We have a number of trading strategies available on Marwood Research and we have been tracking their performance throughout the year.
Following you will find year-to-date performance of a selection of our trading strategies. Please note that these are all end-of-day, low maintenance strategies. They require very little work and investment of time and can be used as part of a diversified portfolio. Read more »
Since starting this blog I’ve been able to document a few of the mistakes that I’ve made over the years trading the financial markets.
There was the time that I lost money buying Alibaba shares even though I pretty much picked the bottom.
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The Money Flow Index indicator (MFI) is an oscillator that uses price and volume to measure momentum. It’s also known as a volume-weighted RSI and can be used in a similar way.
In this article I will be testing a strategy that I found on a popular trading website. Read more »
I’ve been doing some work on volatility products and I’m particularly interested in finding long volatility strategies.
Unfortunately, there are several reasons why betting on volatility going up is difficult:
- Stock markets tend to go up and volatility tends to drop.
- Volatility products that track the VIX suffer from time decay.
- Macroeconomic factors and central banks work to reduce volatility.
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The month of August was characterized by a lack of direction across many of the major stock market indices. Despite any notable trend, several of our premium trading strategies were able to profit and put in a solid month of results. Read more »
The benefits of having a profitable trading system are clear. Wealth generation, freedom, reduced stress. But there are problems too, which most system developers sweep under the carpet.
In this post we will look at some of the disadvantages associated with trading systems. Read more »
It has now been 16 years since the horrific attacks on the twin towers. A day which changed the world and had a profound impact on millions of people.
I remember very clearly what I was doing that day and I’m sure that you do too. It was a day that I will never forget.¹ Read more »
I try to keep Marwood Research topped up with new trading strategies every month. This month, another interesting investment strategy has been added to our program called Mid Cap Winners.
Mid Cap Winners is a medium term investing system designed for the mid cap space with an average holding period of around 60 days. Read more »
Financial visualisation website FINVIZ.com is one of my favourite trading tools. I use it every day to keep a tab on markets and look at charts.
The stock screener on Finviz is also one of the best I’ve found with more than 60 filters that can be applied to 7000 US stocks.
In the rest of this article, I will take a simple stock screen from Finviz and backtest it on historical data using the backtesting platform Amibroker. This will give us an idea of what to expect if we were to pick stocks according to the screen. Read more »
After a period of some thirty years of increasing bond prices, and with the Federal Reserve committed to a policy of gradually increasing interest rates, the time for long-based trading strategies on US treasuries could well be coming to an end.
Many, including former Fed chairman Alan Greenspan, have called the bond market a bubble ready to pop. With this in mind, this article presents a simple trading strategy that shorts the US ten year note using the ATR (average true range) indicator.
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