Tag Archives: algo trading
Two days ago, equity markets worldwide were spooked by Italian political turmoil and possibility of a euroskeptic government that will drive Italy out of euro. The S&P 500 fell 1.2%. Next day, according to financial media, the market rallied 1.3% … Continue reading
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
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?
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.
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