Archive
On August 13, 2010 I opened an (real-time, independently-audited) account with Covestor and Interactive Brokers (the latter providing Covestor with a real-time view into my trading activity and cash position for live replication in mirroring accounts
One of the most interesting findings dealt with in a previous posting (Pairs Trading (ETFs) was the RTHs (Retail HOLDR.) salient feature of being a favorable candidate for a potential mean-reversion strategy in conjunction with a major market or sec
First of all thanks for your patience, and from now on I'll be posting again on a more frequent basis.
And furthermore I'd like to advise those interested in quantitative research of a new blog I just came across: Engineering Returns by Frank Hassle
A few days ago Michael Stokes at MarketSci made an excellent post concerning RSI(2) readings, the changing frequency of extreme readings, its (the RSI's) quality of forecast and efficiency of trading short-term mean-reversion in the markets over the
A few days ago Michael Stokes at MarketSci made an excellent post concerning RSI(2) readings, the changing frequency of extreme readings, its (the RSI's) quality of forecast and efficiency of trading short-term mean-reversion in the markets over the
The Market Shows it Pays to be a Contrarian
There are some often cited adages amongst investing commentators and traders, e.g. "Don't try to catch a falling knife", "The trend is your friend.", "Nobody rings a bell at the market bottom.", "Buy on st
SPY and Sessions until Gap Fill
After the SPY left open an unfilled downside gap on Monday's session (see my posting Trading the Odds on Tuesday - March 31, 2009), a reader raised the question how long it regularly takes to get a downside gap in the