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