Trading Order Out of Chaos
Market timing refers to the fact that by judiciously choosing entry and exit methods in a given market you can out-perform buy-and-hold. The first question of course is why you should buy-and-hold in the first place. The idea stems from the equity markets. Historically they have risen. The famous chart of course is the S&P […]
This spreadsheet goes in tandem with the article on Trading Like a Hedge Fund Manager. The charts are replicated in here, as well as the calculations, so you can follow along. The data is taken from finance.yahoo.com for the ETF products SPY, AGG, and GSG. Kelly betting is applied to maximize the returns.
For a lot of people day trading represents the attainment of their trading prowess. However, you need markets to move to capture profit, especially if you have to cross the bid/ask spread. It therefore makes sense to trade only during those times in which you have a range-expansion. The indicator Range.mq4 measures exactly that. If you place it on a 1M (minutely) chart, and set its LookBack period to 15 (that is the last 15 minutes), the indicator will show you the height of the range of …
I understand how tedious it can be to have to manually write all the trades out. And MT4 is the worst at making your trade history accessible. This script will produce a csv file of your entire account history. It will enable you to ask some pertinent questions and work out relevant stats. You’ll find details on calculating the right trade-stats in the blog posts on this site. The output is stored in the C:\Users\XXX\AppData\Roaming\MetaQuotes\Terminal\<Funny Hex Number>\MQL4\Files dire…
An upcoming recession in the US is on everybody’s mind (at least that’s what Google Trends shows):And with that bad news for the rest of us. To put that chart into context the last official recession according to the NBER was between December 2007 and June 2009. And the average duration between recessions since World War II has been five years, with the longest period being 10 years: between 1991 and 2001. So is it going to happen soon? Proba… Trend of “US Recession” Search on Google
Of all things on this planet?! Aren’t they boring? Not explosive enough? Isn’t this stuff what old people invest in? Also, aren’t they supposed to start to sell-off? And how do you get your hands on these over the counter instruments. In the first article of this series on Creating Profitable Trading Strategies we started with the premise that you need to look at assets and their underlying biases. We covered equities. They’re exciting. Buffett makes 19.1% a year on them. An…
In the previous article we set out to cover a new asset class: Bond investments. We saw how by including bonds together with stocks we could improve on our portfolio performance. Is this mixture still good given that we are now shifting in the interest rate cycle to a Bond Bear Market? In this article we go about calculating the Bond Index going back 120 years to answer this question. Here is a chart since 1960 of US 1 and 10 year rates:W… Current Interest Rate Cycle and Rising Rates
