E-Mini Swing Trading
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February 24, 2015

Evil Speculator 101

So I found myself waking up last night and habitually reached for my iPad to catch up on emails and check my systems. Of course I wound up peeking at the blog as well and then for some reason decided to head over to the Slope to see what those bears were up to these days. I have to concede that I don’t visit there often as I truly have my hands full with running my own blog, maintaining various automated systems, coding and bug fixing, attending customer support duties – and then there of course are my own trading activities. Not a weekend goes by where I do not spend a minimum of five hours working on various projects behind the scenes or am preparing for the week to [...]

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August 26, 2014

Long Term Perspectives

Equities are bubbling higher with the ES futures touching the 2k mark for the very first time (the cash did it yesterday). Since there’s not much to be said on the trading front this is a good time to run through a few long term perspectives. Now that another major milestone is in the bag the question once again returns to how long equities can keep this pace up!

Let’s start with price and our volume profile on the E-Mini futures. If you ever entertained illusions of possessing any clairvoyance in regards to the market’s direction then think back to early August when we were in the midst of what looked like a correction with legs. Since that time [...]

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March 28, 2014

Market Weather Basics

In the past few years I have spent quite a bit of effort categorizing distinct market phases as they clearly can affect both discretionary as well as automated system trading. I often also refer to it as ‘market weather’ and my first treatise on the subject was two years ago in a pertinent post. It mostly focuses on the psychological aspects of how market gyrations affect trading behavior and distorts perceptions among market participants. In combination with a trader’s respective cognitive biases various market conditions will affect one’s daily activities. Whereas a swing trader may be perfectly happy and successful playing the swings in a volatile sideways [...]

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March 1, 2014

CrazyIvan Results

CrazyIvan was introduced in late August of 2013 and, as our luck would have it, spent the rest of that year getting its butt kicked. Somewhere in November we realized that something was awry and we dug deep to figure out what exactly was going on. We had been prepared for draw downs but what we were seeing was outside our original system specifications. It took us a few weeks and in the end it was once again proven that premature optimization is the root of all evil. It turns out that the low volatility market filters we had deployed, convinced they would improve the system during sideways periods, apparently were the culprit. We then simplified and replaced our volatility filters in [...]

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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
Ten Trading Rules For Avoiding Extinction
The Emotional Purgatory Of Cognitive Biases – Part 1
Practice Makes Perfect
Option Basics – Credit Spreads
Option Basics – Debit Spreads
Option Basics – The Greeks