Trading Strategies (Quantified)

We have started a subscription service called Trading Edges. Each month we publish a new “edge” – a 100% quantifiable trading idea that includes buy and sell signals plus code for Amibroker and Tradestation. Please click here to read more or order.

Before you look at our trading strategies, you might want to read our article about what quantified strategies is about:

• How to create a mean reversion strategy (pros and cons of mean reversion)
• Is this the Holy Grail of trading?
• How to deal with drawdowns
• What is a good trading strategy?
• What are quantified strategies?
• How to become a successful quant trader
• How to find trading edges in the markets (with examples)
• Why build a portfolio of quantified strategies (including two strategies)

Indicators and how they work (with strategies):

• Average True Range trading strategy (ATR indicator)
• What is the VIX and how does it work?
• The stochastic indicator – does it work? (How to use it)
• Williams %R explained – does it work? (Better than the RSI)
• WilliamsVixFix explained – does it work?
• Heikin Ashi explained (how to use it)
• Do candlesticks work? A quantitative test of 23 candlestick formations
• Does the MACD indicator work? (Including strategies)
• Are the Bollinger Bands profitable?
• Are moving averages good or useless (quantified analysis)?
• Ways to use ADX (Average Directional Index) – does it work?
• How the RSI indicator works (how to use it in trading)
• The internal bar strength (IBS) indicator
• The Elder Ray Indicator (with examples): Does it work?
• The Chaikin Oscillator – does it work?

S&P 500 strategies:

• Conclusions about trend-following the S&P 500
• A simple trend-following system on the S&P 500 (Meb Faber)
• What happens after a sell-off on the first day of the month?
• The January effect that works
• The January effect in the S&P 500
• The end of the year rally in the S&P 500
• S&P 500 mean reversion using IBS and RSI
• An overnight short strategy in the S&P 500
• Buy when the S&P 500 makes new intraday high?
• RSI(2) on SPY
• Big moves on Mondays – update
• End of month strategy in the S&P 500 – update
• 3 down days – and gap up?
• 3 day low in ETFs
• What happens after an “extraordinary” big fall in the S&P 500?
• Does volume really matter in the S&P 500?
• When SPY opens on a 5 day low, but close is higher than open
• When both Thursday and Friday is down
• A failed bounce is normally followed by rising prices
• When SPY closes on 20 day high on Mondays and Tuesdays
• How to make money from the close until tomorrow’s open in SPY, part 2
• When SPY falls two times more than average change
• When SPY diverges from recent high and low: a day trading strategy
• How to make money from the close until tomorrow’s open in SPY/S&P 500
• When SPY closes near the bottom of its range but still positive for the day
• Two big down days in a row in SPY
• A momentum strategy in SPYduring the last hour
• New five day low and SPY closes in the low of the range
• Opening gaps in SPY/S&P 500, part 3, the anatomy of fading gaps
• When SPY closes in the bottom of today’s range
• Opening gaps in SPY/S&P 500, part 2
• Opening gaps in SPY/S&P 500, part 1
• At what time of the day does SPY/S&P 500set high and low?
• Using the VIX to trade S&P 500
• The trend is not your friend in the S&P 500 (and other indices)
• End of month strategy in the S&P 500
• Tuesday reversals in the S&P 500
• Day of week seasonality in the S&P 500
• Daily seasonalities in the S&P 500
• Buy every open down?
• MACD-histogram
• Four down days and up?

Nasdaq strategies:

• RSI(2) on QQQ (Nasdaq)
• Monday/Tuesday trade in Nasdaq
• Nasdaq (QQQ) mean reversion
• Monday/Tuesday trade in Nasdaq

Treasuries/bonds strategies:

• Some monthly seasonalities in US Treasury bills
• Monthly seasonalities in long-term Treasuries
• Daily effects in long-term Treasuries

XLP (consumer staples) strategies:

• Internal bar strength in consumer staples
• Trade the boring consumer stocks when they open down and yesterday was a down day
• When XLP diverges from recent high and low

One or more instruments:

• The anatomy of a bear market: 2000 -2003 (Nasdaq and the S&P 500)
• Stock and sector rotation – what is it – why do it
• How does pairs trading work? Is it profitable?
• Larry Connors’ Double Seven strategy
• Larry Connors’ multiple days up and multiple days down
• Larry Connors’ %b strategy (Bollinger Bands)
• Larry Connors’ R3 strategy
• Larry Connors’ RSI 25 & RSI 75
• Larry Connors’ 3-day high/low method
• Market neutral momentum in SPY and EEM
• Monthly momentum in SPY and EEM
• Monthly momentum in SPY and TLT (rotation strategy)
• A monthly momentum strategy in ETFs
• A simple pair trading strategy in liquid ETFs

Day trading strategies:

• A new potential day trading strategy, part2
• A new potential day trading strategy
• SPY sets low or high in the last hour – a day trading strategy
• How I made money day trading (tips, tricks and hacks)

Gold strategies:

• Trend-following strategy in gold (12-month moving average)
• The greatest gold stock system you should trade
• When gold gaps up or down

Miscellaneous:

• Retail seasonalities
• The Sharpe Ratio Explained (with examples)
• The profit factor explained (with examples)
• Why scalping is a waste of time (do this instead)
• Why you shouldn’t trade penny stocks (why avoid them)
• September is the worst month of the year
• Sell in May and go away – OBX (Oslo Stock Exchange)
• Shorting oil when the dollar rises
• The Friday Seasonality in USO (oil)
• December seasonality in OBX (Oslo Stock Exchange)
• What is more important? Entry or exit?
• Pivot points – are they profitable?
• Candlestick pattern – doji
• Gap down strategy in stocks – going long
• How to profit from the Russell 2000 end of June

Disclosure: We are not financial advisors. Please do your own due diligence and investment research or consult a financial professional. All articles are our opinions – they are not suggestions to buy or sell any securities.