Trading Order Out of Chaos
Equities mean-reversion works right now. And as part of Building Consistently Profitable Trading Systems it forms a key component. In this article we’ll present the final version of the mean-reversion system to form part of the trading toolbox, and the final portfolio. It’s the Larry Connor’s RSI2 strategy. And it’s based on the two concepts […]
Over the last four articles people have been writing in, asking, “How do you deduce leverage from your backtests?” “How do you actually implement leverage in your trading?” “How do you calculate position size?” “How often do you rebalance?” So, to keep this series as hands on and close to reality as possible, this article […]
Backtesting and Over-Leverage are the bane of any systematic trader. A shout out to Peter who raised both these points on the previous article in the series: Trading Numbers So, what are the two issues we’ll address in this week’s article: Look ahead bias, and is it really that bad? Kelly is always touted as […]
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 […]
In previous articles I’ve written about the idea of Kelly betting or using leverage to really boost the growth of your returns. I’ve also shown how different fundamental components work together to create an FX Benchmark index. This article is slightly different. I want to keep it KISS: “Keep It Simple Stupid.” I will show […]
Very well structured, interesting and insightfull
Excellent, funny. Very knowledgeable!
Great teaching style. Very engaging. Material was presented in interesting manner and focused more on real life than theory.
Very insightful from an intelligent and talented individual. Life changing.
Quick thank you for the suggestion to look at shorting the CHFJPY. Just closed at 122 pips profit. With only 9 pips Max loss. Nice. Michele Russell
I really do rate everything with a “5.” Very good talk
Very clear, engaging and insightful.
The bar in trader education has been set and I highly recommend anyone wishing to pursue a career in trading to invest in this program. Jehan Jabar