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:

  1. Stock markets tend to go up and volatility tends to drop.
  2. Volatility products that track the VIX suffer from time decay.
  3. Macroeconomic factors and central banks work to reduce volatility.

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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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