[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] Portfolio of Crude Oil, Natural Gas and Copper Systems #idea #crude #natgas #copper #101tradingideas

Portfolio of Crude Oil, Natural Gas and Copper Systems From 101 Trading Ideas: Combine separate ideas into a portfolio of systems A Portfolio of Four Crude Oil, Four Natural Gas and Five Copper Systems: Illustrates the idea of combining simple systems into a portfolio of systems. Combining systems can help smooth returns and drawdowns. Take the thirteen prior Read more about [idea] Portfolio of Crude Oil, Natural Gas and Copper Systems #idea #crude #natgas #copper #101tradingideas[…]

[Idea] Portfolio of Crude Oil and Natural Gas Systems #idea #crudeoil #natgas #101tradingideas

Key Trading Ideas: Combine separate ideas into a portfolio of systems A Portfolio of Four Crude Oil and Four Natural Gas Systems: Illustrates the idea of combining the eight previous Crude Oil and Natural Gas systems into a portfolio of systems and them combining two portfolios of systems into a bigger portfolio.. Combining systems can help smooth returns Read more about [Idea] Portfolio of Crude Oil and Natural Gas Systems #idea #crudeoil #natgas #101tradingideas[…]

[idea] Fourth Natural Gas System #idea #natgas #101tradingideas

101 Trading Ideas: Trading a Relationship, Trading a Geometry, Trading Fundamentals   A Simple Natural Gas System, End-of-Day: Illustrates the idea of trading the relationship between Nat Gas and Crude Oil, trading economic fundamentals where Ten Year Notes are used as a proxy for the economy. Also illustrates trading a different geometry by trading a ‘box’ around recent prices in Read more about [idea] Fourth Natural Gas System #idea #natgas #101tradingideas[…]

[Idea] Third Natural Gas System #idea #natgas #101tradingideas

101 Trading Ideas: Trading a relationship, Trading Change, Trading Rate of Change A Simple Natural Gas System, End-of-Day: Illustrates the idea of trading the relationship between Nat Gas and Crude Oil, changes in price, and the rate of change of daily range Buy Rules Average True Range of last 9 days < Average True Range yesterday Today’s close is Read more about [Idea] Third Natural Gas System #idea #natgas #101tradingideas[…]

[idea] A Portfolio of Crude Oil Systems #idea #crudeoil #101tradingideas

Key Trading Ideas: Combine your separate ideas into a portfolio of systems   A Portfolio of Four Crude Oil Systems: Illustrates the idea of combining simple systems into a portfolio of systems. Combining systems can help smooth returns and drawdowns   Results of combined Crude Oil Systems, 2006-p: 548/947 wins: 57% Average Trade: $343.82 Annual Read more about [idea] A Portfolio of Crude Oil Systems #idea #crudeoil #101tradingideas[…]

[idea] Fourth Crude Oil System #idea #crudeoil #101tradingideas

Key Trading Ideas: Trading the tails, not the body, of a candlestick, trading volatility   A Simple Crude Oil System, End-of-Day: Illustrates the idea of trading the tail of a candlestick instead of the body   Buy   close < high – average true range of last 9 days  Sell   close > low + average Read more about [idea] Fourth Crude Oil System #idea #crudeoil #101tradingideas[…]

[idea] Third Crude Oil System #idea #crudeoil #101tradingideas

Key Trading Ideas: Trade Volatility, Trade a Seasonal   A Simple Crude Oil System, End-of-Day: Illustrates the ideas of trading volatility, trading a seasonal and trading yesterday   Buy Monday, close < yesterday’s close range of last 4 closes is less than the average true range for the last 4 days    Sell Monday, close > Read more about [idea] Third Crude Oil System #idea #crudeoil #101tradingideas[…]

[idea] Second Crude Oil System #idea #crudeoil #101tradingideas

Key Trading Ideas: Trade relationships, Trade a fundamental, Trade Yesterday, Trade a Seasonal   A Simple Crude Oil System, End-of-Day: With the ideas that we are two days after the inventory announcement, Corn is an oil substitute, and Ten Year Notes reflect risk to the economy. Buy Friday, close > yesterday’s close close in Corn > yesterday’s Read more about [idea] Second Crude Oil System #idea #crudeoil #101tradingideas[…]