Our work on new trading strategies. It includes a list of selected free and premium articles.
Click here for a list of proprietary strategies and related details.
|For Hedge Funds
Fluxionization Trading Strategy
|Portfolio allocation and market timing
Comparison Of Two Strategic Portfolio Allocations
|Papers and Interviews
Short-term Trading With Price Patterns (out-of-print)
- 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
Selected articles published in 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
Older articles in trading magazines
“Trading Probabilities”, Active Trader Magazine, March 2001, p. 76.
“Keeping it Simple”, Active Trader Magazine, September 2001, p. 82.
“Beyond Strategy Testing”, Active Trader Magazine, March 2002, p. 70.
“Facing the Facts of Risk and Money Management”, Active Trader Mag., May 2002, p. 54.
“Simple but Effective”, Active Trader Magazine, June 2002 p. 64
“Price Pattern Autopilot”, Active Trader Magazine, September 2002, p. 70.
“The Profitability Rule”, Stocks & Commodities, September 2002, p. 30.
“When it Pays to Wait”, Active Trader Magazine, February 2003, p. 48.
“Trend Trading with Short-term Price Patterns”, Active Trader Magazine, June 2003, p. 31
“Testing for Profitable Short-term Price Patterns”, Traders’ Magazine, January 2005
“Using a Trade Input Delay”, Traders’ Magazine, March 2005
“Pice Patterns Surviving the Test of Time”, Traders’ Magazine, May 2005
“Derivation of the Profitability Rule”, Traders’ Magazine, July 2005
“Trading System Development in Six Steps”, Traders’ Magazine, September 2005
“Going Against the Trend – Do Countertrend Strategies Payoff?”, Traders’ Magazine, Nov 2005
“Synthesis of Trading Systems: Beyond Back-testing and Analysis”, Traders’ Magazine, Jan 2006
“Trade Signals”, Traders’ Magazine, March 2006
“Trend Following Strategies Based on Short-Term Price Patterns”, Traders’ Magazine, June 2006