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February 16, 2017

One Good Trend

Frankly this relentless rally is getting ridiculous. But who are we to complain? We didn’t just happen to nail what I would deem a picture perfect entry but thus far have managed to ride this advance like Jess Lockwood on steroids. Yeeeehaaaaa!!! These are the types of campaigns dreams (and fortunes) are made of and I hope you were wise enough to hop on the bull two weeks ago when I posted this entry.

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September 26, 2016

Ten Trading Rules For Avoiding Extinction

Over the weekend I had a bit of time to reflect on the past year or two, and in particular how increasing randomness and intra-day volatility has affected market sentiment as well as participation right here on the blog. Quite obviously the comment section has become noticeably quieter with less active participants and more sporadic discourse, especially compared with just a few years ago. Which in my mind is a clear sign that more and more retail traders have been relegated to the sidelines; either by their own choice or by being forced out.

A Market In Flux

As a financial blogger I have the dubious pleasure of talking to quite a few traders across the gamut on a daily basis [...]

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January 25, 2016

Quiet Monday

Over the weekend I have been working on a few system related projects. For one I implemented an equity curve filter filter into Thor.  If you’re not familiar with EC filters then please take a look at my pertinent post from two years ago. Having observed over a year of live Thor action now it seems to me that both sell offs and earning periods come in clusters. The idea here is to limit drawdown periods of course until market conditions are more favorable. It is an approach that has served us very well on CrazyIvan and I think it’ll work with Thor as well.

Talking of CrazyIvan – now that Scalpius is out of beta and appears to be running error free I am [...]

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June 15, 2015

Inside Periods Offer A Marginal Edge

Over the weekend I decided to finally catch up with a chore I was planning for a while now and one that was long overdue: To sift through nearly 2500 CrazyIvan live entry logs and to separate the wheat from the chaff. Clearly sufficient statistical evidence was present and over the past 18 months we have gone through very distinct market phases. I was curious how some of the entry patterns responded and if perhaps some of them could be eliminated.

What I found out was rather interesting and unfortunately, as the system is proprietary, the exact details I must withhold. The most salient part however I am happy to share, which is that inside periods (on the 480 minute [...]

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Cognitive Bias Carousel
  • Herding BiasHerding Bias
    Something very interesting happened during our trip back to Valencia last Sunday. After checking our luggage and passing through the airport’s security procedures we had a … more
The Futility Of Predictions
Class In Session
Welcome To 2017
Blast From The Past: Statistical Musings
Ten Trading Rules For Avoiding Extinction
The Emotional Purgatory Of Cognitive Biases – Part 1