qusma.com
Stock Return Day of the Month Seasonality, US Markets - QUSMA
http://qusma.com/2012/10/06/day-of-the-month-seasonality-part-1-sp-500-nasdaq-100-russell-2000
Day of the Month Seasonality Part 1: S&P 500, NASDAQ Composite, Russell 2000. Day of the Month Seasonality Part 1: S&P 500, NASDAQ Composite, Russell 2000. October 6, 2012. Middot; by admin. Middot; in QUSMA. My first post is inspired by the recent day of the month seasonality posts over at MarketSci ( one. In this post I will show how day of the month seasonality applies to the S&P 500 as well as two other popular indices: the NASDAQ Composite and the Russell 2000. A quick comparison of the statistics:.
qusma.com
Trading Performance Analysis - QUSMA
http://qusma.com/2013/08/19/my-performance-analysis-tools
My Performance Analysis Tools. My Performance Analysis Tools. August 19, 2013. Middot; by admin. Middot; in QUSMA. These situations, and performance evaluation in general, are a crucial part of the research/trading/performance loop:. A lack of attention to performance, and the underlying factors that drive it, will have a deleterious effect both on your long-term trading results and the things that you will discover in the research stage. Which have a very simple and easy to handle XML structure. Statist...
blog.kilotrader.com
Quantifying Technical Analysis: Morning Star Doji : a mythical pattern
http://blog.kilotrader.com/2010/12/morning-star-doji-mythical-pattern.html
An Open Notebook Trading Project. Summary of Candlestick Testing. Morning Star Doji : a mythical pattern. The morning star star is shown on the left. Quantifying the Morning Star Doji. Traditionally, a formed when the following conditions are met:. Prior to Day 1. A down trend exists. I characterize this be having three days with lower closes. Long and Dark. I have characterized this candle with a body that is atleast 65% of the candle length. The Morning Star Doji. Posted by guru ji.
fugazitrading.blogspot.com
Don't Be The Turkey: Comeback för Bitcoin?
http://fugazitrading.blogspot.com/2016/03/comeback-for-bitcoin.html
Don't Be The Turkey. En blogg om Trading och Finansmarknader. Onsdag 2 mars 2016. Kikat lite på bitcoin, ser spännande ut tekniskt efter att ha kraschat under 2014. Nu har priset stabiliserat sig och jag tycker mig se en liten flagga ovanför MA200. Kanske värt en liten position? Både antal transaktioner och "svårigheten" verkar gå åt rätt håll, dvs fler utbudet minskar och efterfrågan ökar. Inte helt 100 på hur "svårigheten" mäts, datan är från Blockchain och beskrivs:. TED with Jim Simons. World Capital...
qusma.com
Stock Return Day of the Month Seasonality, European Markets - QUSMA
http://qusma.com/2012/10/06/day-of-the-month-seasonality-part-2-dax-cac-40-ftse-100
Day of the Month Seasonality Part 2: DAX, CAC 40, FTSE 100. Day of the Month Seasonality Part 2: DAX, CAC 40, FTSE 100. October 6, 2012. Middot; by admin. Middot; in QUSMA. Of the series I showed the impressive predictive power of day of the month seasonality effects in US equity markets. In this post I will apply the same type of analysis to three European markets: Germany (using the DAX. Index), France (using the CAC 40. Index), and the U.K. (using the FTSE 100. Move forward by one trading day and repe...
qusma.com
A Few Notes on System Parameter Permutation - QUSMA
http://qusma.com/2014/05/01/notes-system-parameter-permutation
A Few Notes on System Parameter Permutation. A Few Notes on System Parameter Permutation. May 1, 2014. Middot; by admin. Middot; in QUSMA. Before you read this post, read the (Wagner award winning). Turning Data Mining from Bias to Benefit through System Parameter Permutation. The concept is essentially to use all the results from a brute force optimization and pick the median as the best estimate of out of sample performance. The first step is:. To illustrate, let’s use my UDIDSRI post. Let’s see ...
blog.kilotrader.com
Quantifying Technical Analysis: Profitability of the bullish kicker candlestick pattern
http://blog.kilotrader.com/2010/12/profitability-of-bullish-kicker.html
An Open Notebook Trading Project. Summary of Candlestick Testing. Profitability of the bullish kicker candlestick pattern. A bullish kicker is signal is shown on the left. Quantifying the Bullish Kicker. A bullish kicker is formed when the following conditions are met:. A down trend marked by three down days. The third candle has a close lower than open. The fourth candle open is greater than the high of the third candle. The fourth candle closes higher than the open. BackTest Period : 15 years.
blog.kilotrader.com
Quantifying Technical Analysis: January 2011
http://blog.kilotrader.com/2011_01_01_archive.html
An Open Notebook Trading Project. Summary of Candlestick Testing. More about the Morning Doji Star. Last month, I blogged. That the morning doji star was a very rare pattern. I claimed that on an EOD basis, there are only ten instances of occurrence of this pattern in SP500 stocks over the last 15 years. The 10 instances are shown below. Of the 10 opportunities, 6 are profitable in the short term. 1 AES on 10/30/1997. Posted by guru ji. Links to this post. Subscribe to: Posts (Atom). Price Action Lab Blog.
blog.kilotrader.com
Quantifying Technical Analysis: About
http://blog.kilotrader.com/p/about.html
An Open Notebook Trading Project. Summary of Candlestick Testing. Link to my G profile. Subscribe to: Posts (Atom). Price Action Lab Blog. Blog for Trading Success. Simple template. Powered by Blogger.
qusma.com
Trend Followers Make Forecasts Just Like Everyone Else - QUSMA
http://qusma.com/2014/06/30/trend-followers-make-forecasts-just-like-everyone-else
Trend Followers Make Forecasts Just Like Everyone Else. Trend Followers Make Forecasts Just Like Everyone Else. June 30, 2014. Middot; by admin. Middot; in QUSMA. This post was prompted by Michael Covel’s interview Traders’ Magazine. In which he claims that trend followers don’t try to make predictions. This idea that trend followers do not forecast returns is widely and frequently repeated. It is also complete nonsense. Every trading strategy makes forecasts. The dependent variable y is returns, and x w...