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Tag Archives: strategy development
When you backtest systematic, rule-based strategies and your theory finally identifies a proven market inefficiency, you will face an interesting problem: which profitable trading strategy should you choose. Optimization tools test a number of strategies that are all based on … Continue reading
Last week I introduced a framework for adding to losing positions safely. It is also possible to enhance returns without increasing risk by adding to your winning positions. The approach is called pyramid trading (not to be confused with pyramid … Continue reading
I started Trader Edge almost 18 months ago and it just occurred to me that I had never provided a list of the most popular articles on the site. If you did not get a chance to read these articles … Continue reading
When developing strategies, many systematic traders focus exclusively on technical analysis, with their primary focus on derivatives of price and volume. A few traders add sentiment and breadth statistics to further enhance their models. I suggest going one step further: … Continue reading
Trend-following has been around for 40+ years and is one of the most widely-used strategies among commodity trading advisers (CTAs). In my personal library, I have six different books dedicated to the subject. I have experimented with futures trend-following strategies … Continue reading