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Largecaptrader – Thoughts on Volatility, Trading, & MarketsThoughts on Volatility, Trading, & Markets
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Nakul Nayyar
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Largecaptrader – Thoughts on Volatility, Trading, & Markets | largecaptrader.com Reviews
https://largecaptrader.com
Thoughts on Volatility, Trading, & Markets
A New Approach to Trading | Adaptive Trader
https://adaptivetrader.wordpress.com/2013/03/29/a-new-approach-to-trading
A New Approach to Trading. Recently I changed the way I approach trading system development. Reading A Different Approach to Money Management. Is what gave me the original idea to alter my approach to trading, but my research is what pushed me over the edge. High exposure but low returns. High returns (after factoring for exposure) but low exposure. Only one system to manage. I don’t have to check for as many signals. Not diversified – higher risk. March 29, 2013. Trading Every Other Trading Day. Fill in...
High Frequency Trading | Adaptive Trader
https://adaptivetrader.wordpress.com/2014/03/12/high-frequency-trading
Here are some general facts on what I’ve learned so far:. Strategies are generally divided into liquidity-taking (gross positive, profit off prediction) and liquidity-providing (gross negative, profit off rebates). HFT are VERY active in the ES markets. Most likely the most HFT-dominant market. During mid-day when manual traders are less active, algorithmic activity is easier to detect and predict (I haven’t seen this myself, just heard from a trader). The golden age of HFT is on a decline. Profit ma...
Mean-Reversion Volatility Filters Part Two: Since 2011 | Adaptive Trader
https://adaptivetrader.wordpress.com/2013/05/03/mean-reversion-volatility-filters-part-two-since-2011
Mean-Reversion Volatility Filters Part Two: Since 2011. On my previous post, Mean-Reversion Volatility Filters. Buy if 3-Day IBS 40. Sell if 3-Day IBS 40. Avg Trade: 0.53%. Buy if 3-Day IBS 40 AND HV(5) HV(20). Sell if 3-Day IBS 40. Avg Trade: 0.68%. Buy if 3-Day IBS 40 and HV(5) HV(20). Sell if 3-Day IBS 40. Avg Trade: 0.38%. Buy if 2-Day RSI 50. Sell if 2-Day RSI 50. Avg Trade: 0.21%. Buy if 2-Day RSI 50 and HV(5) HV(20). Sell if 2-Day RSI 50. Avg Trade: 0.40%. Buy if 2-Day RSI 50 and HV(5) HV(20).
wiliambinghua | Adaptive Trader
https://adaptivetrader.wordpress.com/author/williambinghua
Here are some general facts on what I’ve learned so far:. Strategies are generally divided into liquidity-taking (gross positive, profit off prediction) and liquidity-providing (gross negative, profit off rebates). HFT are VERY active in the ES markets. Most likely the most HFT-dominant market. During mid-day when manual traders are less active, algorithmic activity is easier to detect and predict (I haven’t seen this myself, just heard from a trader). The golden age of HFT is on a decline. Profit ma...
Trading Every Other Trading Day | Adaptive Trader
https://adaptivetrader.wordpress.com/2013/03/28/trading-every-other-trading-day
Trading Every Other Trading Day. Something odd that I found:. Buy SPY at close every other trading day. Sell the next day at close. 1/29/1993 – 3/25/2013. The 1990’s bull market, and the 2003-2007 market cycle are almost completely missing from the equity curve. Buy SPY at close every other trading day. Sell the next day at close. 2/1/1993 – 3/25/2013. The popping of the tech bubble and the bull market since 2009 are almost completely missing from the equity curve. Posted in Ideas and Research.
Falkenblog: Bye
http://falkenblog.blogspot.com/2013/09/bye.html
Tuesday, September 24, 2013. I've got a new job with Pine River, and I want my new colleagues to know I'm not going to blab about anything that comes up, so blogging is now really. Over Of course, if you bump into me you can always buy me drinks and try to get me spill the beans (about non-proprietary matters) but I should. Warn you, I can drink a lot of beer. Best. Seriously, good luck! So long, and thanks for all the posts! Best of Luck, Eric. Congratulations on your new role! Congrats and good luck.
Mean-Reversion within Regimes | Adaptive Trader
https://adaptivetrader.wordpress.com/2012/11/01/mean-reversion-within-regimes
The standard “index” for mean-reversion strategies uses the following rules:. Buy/Cover = Close Yesterday’s Close. Sell/Short = Close Yesterday’s Close. I will test this simple strategy within different regimes too see how regimes influence mean-reversion strategies as a whole. I will test this on SPY from 1/1/2000 – 7/30/2012 using Yahoo! First, for the test of the simple trading rules above to establish a baseline to compare the future results to. At System Trader Success. The TSI is an indicator creat...
On the Importance of Not Networking | Adaptive Trader
https://adaptivetrader.wordpress.com/2013/10/24/on-the-importance-of-not-networking
On the Importance of Not Networking. I’m not saying not to network at all, but I would venture to guess that when most people recommend networking they assume that you’re holing up and not talking to anyone else in your industry. If you’re already networking plenty, I’d make the suggestion to cut back, if not stop completely. Why do you need to network? A few things that I’ve learned from this experience is that:. Granted there are exceptions to this rule: a good friend of mine has recently struck a part...
Mean-Reversion Volatility Filters | Adaptive Trader
https://adaptivetrader.wordpress.com/2013/04/28/mean-reversion-volatility-filters
Due to the result’s of this. MarketSci post, which imply that short-term mean reversion performs better during low volatility versus high volatility, I decided to revisit volatility filters. In Mean-Reversion within Regimes. Testing on SPY from 1/1/1995- 4/28/2013. Buy if 3-Day IBS 40. Sell if 3-Day IBS 40. Avg Trade: 0.56%. Buy if 3-Day IBS 40 AND HV(5) HV(20). Sell if 3-Day IBS 40. Avg Trade: 0.39%. Buy if 3-Day IBS 40 and HV(5) HV(20). Sell if 3-Day IBS 40. Avg Trade: 0.68%. Buy if 2-Day RSI 50. Thank...
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Largecaptrader – Thoughts on Volatility, Trading, & Markets
Thoughts on Volatility, Trading, and Markets. January 11, 2017. 2016 Year in Review. August 22, 2016. PyFolio Performance Reporting in Python. Pyfolio is a Python library that takes a return series of an asset, hedge fund, trading strategy, anything with daily returns and automatically generates some really cool statistics and charts. There is a LOT of cool stuff to explore in the library, have fun! August 18, 2016. August 8, 2016. Dashboard for Historical SPX Butterfly Prices. May 22, 2016. May 16, 2016.
Largecaptrader.com | US Stock & Volatility Trading
US Stock and Volatility Trading. Book Review: Thinking in Systems. Bull;October 14, 2015 • Leave a Comment. Thinking in Systems by Meadows and Wright. Was recommended by Patrick O’Shaughnessy at his blog. I also think his father’s book, “What Works on Wall Street”. Is an excellent quantitative reference for longer term investment models. 8220;Look beyond players to the rules of the Game”. Purpose of a system is deduced by long term behavior and not from rhetoric and is the least obvious. The book has exa...
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