Profiting From Random Strategies

The bulk of trading strategies are random because they are either overfitted to noise or are the result of selection bias. However, there are ways of even profiting from random strategies. In this article I outline the general idea and offer an example.

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A Random Walk Up And Down Wall Street

This article combines thoughts from an article by Howard Lindzon and my analysis on the performance of random trading. I argue that monkeys win in this market because the bulk of quant trading is worse than random.

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Momersion And P-Dow Indicator Update, September 23, 2016 [Premium Articles]

Momersion and P-Dow indicator updates after recent price action in the stock market.

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Market Timers Looking Forward To An Orderly Stock Market Crash

Market timers profit at the expense of buy and hold crowd when there is an orderly crash followed by a V-bottom recovery. The chart below demonstrates these facts.

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State Of Mean-Reversion Algos, September 19, 2016 [Premium Articles]

This is an update of the state of four mean-reversion algos as of the close of Monday, September 19, 2016.

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Data-Mining Bias Still Drives Wall Street Decisions

This latest article in Yahoo! Finance is an example of how data-mining bias still drives Wall Street decisions.

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Market Analysis For Week Of Monday, September 19, 2016 [Premium Articles]

This weekly premium report includes a market recap with commentary, high probability setups with specific entry and exit points in ETFs and Dow-30 stocks and analysis based on unique technical indicators and quantitative methods.

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Nasdaq-100 Recovery And The Wrong People Are Celebrating

The stocks of Intel and Cisco Systems are still 27% and 54% below their all-time high, respectively, on a dividend adjusted basis. The sluggish recovery in the tech sector for about 14 years after the bubble burst of 2000 is mainly due to index rebalancing and it is nothing to celebrate about. Yes, the wrong people are celebrating.

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