For stocks, there is some mean-reversion in the one-month horizon, some momentum in the one-year horizon, and then mean-reversion again in the...
There is a paper about this here: http://www.neuronadvisers.com/Documents/Is%20Trend%20Following%20Broken
How do you control your maximum loss trading a position which is 100 times larger? What would this loss be if markets dropped/increased by 20% on...
Make some trading rules, backtest them, and then stick to them!
If you find many uncorrelated assets, it makes sense to use an approach like the "most diversified portfolio":...
Systematic is easier to backtest. This is important to evaluate risk.
Thanks for the info. This is for ES options, right? What about FX options?
Hello all, Does anyone know why CME has stopped listing FX and ES monthly serial options (Jan, Feb, Apr, May, Jul, Aug, Oct, Nov)? Where most...
Separate names with a comma.