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The irony of reporting a fraud case on OANN..

I use both Eikon and Bloomberg. Bloomberg is more useful for global macro, fixed income, and equity research workflows. Eikon is vastly more customizable and has an easier excel plugin structure. Eikon also has a better calendar and industry aggregate app. With Bloomberg you get BI which is...

roc cross sectionally 6-mo is a better indicator of momentum for ETFs. In shorter time frames there’s no “silver bullet” and you have to make an active decision on why a period should be utilized (e.g. “momentum post-earnings season” or “momentum since bottom in march”).

Wyckoff’s 3 laws are just simple supply and demand dynamics (market function). I think attributing the idea that changes in supply or demand impact price is kind of funny considering this is a very old concept. Your takeaway from it though should be that on a chart all you see if ex-post data...

Good professional speculators buy early after finding a catalyst (TSLA is going to be added to SPX? Buy!) Good professional investors buy based upon fundamental conviction (complete long hours of analysis and determine TSLA is worth a lot, buy!) Bad traders/investors sit around and criticize...

And there are thousands of retail traders trading on breakouts with "confirmation". This is not an edge. Sure, but price is a lagging indicator. What is your theory behind by a price at point A leads to a specific price or direction at point B? Yeah and I'm Elon Musk... it's not hard to claim...

Bar charts and point & figure. What made Wyckoff successful has more to do with managing risk and trading momentum than his analytical process. There are better techniques to manage risk and evaluate momentum today. The truth is that trading and investing are highly specialized fields driven...

Small and Mid caps. It’s an ugly amalgamation. check with @Same Lazy Element but less liquidity in those stocks should present more of an opportunity. I’d go the custom index route using value chains to categorize the type of firm (instead of a simple gics approach) before bootstrapping. Start...

You’re not going to have an edge in gauging investor sentiment using 100 year old indicators.

IMO if you're retail and want to trade volatility, bootstrap your own curve on SMIDs...liquidity provision is king.

You need to setup an incubation fund first with a known broker or provider. After about 6-12 months you can raise capital.

Wyckoff and such is all BS 100 year old understanding of markets. Spend your money to learn the drivers of investor behavior so you can make your own predictions.

MS Teams. if so, i'm down, and am trying to build up something like this too

when you're trading random walks it's all about risk management. you cannot have conviction without a view and price data is not enough. I wouldn't recommend the "spray'n pray" approach, though if you do look trading like this, I would look into index (vs ETF) arb and m&a arb (through etf arb).

the underlying philosophy of Dalio's all season portfolio is creating a portfolio of uncorrelated assets, and weighing by risk (using something like a eigenvector portfolio or factor based using pce). that concept can be applied to anything, though risk-weighing is challenging due to dynamic...

basic noob - follow the trend/chart/pattern/signal smarter noob - trade mean reversion, charts don't work use statistics! enlightened noob - there is no mean reversion in the daily time series data, all economic profits go to 0 so no signal will last for long advanced noob - cointegration of...

there's a theory (w/ lots of research) that mean reversion intraday is driven by volume imbalance, where low volume periods intraday cause price to drift on a random walk, skewing away from the trend. you can id time periods (intraday) where this is most likely, during periods of time (days...

you can improve your mean reversion strategy by analyzing mean reverting events and trading those events, or by using cointegration of pairs. The former will improve your expected return, and the latter will reduce your drawdowns.

no -- you would do that for your "overall"/"real life" portfolio. E.g. you might own a home, have a 401k invested in stocks, and have cash in a cd. For any portfolio, however, you want to minimize covariance to reduce risk via diversification. In a "moonshot" portfolio you may want to couple...

I'm ok with providing the same type of info and support a jr. analyst at any major investment firm gets. Core theory takes about 2-3 months to learn & internalize. From there it's about understanding how to synthesize ideas coherently. IMO the biggest trait of successful traders is reading...