Portfolio

Our work on new indicators and disclosed trading systems. It includes a list of selected free and premium articles.

New indicators

Bear Market Probability
Momersion
Harris’ RSI
Gambler’s Fallacy
Probability State
N-Bar Win rate
Rolling expectancy
P-Dow
SNR

Trading systems

Click here for a list of proprietary systems and related details.

WR2 system
Momersion
Bond anomaly
Three Mean Reversion Strategies

Portfolio allocation

Comparison Of Two Strategic Portfolio Allocations
The 60/40 Passive Allocation
Portfolio Performance in 2016

Selected Articles

Selected Articles
For more articles visit the blog archive

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.