Tag Archives: algo trading

Markets Are Algo-Event Driven

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

Posted in Risk Management, Trader education | Tagged , , , , , , | Leave a comment

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

Posted in Trading Strategies | Tagged , , , | Leave a comment

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?

Posted in Quantitative trading, Trading Strategies | Tagged , , , , | Leave a comment

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.

Posted in Quantitative trading | Tagged , , | Leave a comment

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

Posted in Technical Analysis | Tagged , , , | Leave a comment

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.

Posted in Technical Analysis | Tagged , , , | Leave a comment