Recent Content by quantitativo

  1. Larry Connors' Cumulative RSI: 26% annual return (now with sensitivity analysis)

    Hey guys, This week, I tested the enhanced strategy as suggested by Larry Connors in his "Short Term Trading Strategies That Work” book. It uses...
    Thread by: quantitativo, Jun 23, 2024, 20 replies, in forum: Strategy Building

  2. Larry Connors' 2-day RSI Holy Grail: adapting a strategy to deliver 30% annual return since 1999

    The strategy presented & demonstrated in the book trades only 1 instrument. In my tests, thinks kind of worked, but most of the results came...
    Post by: quantitativo, Jun 17, 2024 in forum: Strategy Building

  3. Larry Connors' 2-day RSI Holy Grail: adapting a strategy to deliver 30% annual return since 1999

    Hey guys, This weekend, I tested an interesting idea from "Short-Term Trading Strategies That Work" by Larry Connors. The original idea doesn't...
    Thread by: quantitativo, Jun 17, 2024, 10 replies, in forum: Strategy Building

  4. The edge in trading IPOs: 18% annual return

    Understood now, thx! Let me try...
    Post by: quantitativo, Jun 10, 2024 in forum: Strategy Building

  5. The edge in trading IPOs: 18% annual return

    Matplotlib
    Post by: quantitativo, Jun 10, 2024 in forum: Strategy Building

  6. The edge in trading IPOs: 18% annual return

    Yes, this is a backtest using a survivorship bias free dataset (Nasdaq Sharadar Core US Equity Bundle)
    Post by: quantitativo, Jun 10, 2024 in forum: Strategy Building

  7. The edge in trading IPOs: 18% annual return

    Oh, I applied a filter. We only trade mid-, large-, and mega-cap IPOs; we dont trade small-cap IPOs. (I described all details in the write-up…...
    Post by: quantitativo, Jun 10, 2024 in forum: Strategy Building

  8. The edge in trading IPOs: 18% annual return

    [IMG] The strategy worked well in 2020 and 2021 (both years returned over 40%). When we look at 2022, 2023, and 2024, the returns were below...
    Post by: quantitativo, Jun 9, 2024 in forum: Strategy Building

  9. The edge in trading IPOs: 18% annual return

    Nasdaq Sharadar US Equity Bundle dataset. great vendor
    Post by: quantitativo, Jun 9, 2024 in forum: Strategy Building

  10. The edge in trading IPOs: 18% annual return

    Hi, Some weeks ago, I listened to a great strategy shared by Marsten Parker in a podcast interview. I backtested it and was surprised at the...
    Thread by: quantitativo, Jun 9, 2024, 14 replies, in forum: Strategy Building

  11. Tech stocks and Treasury yields Spread: 22% annual return in past 15yrs

    Interest rates, influenced by Treasury bond yields, are crucial in determining the discount rates used in valuing stocks. When Treasury yields...
    Thread by: quantitativo, Jun 2, 2024, 5 replies, in forum: Strategy Building