Here is a simple trick from the world of digital signals processing to improve the filtering performance of your MAs. 1. Filter the input signal,...
The VIX futures are in backwardation as of today (VIX3M/VIX ratio is less than 1.) I bought SVXY today in response. Your strategy on volatility...
I recently discovered how to implement a zero lag filter and wanted to share it here. Use your favorite IIR (recursive) filter and use in a...
This thread is premised from the famous Rothschild quote. I intend it to be taken both literally and in an economic sense. My own preference would...
I'm wondering if the EMH and geometric brownian motion is still the best model for financial market behavior? Note, I'm not asking if it is a...
The attached text file is a couple of lists of tenets concerning speculation attributed to Jesse Livermore. Perhaps the greatest speculator, and...
Has anyone tried to put on a skew or kurtosis trade ala Javaheri or Rebonato from the retail side? I'm wondering if these trades are practical...
If buying value stocks were such a viable strategy, why would one not want to create a portfolio of all stocks that had a P/E lets say in the...
"Uncertain fortune is thoroughly mastered by the equity of the calculation." - Blaise Pascal What the hell did he mean? That if you have a...
Yahoo Finance has an interesting article on return after n-consecutive days. http://biz.yahoo.com/tm/070126/15384.html Seems like this is a...
Method: Wait for the current bar to close above (below) the previous bar. If close above, go long with stop below low of bar. If close below,...
If you have never heard of or read them, the Zurich Axioms by Max Gunther is the best advice you will ever receive in regard to your trading....
A lot of people calculate probabilities when deciding which strike to consider, but has anyone here traded options based on payoff instead?...
Short Calendar spreads seem to have alot of the characteristics that suite my trading style. However, when I look at equity spreads with say 3-6...
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