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A Selection of Free and Premium Articles

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Books

Free books

Profitability and Systematic Trading

 

Premium Books

Fooled by Technical Analysis: The perils of charting, backtesting and data-mining
15 Lies About Trading And Investing

Why classical technical analysis charting is no longer effective

Free articles

Interview for Forbes
The Post-Hoc Chartist
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
Drawing Lines On Charts Is Not A Strategy

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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

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
What is so Special About the 200-Day Moving Average?
Trends And Trend-Following 

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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 

Trading, Risk and Money Management

Free articles

When Traders Fail
Why Trading is Hard
Position Sizing Based on 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?
What You Want From The Market Vs. What It Can Give You 
Stock Market Bullish Charlatans
Modern Technical Analyst vs. Chartist

Kelly Leverage 
SPY ETF Regular Trading Hours is Noise 
How Some Academics Misguide Traders And Hedge Funds 
Use Algos to Fight The Algos
Stock Picking With Chart Analysis is 80s
CAGR Illusions
Log, Annualized and Total Return
The Perils of Forex Position Trading 
The Perils of Forex Day Trading 
The Perils of Futures Day Trading 
The Perils of Futures Position Trading 

 

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
The Real Reasons Some Traders Lose

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
Amibroker Code For 3 Indicators 

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?

Technical and Quantitative analysis videos [Free]

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