Posts Tagged ‘ diversification ’

Intro To Trading Systems

May 28, 2010
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The first trading systems I learned about were very different from each other. One of them had selling points based on price targets or going below a certain price, the other sold stocks every 4 weeks.  One of them had some more complicated rules, while the other system was basic. The first system was...

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Backtesting a Hedged Multi-Asset Strategy Part 2

May 20, 2010
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Read part 1 first: SRS was the biggest loser in the 2nd half of the study. As such, eliminating the ineffecient SRS by avoiding trading it would have more positive results. The results were calculated without the use of SRS and instead simply allocating that extra capital to cash Simply by switching from SRS...

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Case Study: Backtesting a Hedged Multi-Asset Strategy

May 19, 2010
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Money regularly flows out of and into various assets. To state the somewhat obvious, when money flows out of an asset, it loses value as people sell and buyers aren’t as willing to replace the sellers with the same amount of cash. Conversely, when money flows into an asset it gains value as sellers...

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