The ACD Method

[baggerlord]

I read the systematic trading book. It has been very helpful to me as a beginner in taking a more quantitative approach to my trading. If you didn't know, he has a journal on here.

https://www.elitetrader.com/et/threads/fully-automated-futures-trading.289589/

 

[baggerlord]

This blog post hits on a lot of the big things I learned from the book:

Strategy vs instrument diversification
Calculating trade cost in terms of Sharpe ratio to determine reasonable trade frequency
How to test ideas without curve fitting
The idea of creating a price forecast
Volatility targeting

https://qoppac.blogspot.com/2016/05/a-simple-breakout-trading-rule.html

He has tons of python code for aspiring programmers like myself too.

 

[baggerlord]

And this is driVing a lot of my current personal efforts. Blog post on trading rules.

https://qoppac.blogspot.co.uk/2017/06/some-more-trading-rules.html

 

[baggerlord]

And one more that is unfortunately useful to me.

https://qoppac.blogspot.co.uk/2016/03/diversification-and-small-account-size.html

 

[deltastrike]

Here you go: http://www.systematictrading.org/blog
I recommend his book it can help you avoid typical mistakes and it is simple enough for someone like me to understand.

Thanks, I actually have his book but have been so focused on skill development that I haven't had time to read it yet. I guess I have to read up on fitting...

 

[koolaid]

This blog post hits on a lot of the big things I learned from the book:

Strategy vs instrument diversification
Calculating trade cost in terms of Sharpe ratio to determine reasonable trade frequency
How to test ideas without curve fitting
The idea of creating a price forecast
Volatility targeting

https://qoppac.blogspot.com/2016/05/a-simple-breakout-trading-rule.html

He has tons of python code for aspiring programmers like myself too.

Wow he is a very very smart guy...reading over his blog on how low vix (especially really low vix <10) is not predictive and it's pretty crazy the data and graphs that he used to support this

 

[Maverick74]

Wow he is a very very smart guy...reading over his blog on how low vix (especially really low vix <10) is not predictive and it's pretty crazy the data and graphs that he used to support this

What am I? Chopped liver?

 

[deltastrike]

What am I? Chopped liver?

Foie Gras?

 

[HobbyTrading]

Here you go: http://www.systematictrading.org/blog
I recommend his book it can help you avoid typical mistakes and it is simple enough for someone like me to understand.

I have read this book, almost one year ago, and learned a lot from it. Mainly about diversification, and about volatility targeting (relative to account size). The structured nature of the book allowed me to copy the approach in my software language of choice. And am now trading a system based on this framework autonomously.

 

[baggerlord]

What am I? Chopped liver?

Start a blog and write a book. We will all buy it and sing your praises. I wish more experts would give out valuable info for free or cheap. I know you have already done that for years here of course.