Consumer Confidence And Stock Market Returns (Strategy And Backtest)

Last Updated on July 17, 2022 by Oddmund Groette Consumer confidence tries to gauge the temperature of the economy. It swings from pessimism to optimism – just like Mr. Market who is rather manic-depressive. In the US it’s made by the Conference board and it casts doom and gloom on a monthly basis. Consumer confidence…

The Easter Holiday Effect In Trading (Holy Thursday – Best Day Of The Year For Stocks?)

Last Updated on July 6, 2022 by Oddmund Groette Easter is a Christian holiday celebrated across the world. But does it affect trading on the U.S. stock exchanges and other financial markets? We look at how the stock market performs before and after the Easter holiday. Additionally, we specifically look at the performance of stocks…

Which Trading Hour Is The Best? When Should You Buy And Sell During The Day?

Last Updated on June 19, 2022 by Quantified Trading Which trading hour is the best? Does the time of day make a difference when trading? When should you buy and sell during the trading day? Seasonal trading strategies can take many forms and in any time frame. This article looks at intraday data for some…

The 4th of July Holiday Effect In Trading (Independence Day Effect – Backtest And Strategy)

Last Updated on June 30, 2022 by Oddmund Groette The 4th of July (Independence Day) is one of the federal holidays in the US. How does it affect the US financial markets? The US financial markets do not open on the 4th of July, being a federal holiday to mark US independence. No trading takes…

George Washington Day/President’s Day Holiday Effect In Trading (Backtest And Strategy)

Last Updated on June 30, 2022 by Oddmund Groette George Washington’s Day/Presidents’ Day is one of the federal holidays in the US. But does it affect the US stock market? The US financial markets do not open on George Washington’s Day or Presidents’ Day. Trading does not take place on any of the U.S. stock…

The Martin Luther King Jr. Day Holiday Effect In Trading (Backtest And Strategy)

Last Updated on July 6, 2022 by Oddmund Groette Martin Luther King Jr. Day is one of the federal holidays observed in the US. How does it affect trading on the US stock markets? The US financial markets do not open on Martin Luther King Jr. Day, which is the third Monday in January. No…

70+ Trading Strategies (Free) – A List of Quantified Systems

Last Updated on August 11, 2022 by Oddmund Groette On this page, we have compiled all the trading strategies (trading systems) we have published since our start in 2012 (plus relevant trading strategy articles). The page contains 80+ free trading strategies plus articles about indicators and trading strategy-specific articles. If you don’t want to browse…

Nassim Nicholas Taleb – The Barbell Strategy (Options, Trading Strategies And Philosophy)

Last Updated on June 19, 2022 by Quantified Trading Nassim Nicholas Taleb is a world-known statistician, mathematician, philosopher, trader, and investor, and his primary interests evolve around randomness, uncertainty, and probabilities. Taleb came into the limelight after his book called Black Swan became a best seller, but in our opinion Fooled By Randomness from 2001…

AAII And Market Sentiment Indicators – How To Trade It (Examples And Backtests)

Last Updated on July 17, 2022 by Oddmund Groette Can you make money on a bullish or bearish AAII market sentiment indicator? When the pessimists turn optimistic and the optimists turn pessimistic a bottom or top is formed. If you understand market sentiment and where traders and investors feel the most pain or euphoria, you…

Ray Dalio’s All Weather Portfolio (Backtest, What Is It, Returns, Performance) [Trading & Investment]

Last Updated on June 27, 2022 by Oddmund Groette Ray Dalio’s All Weather Portfolio is a pretty well-known portfolio, and for good reasons, in our opinion. Ray Dalio and his team at Bridgewater Associates constructed the All Weather Portfolio to withstand every economic environment (and shocks) possible. What exactly is the All-Weather Portfolio? Which assets…

Rory Sutherland Alchemy Summary – Being Slightly Bonkers Can Serve You Well In Trading

Last Updated on July 7, 2022 by Oddmund Groette Rory Sutherland Alchemy Summary. The models that dominate all human decision-making today are duly heavy on simplistic logic, and light on magic – a spreadsheet leaves no room for miracles. But what if this approach is wrong? What if, in our quest to recreate the certainty…

Uncorrelated Assets And Strategies – Benefits And Advantages (Non Correlated Examples And Backtests)

Last Updated on June 19, 2022 by Quantified Trading Uncorrelated or non-correlated assets and strategies are a traders’ goldmine. Why? Because it reduces risk and (might) increase returns. However, constructing a basket of stocks, assets, or strategies that are uncorrelated or non-correlated is probably the most difficult task in trading and investing. In this article,…

