Momentum/trend trading threads

Discussion in 'Strategy Building' started by TraDaToR, Jan 30, 2017.

  1. So much has been written about these topics. What is it specifically that you would like to read about?
     
    #11     Jan 31, 2017
  2. TraDaToR

    TraDaToR

    I don't know exactly. 10 years ago there was a lot of traders who were simply "trading what moves" in the stock arena. They were focusing on stocks that recently had a major news impact( earnings, merger, drug approval...) and tried to play the continuation of the trend. I would like to know if there was some threads dedicated to this type of trading.
     
    #12     Jan 31, 2017
  3. Butterball

    Butterball

    Are you looking for mechanical intraday momentum trading strategies? I know Aquila Capital used to have a hedge fund trading that in equity futures, oil and I believe bond futures. It was profitable 2003-2010'ish with an excellent SR and then had 2-3 years of losses and they folded the fund.

    I don't know of any usable research on intraday momentum in finance literature. Most papers focus on multi-month time frames. Goto ssrn.com and look for "momentum profits", "trend following" and the likes.
     
    #13     Feb 1, 2017
    TraDaToR likes this.
  4. Butterball

    Butterball

    @OP sent you a PM with some PDF info
     
    #14     Feb 1, 2017
    TraDaToR likes this.
  5. just21

    just21

    Get on this guys email list

    http://stockbee.blogspot.co.uk/2017/01/how-to-profit-from-big-earnings.html
     
    #15     Feb 1, 2017
    Adam777 and TraDaToR like this.
  6. TraDaToR

    TraDaToR

    Joke looking site with great content;)
     
    #16     Feb 1, 2017