Old school trading wisdom says you should not only buy the strongest stocks but the strongest stocks in the strongest sectors.
In this article, I discuss a simple breakout system. Then I introduce a basic sector filter which improves our net profit by around 50%. Full Amibroker code is also provided. Read more »
If you want to put your money in the stock market it makes sense to first analyse the data to see whether your trading strategy is a good one or not.
In this article I take a look at three technical trading strategies and see how successful they’ve been over the past 10-18 years. Read more »
Every major trend in history has begun with a breakout.
However, breakouts also lead to whipsaw trades so it’s sometimes better to join a trend on a subsequent pullback.
In the rest of this article I will demonstrate a very simple strategy that does just that. Read more »
In today’s blog post I take a data mining approach to find a potentially profitable trading strategy based on the movement of US treasury rates.
The idea of this strategy is to find a selection of stocks that respond favourably to a downward price movement in US Treasury yields. Read more »
This post contains a detailed guide for creating a mean reversion trading strategy.
You will learn what mean reversion is, how to trade it, 10 steps for building a system and a complete example of a mean reversion system.
Let’s get going!
Read more »
Amibroker is an excellent tool for back testing and can also be set up for automated trading with Interactive Brokers.
The basic infrastructure is to connect Amibroker to the Interactive Brokers Trader Workstation software using the Amibroker IBController plugin as a buffer. Read more »
Members of our research program at Marwood Research will know that I update the program with new trading strategies on a regular basis.
Last month was Vix Trio and this month I have included another new trading system (with source code) called VWAP Pilot. Read more »
Filling the gap is a popular strategy where you buy a stock when it gaps down in the morning and then wait for it to fill the gap.
Many bloggers have written about how good this strategy is. However, there usually isn’t much evidence to support those claims.
I test the strategy on 20 Nasdaq stocks between 2008-2018 and find mixed results after transaction costs. Read more »
There is substantial evidence that high volatility stocks earn abnormally low returns while low volatility stocks are lower risk and thus a better choice for investors.
In this article, I take a look at the facts and present a number of strategies. The best of which is to buy low volatility stocks in low volatility environments. Read more »
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 »