Thanks for this question. This is a common issue so I will respond with some of the main reasons why your backtest results may be different to mine. #1. It’s unlikely that your results will be identical The first thing to say is that even if you have the same database and backtesting program it’s […]
It will depend on your transaction cost which can be calculated as the broker commission as well as the spread of the stock. If you invest $100 and your cost is $20 then it is probably not worth it because you are paying 20% in commissions right off the bat. You could get a better […]
VXX has spiked which is what we look for in our course the Big Vol Short. We want to see some weakness in VXX first before we go short. There is still some fear in the market and we don’t want to get caught in another spike up.
Our program Marwood Research contains lots of information that will help you with Amibroker including full Amibroker codes, templates and some useful tips and tricks. However, the program is not designed to teach you Amibroker AFL from scratch. It is more geared to backtesting principles and strategies. However, I am working on a new comprehensive […]
Here is some interesting research on a quant reversal pattern from Oxford Strat: https://oxfordstrat.com/trading-strategies/reversal-patterns-part-2/ I may try to code this up myself at some point and post the results.
Yesterday I had a short signal for PTI. The stock moved lower 24% but only 3% during the trading day. I managed to take a small profit. Only a very small chunk since it was a high risk short. Looks like it has more downside to come.
In an unlikely event I have no long signals this morning! I have one short signal in SLS but I won’t be taking it as it is too low-priced/ low float for my liking. I don’t often skip signals but this one looks too risky.
In the past Warren Buffett has advised a strategy of putting 95% of your money into the S&P 500 and 5% into treasury bonds. So the idea of putting all your money into an index fund such as the S&P 500 is not such a bad one. However, your choice will also depend on your […]
Long only trend system with 5 scale-ins that I was experimenting with earlier. 5 positions Buy = 150 day breakout Sell = 50 day low Pos size: 20% max of 5 scale ins Bull market filter: SPX > MA(200) Test universe: S&P 500 1/2008 – 1/2016 Comms: $0.01 per share Execution: Next bar open Stop […]
My favourite website by far is Finviz.com It has an excellent screener and is awesome for charts and getting a quick overview of what’s going on. I’ve also written a couple of articles about Finviz on this website such as this article that shows how you can import data from Finviz into a google sheet https://jbmarwood.com/scrape-stock-data-from-finviz/ […]