The dual momentum trading strategy by Gary Antonacci, what is that about? As the Oracle of Omaha, Warren Buffett, once said: “Trying to time the market is the number one mistake to avoid.” It is almost impossible to consistently time…
Python is one of the most popular programming languages in finance. It is widely used for data analysis, machine learning and, of course, backtesting trading strategies. Today we will show you how to calculate and backtest a MACD, Moving Average…
There are some indicators you can easily combine to get the best out of the market. The moving average convergence divergence (MACD) and Bollinger Bands combination is one of the best synergic indicator combinations. You can use it to trade…
Gap fill trading strategies are popular among traders, especially when it comes to playing the opening gap of the S&P 500. But what exactly is an opening gap? This article explores the basics of gap trading strategies, focusing on understanding…
Are there any daily seasonalities in the S&P 500? I did some research into SPY, an ETF based on the S&P 500 components and a very good proxy, based average return on which day of the month. To get a…
Trading indicators generally work best when combined rather than being used individually. However, in this case, we will introduce an indicator designed to function as a comprehensive trading system on its own: Traders Dynamic Index trading strategy. The Traders Dynamic…
The Russell 2000 Rebalancing Trading Strategy is a method that takes advantage of the abnormal outperformance of the Russell 2000 index during its annual rebalancing at the end of June. Traders buy on the close of the first trading day…
Today, we show you the performance data of a quarterly trading strategy that boasts substantially better risk-adjusted returns than buy and hold: Buy and hold returns 7.2%, while our quarterly trading strategy compounds at 9.8% if we adjust for much…
The Bottom Of The Range Trading Strategy is a method for trading stocks or assets. It looks for times when a stock closes near its lowest point of the day and uses a specific formula called the IBS to confirm…
The SPY Day Trading Strategy presents an intriguing opportunity in the SPY market. By simply adhering to two straightforward criteria – a specific formula threshold and an open-down scenario – traders can potentially capitalize on market movements from 2005 to…
The overnight trading strategy in the S&P 500 involves entering a trade at the market’s close and exiting it at the following day’s open. This strategy relies on specific criteria like the Average True Range (ATR) and the IBS ratio…
Discover 4 overnight trading strategies in the stock market. In this article, we unveil four trading strategies tailored for short-term gains in the S&P 500. These strategies capitalize on the momentum from the previous close to the next day’s open,…
The first day of the month seasonality is strong in most markets. We have previously written about the turn of the month trading strategy, but today we look at the first trading day of the month. The turn of the…
The stock market has been on fire for the last decade, causing the impression that it reached an all-time high almost every day. However, this is only a perception because all-time highs are quite uncommon. Let’s make an all-time high…
You might stumble upon supposedly quantitative trading strategies based only on anecdotal evidence in the vast ocean of online resources. However, untested methods and strategies offer little more than hollow promises. We believe in providing examples of strategies that have…
What time of the day is the most volatile in trading? Most traders assume the first and last hour of trading (in any market) is the most volatile of the day. News from overnight trading needs to be discounted when…
“Sell in May and Go Away” is a strategy suggesting investors should sell stocks in May and buy back in November to avoid typically weaker markets from May to October. The effectiveness is debated, as results vary year by year….
A well-known “fact” is the end-of-month rally in stocks at the end of the month and the first day(s) of the next month. It’s a lot about it on the web, but as far as I can see no actual…
Is it smart to own stocks over the weekend? On of the biggest financial websites writes that the weekend effect is a phenomenon in financial markets in which stock returns on Mondays are often significantly lower than those of the…
Ray Dalio’s All-Weather Portfolio was constructed to stand the test of time, no matter the investing climate – be it inflation, deflation, or stagflation. How did the portfolio perform during Covid-19, a period that witnessed enormous volatility? Ray Dalio’s All-Weather…
For many, owning a business or buying expensive real estate is out of the question. An alternative to growing your net worth over time is to invest in financial instruments such as stocks and bonds. In this article, we look…
The last trading day of the month offers trading opportunities. This is one of many seasonal trading strategies. Can we make a last trading day of the month trading strategy? The last trading day of the month is a weak…
Below is a potential short strategy in the S&P 500: Short= C>Ref(C,-1) AND Ref(C,-1)>Ref(C,-2) AND Ref(C,-2)>Ref(C,-3) AND ADX(5)>35 AND RSI(2)>90 Description: If the close is higher for the third time in a row, 5 day ADX is bigger than 35…
Doji trading strategies are popular and the doji pattern is one of the most famous candlestick patterns. Candlestick patterns have several “derivatives” and can be used together with other bars. There are at least 64 different candlestick patterns that have…
I have previously written two articles about when SPY sets high and low during the day: Which Trading Hour Is The Best? When Should You Buy And Sell During The Day? At what time of day sets SPY high and…
