[idea] Clustering Illusion, OIL #idea #strategy #oil #101TradingIdeas

Clustering Illusion Crude Oil strategy triggered by List of Biases, this time implemented in Goldman Sachs Crude Oil etn, OIL. Most of the strategies in 101 Trading Ideas: A Magical List for Fast-Paced Alpha Hunting also work in etf’s and equities. Strategy rules are here.   (Thank-you Quantopian) 101 Trading Ideas: This strategy idea was triggered Read more about [idea] Clustering Illusion, OIL #idea #strategy #oil #101TradingIdeas[…]

[101 Trading Ideas] Crude Oil, List of Biases #idea #strategy #biases #101tradingideas

List of Cognitive Biases Decision-making, belief, and behavioral biases. Many of these biases affect belief formation, business and economic decisions, and human behavior in general and make good sources of alpha for trading strategies… https://en.wikipedia.org/wiki/List_of_cognitive_biases e.g.,  Anchoring or focalism The tendency to rely too heavily, or “anchor”, on one trait or piece of information when making decisions Read more about [101 Trading Ideas] Crude Oil, List of Biases #idea #strategy #biases #101tradingideas[…]

[idea] The Simplest of Each Strategy Type #idea #101tradingideas

The Simplest of Each Strategy Type To keep your strategies and strategy ideas fresh and to incorporate some deliberate practice into strategy building, build the simplest non-random strategy for each of the following strategy types: Machine Learning Statistical  Fundamental Breakout Momentum Reversion Positional Day Trading Swing Trading Overnight Trading Position Trading Hedging Pairs Arbitrage Machine Read more about [idea] The Simplest of Each Strategy Type #idea #101tradingideas[…]

[idea] 10 Ideas for Creating Trading Strategies #idea #101tradingideas

  10 Ideas for Creating Trading Strategies Use Or instead of And Create the simplest strategy possible Create a strategy that learns Create a strategy that applies to everything Create a strategy that applies to nothing Create a strategy the applies to the next market regime Create a strategy that forces you to learn something Read more about [idea] 10 Ideas for Creating Trading Strategies #idea #101tradingideas[…]

[FOMC Model] Forecast #forecast #es #101tradingideas

FOMC Model My FOMC model is forecasting a +19 pt rise in ES over the next 20 days (from last night’s close of 2163.50). The model is right 76% of the time with a z-score of 2.6. The model is based on an idea triggered by 101 Trading Ideas: A Magical List for Fast-Paced Alpha Read more about [FOMC Model] Forecast #forecast #es #101tradingideas[…]

[101 Trading Ideas] Gold and Fear #gold #101tradingideas

This strategy is another example of using 101 Trading Ideas to find alpha – this strategy is based on an idea triggered by ‘Trade Fear’. This is the third gold strategy (of four) in the book. Strategy ideas that have been automated are listed here. 101 Trading Ideas: #23 Trade Fear Triggered Idea: What is the relationship between gold and fear? From Read more about [101 Trading Ideas] Gold and Fear #gold #101tradingideas[…]