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June 22, 2017

June And Annual Seasonality

One of my readers who goes by the callsign of ‘captainboom’ yesterday in passing mentioned that the week before the 4th of July was traditionally a bullish month, which of course peaked my interest. I used to work with a very talented statistician a few years ago going by Volar who among other things regularly posted very compelling seasonal analysis. I’m in the process of recreating some of that work in Quantopian but until then I think a glance of some of Volar’s general seasonal stats over the past fifty years should suffice.

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June 1, 2017

Lucy Van Pelt Market

At least once per year markets across the board for some reason flip into a sideways high volatility period I call Lucy Van Pelt mode. No matter what sectors you’re trading, no matter what symbols or what systems. You’re going to get stopped out. Not just once or twice or three times, but repeatedly and within a very short time period. Which is exactly what happened to me over the past few days. It’s frustrating but instead of getting upset I prefer to simply address the problem at hand. Which is me of course.

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May 23, 2017

How I Got Paid To Travel

Please forgive the blatant clickbait but I’ll have to stir up participation a little after my pre-summer mini excursion into Austria and Italy. Plus it’s not 2010 anymore when we were content to just bitch about the Fed and excessive quantitive easing. These days I have to compete with daily Trump bashings, terrorist attacks, social media scandals, and whoever’s turn it is today to be labeled a gay-commie-nazi-bigot-racist-marxist-global-warming-denier. Did I leave anything out?

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May 8, 2017

Is Patience Really Key For Traders?

You probably can remember at least one campaign in your trading career you regret having missed out on. It’s the ‘one that got away’ despite your best efforts to grab a position when conditions started to align in your favor. For me personally it continues to be one of the biggest psychological as well as technical hurdles to grapple with: When is the perfect time to get positioned? Well, that’s easily answered of course: Just before it starts taking off!

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Cognitive Bias Carousel
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    I had to think long and hard about what exactly to post today without insulting at least half of my readership. As you know I have … more
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