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Investing with long term trends ( long trends measured in "years" ( in the U.S. markets) have statistically high persistence ). If you want to attain "alpha" vs. the S&P500, invest in stock universes that have been proven to produce highest decile alpha premium via empirical research over...

This blog gives a perspective on TA http://www.psyfitec.com/2016/03/the-chart-illusion.html

Trade with a longer term mindset and holding period ( invest ). Short term movements (one hour / day / week action ) are "random"; driven by rumor, headline reaction, supply and demand flow ( "funds" big block purchases and sales ), etc. As our brains are constant predictive machines /...

Short term movements (one hour / day / week action ) are "random"; driven by rumor, headline reaction, supply and demand flow ( "funds" big block purchases and sales ), etc. The key to statistical success and "deep" geometric compounding, is in building investment models based on statistically...

Feb - April I don't include the sector allocation on the blog as I try to present the model as "stand alone" ( it complicates matters to have too much info )

An investor doesn't need to use leveraged products in order to produce alpha. In terms of a quantitative strategy for investing in the oil sector, over the last 30 years, the oil services sector has shown a statistically significant "edge" in the winter / spring months. So far, returns for 2016...

Short term movements (one day's action ) are "random"; driven by rumor, headline reaction, supply and demand flow ( "funds" big block purchases and sales ), etc. The key to statistical success and "deep" geometric compounding, is in building investment models based on statistically significant...

2 factors ( that I have personal preference for and experience with ) that can alleviate the need to keep track of # trades, taxes, special trading platforms, commissions, journalling etc. are: 1) open and fund a ROTH IRA. No tax preparation or consequences ( with exception of energy MLP cap...

Sounds like you have some academic backround. Drop ideas about day trading, currencies, etc. Those ideas aren't grounded in academics and aren't "evidence based". Many markets are expensive places to experiment with the "randomness" of short term movements. And does day trading give one purpose...

Open and fund a ROTH IRA and migrate to holding equity based positions ( ETFs) longer term. An intelligent tactical process can produce geometric compounding (with tax deferral) as well as? short term "trading", with less work. Options and forex are expensive markets to experiment with the...

Skip all of the programming and keep it simple by either: 1) buy and hold small cap value though a low expense ETF (VBR) https://docs.google.com/document/d/1kToqLWLISRk4n4YnSzv1hT5kBN54l5CvhwGgDwJKPJI/edit?usp=sharing or 2) run a simple moving average crossover strategy on the QQQ and EDV (...

The "markets" are an expensive place to experiement on short term randomness ... Over the long run, the stock market has gone up 66% of the time and down 33% with compound growth of 9%+ on the S&P500 and 14% on small cap value. Don't know of better odds ...

On 911, SP eminis were printing up until about 9:15 EST, then they just stopped. I though that I have a computer / internet connection glitch as the prices "froze" .... The there was a giant gap down when trading opened week later ...

More than a mentor for "short term" tradng, you can probably start transitioning to an "investing" mindset / longer term holding periods. As portfolio management in the late 20th century was bound by the use of individual stocks, mutual funds, and select index funds ( and very large sized index...

There's been somewhat esoteric security selection and allocation sizing decisions within BRK's investing history and the "down homesy" feel of it's proprietors and "invest in well run, quality businesses" thinking that is implied, doesn't jive with some of the actual portfolio activity that...

Not sure what you mean by "wildly successful". Much of the "success" and "failure" ( as far as some of the accounts ( not $ accounts, but stories ) of fund mangers that I have read over 30 years ) have come from oversized / leveraged bets. And many of these were bets using other people's money...

Oil services companies (ETF equiv = XES) have had robust seasonal strength from Feb - May 1986 -5.5% 1987 13.0% 1988 15.0% 1989 11.4% 1990 9.4% 1991 10.2% 1992 3.3% 1993 23.8% 1994 -2.8% 1995 21.4% 1996 17.7% 1997 -5.5% 1998 30.5% 1999 65.2% 2000 32.0% 2001 7.2% 2002 28.3% 2003 2.7% 2004 3.4%...

Because short term trends contain mostly randomness because of the tug of war of supply and demand between algos, institutional traders, soveriegn fund flows, etc, it is hard to exploit any statistically significant patterns / seasonality from the data. Information assimilated into long trends (...

I have been using QQQ / Nasdaq 100 for years. It holds ( and has held for the last 2 decades ) many of the top growth stocks. I was a stock picker and index futures trader ( used NYF contracts in the 90's ) from 1987 - 2001 and did pretty well. Yet the analysis / screen time was burdensome. The...

1) Don't quit your day job to trade ... 2) Short term price movements are random and are driven by institutions ( hedge funds, bank trading desks, High Frequency trading, etc. ) which pulls your odds of success to 50 / 50 3) If you "need" to be a trader, develop your investor side also (...