Quadruple Witching Day – What Is It And Is It Bullish Or Bearish? (Quad Witching Backtest)

Last Updated on July 7, 2022 by Oddmund Groette Quadruple witching day (quad witching)- facts vs myths. Because the quadruple witching day is surrounded by presumable myths, we would like to dig deeper into these rare days that happen only four times per year. Is quadruple witching a volatile day? Is the volume higher than…

Do Stocks Outperform Treasury Bills? (Not What You Expected)

Last Updated on June 19, 2022 by Quantified Trading Hendrik Bessembinder, an academic, published a study in 2017 that went on to become widely spread and known. His hypothesis was pretty straightforward: do stocks outperform Treasury Bills? No, most stocks fail to beat one-month Treasury Bills during their lifetime as a public company, a fact…

Gold Moving Average Strategy – Best Trend Following System for Gold Trading (Backtest and Statistic)

Last Updated on June 19, 2022 by Quantified Trading Gold Moving Average Strategy and Trend following systems work. Below we present a very simple trend following system in gold: In this article, we look at how you can use the 12-month (250-day) moving average to outperform the gold price. Gold spends most of the time going…

Moving Average Trading Strategies (Backtest) – What Is The Best MA?

Last Updated on July 18, 2022 by Oddmund Groette How to use moving average trading strategies are widely discussed and used in the media and likewise frequently used by analysts when making calls about the future. What is a moving average and can we find profitable moving average strategies on stocks? Do moving average strategies…

What Happens To Stocks When Bonds Go Up? (Trading Strategy Backtest)

Last Updated on June 19, 2022 by Quantified Trading Any stock investor or trader should have a basic understanding of the relationship between stocks and interest rates. Why? Because the interest rates influence investors’ risk appetite. When interest rates are high, you need to pay more for a company’s earnings (thus a lower PE ratio)….

What Happens To Stocks When Bonds Go Down? (Trading Strategy Backtest)

Last Updated on June 19, 2022 by Quantified Trading The relationship between stocks and interest rates is at the center of financial theory. Why? Because the interest rates determine the value of stocks. High rates equal less appetite for owning risky assets, and investors will only own risky assets if they are compensated for taking…

What Percentage of Trading Is Algorithmic? (Algo Trading Market Statistics: Growth, Trends, and Forecasts)

Last Updated on July 7, 2022 by Oddmund Groette Since the emergence of the internet, algorithmic trading has come to dominate the financial trading world, but what percentage of trading is actually algorithmic? About 60-75 percent of overall trading volume in the U.S. equity market, European financial markets, and major Asian capital markets is generated…

Is Meb Faber’s Momentum and Trend-Following Trading Strategy in Gold, Stocks, And Bonds Still Working?

Last Updated on July 13, 2022 by Oddmund Groette Meb Faber, a famous money manager and writer, has several times stated he is a trend follower at heart. Back in 2015, he published an article about momentum and trend-following strategy called Meb Faber’s Three-Way Model in gold, stocks, and bonds– a model that Meb Faber…

Are Covered Calls A Good Strategy? (Backtests And Examples)

Last Updated on July 14, 2022 by Oddmund Groette Covered calls look tempting when interest rates and dividend yields are down because many investors and traders look for additional ways to generate “income”. Many pundits promise both good returns and “income” if you issue call options on your positions – so-called covered calls. Can you…

Mark Spitznagel – Safe Haven Investing (Review, Takeaways, And Summary)

Last Updated on July 18, 2022 by Oddmund Groette Mark Spitznagel, Safe Haven – Investing For Financial Storms: What role can risk-mitigating and defensive assets play in a portfolio? Do we use them only to seek shelter until the passing of financial storms? Contrary to what we learn at schools and universities, can higher returns…

Trading Bias – The Most Common Trading Biases (How To Deal With Them)

Last Updated on July 7, 2022 by Oddmund Groette Trading bias, you better have an understanding of the most common ones. When your money is at risk, you easily get fooled by your behavioral biases. Trading is about decision-making, and you better understand your strengths, weaknesses, and what puts your emotions on fire. This article…

12 Reasons Why Trading Strategies Stop Working?

Last Updated on July 15, 2022 by Oddmund Groette Why Trading Strategies Don’t Work In Live Trading. Trading strategies perform poorly in live trading mainly because of behavioral mistakes, curve fitting, survivorship bias, and improper trading size changes. It’s hard to replicate an unbiased backtest to live trading. If you have spent considerable time developing…