How Some Link Aggregators Benefit at Your Expense

Most bloggers are grateful when their work is mentioned occasionally by a prestigious website that has recognized impact in informing the public. But when a blog is constantly mentioned by an obscure aggregator, then that could be damaging.

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Forward Performance Of Two Machine-Designed Trading Algos

Last April I wrote an article where I introduced a strict validation method for machine-designed trading algos. This article includes  the forward performance of the trading algo in that article, as well as, of another algo that was machine-designed in April 2013.

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The Charlatan Narrative

There are charlatans that pose as technical analysts or even quants. A frequent narrative these charlatan use involves a rise in stocks and they justify it with some trivial analysis. They should be telling us instead when the market will fall, not when it will rise. Then, we will know if they know anything. Read below why.

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An Example of the Perils of Backtesting

I have discussed the perils of backtesting numerous times in this blog. It is important that all traders realize that backtesting hides many pitfalls and it is one of the three main contributing factors to massive losses by retail traders in the last 25 years.

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Market Analysis For Week of Monday, November 16, 2015 [Premium Articles]

This premium report includes a market commentary, stocks and ETFs to watch and technical/quantitative analysis of stock indexes, ETFs and Dow-30 stocks.

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Evidence Based Analysis: CTA Gross Underperformance

I present evidence of the gross underperformance of the CTA group in the last 10 years and statistical analysis to rebut claims that the performance of a group of top 20 CTAs is more representative of this group’s performance.

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Why I am Withdrawing From the Quantocracy Compendium

The quantocracy curator has included a link to an article with personal attacks against me for a second time. The first time this happened I elected to ignore it as an oversight from his part. I am not going to be part of a compendium where some members take their frustration on others and they are rewarded for doing that.

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