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Summary of contents

Type Free Premium
Books 1 2
Articles 125 51


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
Cryptocurrency Technical Analysis

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

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
Trend-Following Won’t Survive

Hedge Fund Secrets
Momentum Has Returned to Stock Market



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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
S&P 500/VIX Correlation And The Perils Of Visual Charting

What Is A Quant Trader?
A Common Mistake in Calculating Correlations

Detecting Anomalous Price Action in Daily Timeframe
Volatility Good For Traders Under Certain Conditions

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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
1072 Chances to Short and Profit
Trendline Zoo














Market Statistics

Free articles

Please, No More Correlations
Market Rebound Rallies
S&P 500 Is An Intelligent Trading Strategy

Premium Articles

Behavior of Some Stocks Near Tops


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
Fooled By Out of Sample Testing
The Next Big Market Trap
Fooled by Monthly Returns Statistics

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

Portfolio allocation and market timing [Free]

Comparison Of Two Portfolio Allocations
The 60/40 Passive Allocation
Portfolio Performance in 2016
Trading Vs. Investing
Investing in European Stocks is Forex Bet
Forex As An Asset Class
How Risky Is The 60/40 Portfolio?

Long-Only Equity Strategy Benchmark
Issues With Bitcoin Correlations
Tactical Investing Conundrum
International vs. U.S. Stocks
Passive Investing Is An Over-Fitted Strategy
No Free Lunch In Portfolio Allocation
EMH Vindication And Why Diversification Is Placebo Effect

Hedge Funds Have Done Well
Wrong Investment Advice is Much Worse than Random Trading Tips

Indicators, strategies and price action anomalies

Free articles

PSI5 Mean-Reversion Strategy
Fluxionization Trading Strategy
Long/Short Equity Strategy
Mean-Reversion Strategy
Mean-Reversion Strategy For S&P 100
More strategies for hedge funds
Has the Internal Bar Strength Indicator Lost its Strength?
Leveraging the Performance of a Weekly Mean-Reversion Strategy
Turnaround Tuesday

Premium articles

Harris’ RSI
Gambler’s Fallacy
Amibroker Code For 3 Indicators
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?

Papers, Presentations and Interviews [Free]

Limitations of Quantitative Claims About Trading Strategy Evaluation
Forbes Interview
M4 Conference Presentation

Selected articles from Seeking Alpha and Medium [Free]

Seeking Alpha

The Ambiguous VIX: A Fear Gauge Or A Contrarian Indicator
The Managed Futures Dilemma
PIMCO’s Old And New Bets: Should You Replace Treasuries With Munis?
No Signs Of A Bond Bear Market For Now
Fundamental Factors That Can Drive U.S. Bond Yields Lower
The Perils Of Using Moving Averages In Asset Allocation Models
The Efficient Market Hypothesis May Be Gaining Ground
Evidence-Based Analysis Of Commodity Trading Advisor Performance
An Explanation Of The Persistence Of The Momentum Anomaly
Dividends And Stock Market Returns
Outperforming Buy And Hold Does Not Prove Skill
Naive Portfolio Allocation Schemes
Market Timing And Gambling
2 Portfolio Allocations For Conservative Investors
An Example Of How Data-Mining Bias Plagues Fund Management
Diminishing Stock Returns And The Unavoidable Bear Market
Investing In European Stocks Is A Forex Bet
The 60/40 Portfolio Is A Risky Investment
Portfolio Allocation Is No Free Lunch



Medium and other sites

Markets Are Algo-Event Driven
How Some Academics Misguide Traders And Hedge Funds
Validation Methods For Trading Strategy Development
The Paradox Of The Elusive Market Edge
Fooled By Monte Carlo Simulation
Feature Engineering For Algorithmic And Machine Learning Trading
Curve-fitting and Optimization In Trading Strategy Development
Fooled by Randomness, Over-fitting And Selection Bias
Long/Short Equity Strategies And Machine Learning
Is Your Hedge Fund Testing Trading Strategies With Your Money At Stake?
The Patient Chart Pattern Trader
Impact Of Artificial Intelligence And Machine Learning on Trading And Investing
Trend-Following Won’t Survive
What Is Idiosyncratic Alpha?
Probability: An Abused Notion In Trading And Investing
Fooled by Machine Learning Applied to Trading Algo Development

Do Not Follow The System
A Trillion Ways To Be Fooled
Financial Media and Trading Gurus Provide an Edge
Cryptocurrency Technical Analysis: Is it Effective?
Are Quant Funds The New Chart Traders?Efficient Market Hypothesis
Machine Learning Replicating Simple Forecasting Methods

Technical and Quantitative analysis videos [Free]

YouTube channel

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