Stephan Wolfram on Computational Thinking. http://blog.stephenwolfram.com/2016/09/how-to-teach-computational-thinking/ I was originally interested for my kids but the speed w/ which he explores a breadth of ideas is breathtaking, —h
About: At the end of each day, the Trend Day Forecast forecasts tomorrow’s closing prices (bullish/bearish) for ES, US, Stoxx and Bund. Forecast Quicklook Performance: Forecast Monthly Performance (on $200,000): SP 500 Month Return % Return/Contract Return Dec 3.9% $7,835 -2.3% Jan 4.6% $9,197 -5.1% Feb 1.8% $3,691 -0.4% March Read more about [Trend Day Forecast] Quicklook Performance for August #trenddayforecast[…]
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[…]
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[…]
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[…]
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 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[…]
Reason And Rationality: The Psychological Keys To Investing Success by Brett Steenbarger, PhD Epistemology as Trading Psychology: the widening quant/discretionary divide.