Thanks globalarbtrader, First paper formulated L/S (0) strategy with the weight rebalanced daily at closing price. My understanding, I think it...
Thanks globalarbtrader, Haha is that some kind of sarcasm? These: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1015987...
Hi, globalarbtrader Yes, I personally don't day trading because I don't (yet) have a reliable execution. But if I could do the coding stuff and...
Have you tried calculating turnover? I calculated the turnover to distinguish whether the activity was done by an institutions or retails. If a...
Not sure what a bull flag is. But I'm bullish on this :D [ATTACH]
There is no such ETFs here yet
Thank you deaddog, What instrument is it? CD? I assume your universe is S&P. If I may ask, what prevented you from going short in a down market?
Thank you longandshort, I'm considering adding a relative value factor strategy.
The problem is... I can only trade long. Short is prohibited here.
I'm a momentum trader, long only. My universe is Jakarta Exchange. Yes, there is an etf. In your opinion, is there any other alternative than...
https://papers.ssrn.com/
Invest in age
Thanks longandshort, But... if the edge is harvested through information diffusion that traded long only, wouldn't trading or holding stocks in a...
[ATTACH] IDX:PGAS
Hi longandshort, In the equity market I trade, short selling is prohibited, I can trade long only. No options yet, only warrants and stock, and...
Thank you very much. But somehow I'm still not so clear. By trading multiple strategies at once on one account, how do you set the position size...
Sorry if this question already exist and has been asked before, but I haven't found it. How do you allocate capital per strategy? Is it the same...
Thank you I based my method on the journal Jegadeesh and Titman. I've traded it. Working pretty well so far. I think it's just because I'm...
Thank you, No options. Only stocks and warrants can be traded on the regular market.
Thank you very much @kmiklas, Buying corporate bonds requires a large capital base. The minimum unit purchase of bonds is around $7,000, making...
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