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

New indicators

Bear Market Probability
Harris’ RSI
Gambler’s Fallacy
Probability State
N-Bar Win rate
Rolling expectancy
Expectation in Price Action

Price Action Anomalies

Bond anomaly

Trading systems

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

Three Mean Reversion Strategies
Trading Multiple Strategies

For Hedge Funds

Fluxionization Trading Strategy
Long/Short Equity Strategy
Portfolio Level Mean-Reversion
Diversification via Forex

Portfolio allocation

Comparison Of Two Strategic Portfolio Allocations
The 60/40 Passive Allocation
Portfolio Performance in 2016
Trading Vs. Investing
Investing in European Stocks is a Forex Bet
Forex As An Asset Class
How Risky Is The 60/40 Portfolio?

Selected papers, Articles, Interviews

Limitations of Quantitative Claims About Trading Strategy Evaluation
An Interview With Michael Harris

Selected Articles
For more articles visit the blog archive

Articles about trading strategy development and machine learning in Medium.com


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.