Search results

Thanks globalarbtrader, First paper formulated L/S (0) strategy with the weight rebalanced daily at closing price. My understanding, I think it is similar to Shannon's Demon. Correct me if I'm wrong. Appreciate your comments.

Thanks globalarbtrader, Haha is that some kind of sarcasm? These: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1015987 https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2272795 what is your comment for those?

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 automate trading, I'd set aside some equity for day trading. I found studies that day trading can be done. If I may know, why don't (with assume...

Have you tried calculating turnover? I calculated the turnover to distinguish whether the activity was done by an institutions or retails. If a stock goes up with high-volume turnover among peers in universe, retail buy, and vice versa. But if a stock goes down with high-volume turnover among...

Not sure what a bull flag is. But I'm bullish on this :D

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 just saving cash during a bear market?

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 bear market (index, stock universe) only lose money? But, why do you say it's okay? Is there something I'm missing in this?

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 they can long only. When the market is bearish, I gradually reduce my exposure until I get out and end up with only cash. I am thinking of trading in...

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 for each stock, on each strategy, when all strategies are active?

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 amount? Or use optimal capital on a strategy that yields optimal returns? Thank you

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 trading in a strong bull market. But I'm unprotected in a bear market. When the bear comes, it will be ugly. I'm trying looking for research,long only...

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 it difficult for individual investors to invest in properly diversified bonds. I was hoping to be able to hedge by executing a strategy on the stock...