Quantitative analysis, research and trading strategies in the financial markets in all time frames
I’m trading some strategies based on mean reversion on a sample of 77 ETFs. Those ETFs are the most liquid ones.One of the strategies I trade is based on MACD-Histogram. It’s a very much used indicator I have tweaked a little bit. On per trade basis this is one of
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I did some counting yesterday. Not because I was trying to get some sleep, but rather trying to find some trading strategies. I looked at SPY, the ETF tracking the S&P 500 index. What happens when SPY is down 4 days in a row? Entry is on the close and
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I have been investing and trading for about 16 years, but not until now have I had a look at pivot points (PP). We can read a lot about this PP in certain media magazines and by stock commentators. I am reading Briefing In Play before the US open, and
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