Quantified Strategies

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

Don’t let the word “logarithmic” scare you away, it’s not as complicated as it sounds. But the difference between a linear chart and a log scale grows significant as the

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

Most traders test their trading ideas on all their available data and conclude “yes or no” to go live with the strategy. But it’s a major problem with this method:

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

Business cycles make different sectors of the stock market perform differently from each other. For example, presumably cyclical stocks and banks tend to move first after a recession (we have

Our aim is to build and create simple automated trading strategies and edges that you can use in your trading. We believe that simple and easy to understand strategies trump

The Chaikin Oscillator was developed by Marc Chaikin in the 1980s. It’s not widely used nor well-known, perhaps for good reasons (we didn’t manage to see much benefits in any

If you are serious about trading you must spend considerable time choosing the best broker for you and you need to know what to look for. It’s an important decision,

At certain intervals, day trading seems to get a lot of attention. 2021 seems to be one of those years. And we can’t blame people for dreaming about day trading:

One of the most important aspects of trading is the buy and exit prices. How do you enter and exit a trade? We all know commissions can eat into the

Almost all traders ignore survivorship bias, either on purpose or lack of knowledge. Why is it important to understand survivorship bias? It’s important because it overstates backtested results and leads

“In the short run, the market is a voting machine but in the long run, it is a weighing machine.” In the short-term, fear and greed is a major driver

Pairs trading involves market-neutral strategies that aim for profits in any type of market, be it sideways, down, or up. Jim Simons’ The Man Who Solved The Market describes the

Brett Steenbarger is a famous trading psychologist who has written the bestseller The Psychology Of Trading. In the book, Steenbarger referred to personality traits that tend to distinguish good from

Anyone reasonably interested in trading and speculating has probably heard about Ed Seykota. He was first featured in Jack Schwager’s Market Wizards. It’s the most memorable interview in the whole

Proprietary trading might not be so different than retail trading and you can mostly trade proprietary trading strategies as a retail client. The biggest difference is leverage. I was a

The stochastic indicator is a standard indicator in any trading platform, but we rarely see it published or used in any trading strategies. Compared to the RSI, stochastics seems much

I have been a customer at Interactive Brokers for the last 11 years, and on and off many years prior to that. Not only have I been a profitable customer

Mankind has come a long way in problem solving and technical advancements, but most of us still suck when it comes to financial planning and managing our investments. We have

How can you become a profitable day trader? How to succeed in day trading? How can you make money day trading? We were pure day traders (profitable) in stocks and

The famous trader and tax rebellion Larry Williams has given names to several technical indicators. Last week we wrote about WilliamsVixFix: WilliamsVixFix explained – does it work? This time we

Edward Thorp is by many regarded as “the first quant”, at least one of the first who successfully used quantitative models for risk-taking. He became famous when he wrote the

Back in 2007, the well-known trader and “indicator innovator” Larry Williams wrote an article in Active Trader about VIX and how you can create your synthetic VIX for any security

If you have spent considerable time developing a strategy, it’s frustrating if it performs poorly in live trading. What is happening? Why does it perform so poorly when it worked