Quantified Strategies

Trading strategies stop working – sooner or later. Many traders would hope a strategy lasts forever, but markets are not meant to be static. Markets are dynamic and evolve and

Imagine yourself having one or several trading strategies that are literally handing you money on a silver plate. Then one day everything stops working and you are stranded with no

Quant trading (quantitative trading) might sound complicated, but don’t let the terms scare you away from trying or digging deeper. But does quant trading work, and if so, how can

In the US, the options expiration happens on the Friday before the 3rd Saturday each month. An often referred to effect is the option expiration week effect. Is this effect

Many traders are wondering what time frame they should focus on when they started trading: Minutes, hours, days, weeks, months, or even years? There is no best or worst time

On the 18th of June, we witnessed major moves in both long-term Treasuries (TLT) and the S&P 500 (SPY). That is not abnormal: when the going gets tough in stocks,

There are many effects and seasonalities in the stock market. One frequently mentioned seasonality is the first trading day of the month effect. Is the first trading day of the

The US independence holiday is just around the corner. In 2021 the fourth of July is on a Sunday, and this means Monday 5th of July is a non-trading day.

Many traders label themselves as breakout traders. We are not, we are agnostic and trade whatever strategy we believe is rational and smart, but we have a few trading strategies

The stock market has a strong seasonality from October to May, while gold and gold stocks outperform the rest of the months. Can this be used to construct a tradeable

There are plenty of seasonalities in the markets. In this article, we look at the seasonality of energy stocks. It turns out that all the gains since 1986 have come

The end-of-month effect is a well-known trading strategy in the stock market. We have covered this anomaly before. To get you started on what this strategy is all about we

Rotation strategies are popular. One of the reasons is the anticipation of better and more efficient capital allocation, and perhaps a second aim is to reduce the drawdown. Today we

In order to make money trading, you need prey. One of the prerequisites for trading is volatility. No volatility, no prey. No prey, no gains. In this article, we do

Many traders gravitate towards high volatility stocks. Traders need volatility, but you also need to make sure you don’t risk ruin. The ETF with the ticker code XLP is not

All markets are different and have their own seasonalities and tendencies. In the stock market, the tendency is for the gains to accrue during the night – ie. an overnight

Yes, it’s possible to find inefficiencies in the markets. However, if you want to consistently make money in the markets, you need to understand how the markets work. Are you

How many candlestick patterns are there? There is most likely an unlimited number of formations, where the minority has been labeled or given a name. Our research indicates there are

We have recently compiled all the free trading strategies into a 24-page PDF document. The PDF-file contains the logic and Amibroker code for all strategies/ideas. The original articles mostly contained

Cryptocurrency markets have many of the characteristics of the commodities markets: Wild swings and gyrations, both up and down, exactly what is needed for trend following and momentum strategies. Does

Trend following is popular, especially in the commodity markets, and we aim to shed some light on this type of investing. In this article, we take a deeper look at

We have previously written a couple of articles about trend-following strategies in the S&P 500 and gold: Trend following strategy in gold A simple trend following system in the S&P

Bollinger Bands are widely used and pretty famous. A lesser-known sibling of the Bollinger Bands is Keltner Bands (often called Keltner Channels). Despite being rather unknown, Keltner Bands are still

Larry Connors and Cesar Alvarez revealed a trading strategy called Double Seven in their book Short Term Trading Strategies That Work. This is a fairly simple system that at the

How do you create or build a mean reversion strategy? What are the pros and cons of mean reversion trading strategies? Do mean reversion strategies work? This article gives you

Gold is different than stocks: it has no particular use and doesn’t provide any cashflows. If you own stocks, you own something that is producing value. Gold doesn’t produce many

The Average True Range (ATR) was developed by Welles Wilder in the 1970s. In his famous book called New Concepts in Technical Trading Systems, published in 1978, Wilder also published

A bear market is when the price of a financial asset drops in value, normally over an extended period of time. But asset prices go up and down daily, so