Our work on new indicators and disclosed trading systems. 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|
- 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
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.