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Why classical technical analysis charting is no longer effective

Free articles

Interview for Forbes
The Post-Hoc Chartis
The Main Cause of Failure of Classical Technical Analysis
Technical Analysis Has Contributed To A Massive Wealth Redistribution
Is the Bulk of Technical Analysis “Thinking in Words”?
“Dow is Overbought” Is More Bullish Than Bearish

Premium articles

Rule No. 1 For Success
Chartists Debunked With Math

Technical Analysis Has Misled Traders
RSI is a Short-Term Momentum Indicator
“Market Is Technically Overbought” Narrative
Technical Analysis and Cognitive Bias
Major Failure of Chart Pattern Analysis

 

Trend-following and momentum

Free articles

Momersion indicator
All Actions In The Markets Amount To Forecasts
Trend Followers Make Forecasts
The Limiting Case Of Equity Trend-following is Passive Investing
The Golden Cross Trading System Lacks Intelligence

 

 

 

 

Premium Articles

Jim Simons is Correct About Trend-Following
Trend-following Woes
Where Do Trend-Following Profits Come From?
A Trend-follower’s Nightmare
Why Trend Following is Hard
Momentum, Randomness And Survivorship Bias
A Simple Explanation Of The Persistence Of The Momentum Anomaly
The Day Momentum Died
Momentum is Price Breakout
A Trend-follower’s Nightmare
Three Reasons Why Momentum is Neglected
Price Series Momentum and Wishful Thinking New

Risk and Money Management

Free articles

Practical Position Sizing Based on the Risk Ratio
Risk of Ruin For Dummies
The Primary Cause For Trader Failures
Optimal Position Size Methods and Other Misconceptions
Same Investments But Divergent Fortune
To Gamble Or Not To Gamble?

Premium articles

Optimal Trading Using the Kelly Formula
Leverage, Margin and Trading Account Capitalization
The Most Important Performance Measure
Maximizing Kelly
The Fallacy of Rare Events and Fat Tails

Perils of backtesting

Free articles

Fooled by Random Backtesting
Fooled by Randomness, Over-fitting And Selection Bias
Counter-Intuitive Facts About Backtesting
Inferences From Backtest Results Are False Until Proven True
Inaccurate Backtest Results Are Common

 

Premium Articles

Curve-fitting and Optimization
Five Myths About Data-Mining Bias
Long-Term Backtests Can Be Misleading
Passive Investing Is An Over-Fitted Strategy
Ruined by Hypothesis Testing
Perils Of Statistical Hypothesis Testing
More on the Perils of Statistical Hypothesis Testing

New indicators and price action anomalies [Premium]

New indicators

Momersion
Harris’ RSI
Gambler’s Fallacy
SNR

Price action anomalies

Bond anomaly
Seasonality anomaly

 

Trading Math [Premium]

Win Rate, Profit Factor and Payoff Ratio
The Trading System Inversion Paradox

The Many Faces of Trading Expectation

Articles about trading strategy development [Premium]

Validation Methods For Trading Strategy Development
Fooled By Monte Carlo Analysis

Do Not Follow The System
What Is Idiosyncratic Alpha?

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