E-Mini Swing Trading
Discretionary Trading
System Trading
System Trading
Most Recent
Read More
July 13, 2018

VIXEN Looking For Betas

Since my big announcement three weeks ago (how time flies) I have been working hard to fix a very annoying data related problem in VIXEN that turned out to be a bit of the exotic type, but in the end had to yield to the untiring scrutiny of good old fashioned German engineering (none of that neo-hippy organic VirtueKraut bullshit) plus an extra heaping of politically incorrect and borderline creepy stubbornness. Okay, it was a lot more of the latter than the former but I’m now ready to stick a fork into VIXEN and let her loose onto my intrepid steel rats for an extended bout of beta testing.

Read More
June 22, 2018

Introducing VIXEN

It’s been a rough week in an already dismal trading year, at least thus far. But to your credit you’ve all held strong and stuck with our script, especially when the going got tough and then some. So I think you all deserve some good news for a change. As I’ve already hinted on in recent posts, over the past year I have been working on a new IV related trading system in close collaboration with a very talented Chicago quant.

Read More
June 6, 2018

Super Mario E-Mini Edition

Overnight gapping action on the E-Mini has shifted from being the exception to being the norm. And not just that, what’s even more interesting is that opening gaps in the majority of the cases preceded the direction of the ensuing trading session. In other words, a gap higher at the opening bell has a high probability of not being closed but followed up in the following hours and the same applies to an opening gap lower.

Read More
October 15, 2017

Top And Bottom Performing Stocks For Week #42

It is Sunday afternoon and that means we get to review the performance of last week’s historical top and bottom stock symbols in the S&P 500. As you may recall these symbols are the result of parsing a database containing over 50 years worth of statistical performance data. The idea is to extract the prospective top ten winners and losers of the coming week purely based on historical statistics. The result is then sorted by liquidity and any symbol that is scheduled to report earnings or pass ex-dividend is being excluded.

Latest Posts
Read More
Read More
Read More

Read More
Read More
Cognitive Bias Carousel
  • Anchoring And The BandwagonAnchoring And The Bandwagon
    I’ve been tangentially following the news at a safe distance over the past week and frankly felt tempted to pinch myself every once in a while, just … more
Ten Glorious Years
Realized Versus Implied Volatility
Introducing VIXEN
How To Keep Up With Theoretical Compounding
Bitcoin And The Trough Of Disillusionment
Key Concepts In Risk Management