling Out to a Mean Reversion Strategy
[β¦]platform used: AmiBroker. Data provider:Norgate Data (referral link) Good Quant Trading, Fill in for free [β¦]
What I am reading: July 15, 2015
[β¦]Strategies βBlow Upβ βIn this article, we will explain why even good strategies must test investorsβ ReSolve every now and then in order to deliver long-term excess returns.β Annual Asset Class Returns I always love seeing this chart. Β Good Quant [β¦]
Trend-following vs. Momentum in ETFs
[β¦]of volatility or total risk. The higher the better. Yes, several of these metrics are correlated. For example, MDD & UI. But in my testing winning in one metric does not guarantee winning in the other similar metric. When comparing two methods, each metric will be compared and if it exceeds by 15% then it gets one point. Why 15%? At 10% difference, I consider this noise. At 20%, I believe it is better. So I split the difference. If the method gets 3 or more points, I will consider it better. Β SPY Momentum vs Buy and hold The [β¦]
Simple Ideas for a Mean Reversion Strategy with Good Results β Part 2
[β¦]day Starting with the initial rules we make the following changes. Instead of waiting for the stock to trigger at our limit price, we enter at the open. Three ranking methods were tested. Highest 100 day Historical Volatility Worst 5 day return Highest 5 period ADX Not exactly the best of results but expected. In my book Short Term Trading Strategies That Workβ we show how waiting for intraday pullback improves results. Β Idea 3 β Wait an extra day after setup day to enter Starting with the initial rules we make the following changes. Two days ago was set [β¦]
Market Timing with a Canary, Gold, Copper, LQD, IEF and much more
[β¦]this part of my strategies. There have been a handful of market timing methods I have been wanting to test and compare with my current 200-day moving average version. I collected enough of them to test all at once and to compare the results. The Test The backtest is from 1/1/2004 to 12/31/2018 on the SPY, dividends included. I start in 2004 because that is as far back as I have data for two symbols that I need. For todayβs post, I will focus on only looking at the signal at the end of the month. The reason for this [β¦]