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a repository for my research on wrangling these unruly markets

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Abnormal Returns A wide-ranging, forecast-free investment blog

Is now a part of the StockTwits Network. You can read all about the change at Abnormal Returns. You can find our updated feed. Here Thanks for reading us and we look forward to seeing you over at the new site. Thanks for visiting the Abnormal Returns.

Au.Tra.Sy blog - Automated Trading System by Jez Liberty

Systematic Trading research and development, with a flavour of Trend Following. Welcome to my online repository of research and insights on automated trading system development. Read more about the blog. State of Trend Following in February. State of Trend Following in January. State of Trend Following in December.

Beyond the Blue Event Horizon

I am the Director of Operations at The Bornhoft Group. Building on a life-long fascination with systematic solutions to business problems, I am applying my engineering and math skills to the Alternative Investment field with a particular focus on systematic trading strategies and portfolio optimization. Although currently on hiatus from blogging, I am leaving this blog in place in the hopes you will find some topics of interest! View my complete profile.

FOSS Trading

Algorithmic Trading with Free Open Source Software. Tuesday, January 9, 2018. June 1 and 2, 2018. University of Illinois at Chicago. Will be held June 1 and 2, 2018 in Chicago, IL, USA at the University of Illinois at Chicago. We invite you to submit complete papers in pdf format for consideration.

Quantifying Technical Analysis

More about the Morning Doji Star. Last month, I blogged. That the morning doji star was a very rare pattern. I claimed that on an EOD basis, there are only ten instances of occurrence of this pattern in SP500 stocks over the last 15 years. The 10 instances are shown below. Of the 10 opportunities, 6 are profitable in the short term.

Tjäna miljarder på börsen or die trying

Tjäna miljarder på börsen or die trying. Det finns inga dåliga marknader. Marknanden är urstark just nu men börjar bli lite long in the tooth. Kan vara ett bra ställe att börja deriska och boka vinster på långa positioner. Då var det dax igen att stänga en till månad på året. Så hur har det gått då? Derivat-.

garikis potpourri.

There was an error in this gadget. Saturday, January 21, 2017. Thursday, December 11, 2014. Adobe reader chewing up CPU for no good reason.

EPOC Investing Euphoria, Panic, Optimism and Complacency

Euphoria, Panic, Optimism and Complacency. Revisions, Quality and Low Risk Quantitative Strategies compared. Look back at this post to see how I constructed the approach here. The combination of all three strategies results i.

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a repository for my research on wrangling these unruly markets

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