Tag Archives: algo trading

A significant Improvement In Mean-Reversion Strategy Performance

By exiting trades at the close that triggers a signal instead of the open of the next day, the annualized return of the MR5 mean-reversion strategy increases by 300 basis points with a simultaneous increase in win rate and decrease … Continue reading

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Is BTFD Just A Meme Invented By Bears?

Is BTFD a meme for bears in an attempt to explain how the market is manipulated higher by central banks? Or is it something more fundamental?

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I Ignore All The Noise

There is too much information in mainstream and social media about the markets. The signal to noise ratio is very low as expected. Here is what I ignore.

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Trading Psychology Has Become Irrelevant

In the past trading psychology played an important role in controlling the emotional factors that affected profitability. Nowadays, anyone talking about a need for proper trading psychology has fallen behind in the era of algo trading and machine learning. If … Continue reading

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Crack In The bull Market No 79

This new meme that emerged last week confirms my view that many try to rationalize price action in the context of their expectations and that most of technical analysis is thinking in words.

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