[idea] 10 Ideas for the Weekend #idea #101tradingideas

10 Ideas for the Weekend Entries and exits are portfolios, too, independent of alpha Design a strategy that works when there is no alpha Think of factors as heuristics and then manipulate the heuristic and convert back to factors to find more factors –    (https://en.wikipedia.org/wiki/Heuristic)   Well known[edit] Anchoring and adjustment – Describes the Read more about [idea] 10 Ideas for the Weekend #idea #101tradingideas[…]

[idea] 10 Ideas for the Weekend #idea #101tradingstrategies

10 Ideas for the Weekend Correlation == substitution Ensembles are more interesting as duration extenders than as an electoral college Ebb and Flow rules. Everything. Like the tides. Regime leaders seem to ebb and flow between Financial Assets, Currencies and Energies Portfolios can overcome ebb and flow There’s a difference between fundamental and statistically based Read more about [idea] 10 Ideas for the Weekend #idea #101tradingstrategies[…]

[idea] 10 Ideas for the Weekend #idea #portfolio #101tradingideas

10 Ideas for the Weekend 1. Given a basket of markets that tend to revert Build a strategy for the basket that reverses on the European close when _one_  of your ideas about reversals is true 2. Given a portfolio of markets that tend to trend Build a strategy for the basket that reverses into Read more about [idea] 10 Ideas for the Weekend #idea #portfolio #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[…]