Quantitative analysis and strategies in the financial markets
Rob Hannah published last week a potential strategy on his blog Quantifiable Edges. Buy when the S&P 500 makes a new high? Intraday high breakout trading strategy I put a
Continue readingThe overnight edge in the stock market is well documented: Night strategies trading (overnight edges/strategies) By using the tailwind from the close until the next open, you can develop some
Continue readingOn Thursday we had the second “big” down day in a row in SPY (S&P 500), with two days in a row with more than 1% each day. This does
Continue readingThe opening gap strategy I published last week showed promising returns. However, can we trust the data? The test was performed on EOD data from Yahoo! (open, high, low and
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I guess most traders have heard that “the trend is your friend”. Personally, I close to never trade on trends, I go the opposite way: buy weakness and sell strength.
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