Our work on new indicators and trading strategies. It includes a list of selected free and premium articles.
Price Action Anomalies
Click here for a list of proprietary strategies and related details.
For Hedge Funds
|Portfolio allocation and market timing
Comparison Of Two Strategic Portfolio Allocations
|Papers and Interviews|
- 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
Michael Harris and his support group with excellent understanding of the markets and advanced quant skills are available for remote consulting in the following areas:
- Trading strategy development and analysis
- Asset allocation and portfolio evaluation
- Trading risk management
Please use the contact form to introduce yourself and/or your company and provide a brief description of the project.