On smaller instruments, especially in Australia and NZ where the market is smaller, my worry would be quote stacking.
What are the most popular trading strategies?
- Thread starter schizo
- Start date
Oh, yeah, order stuffing. Bad ass stuff.
thank you
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That;
+ its among the most profitable.Some short term traders do something very different; but best not mention everything.....................................................................
Transient & Recurrent Zones
I don't think it's possible to point out a single strategy. I recently talked to my friends about it and each of us named absolutely different sets of indicators and approaches, even though we all started trading at about the same time. And our profitability indicators are approximately the same. The main thing here is to understand how convenient it is for you to trade and find indicators or strategies that you will understand. There are as many nuances here, from how much time per day you trade, to what assets you prefer and whether you work with news trades. I am sure that every strategy works. The main thing is to find the one that suits you as a trader.
That’s an excellent question. The easy way to find them is to useHome :: SSRN and go for a keyword “algorithmic trading” or “quantitative trading”. But then you will see only a part of the picture because a lot of the very good papers from very top researchers don’t contain those two phrases.
So you can start looking for other related phrases - like “tactical asset allocation”, “momentum”, “arbitrage”, “trend-following” etc.
Who will you find on top?
Author Page for Meb Faber
Clifford S. Asness
Marcos Lopez de Prado
Author Page for David Blitz
Author Page for Pim van Vliet
Campbell R. Harvey
Author Page for Andrea Frazzini :: SSRN
Tobias J. Moskowitz
Narasimhan Jegadeesh
Author Page for Sheridan Titman :: SSRN
Alternatively, if you are interested not only in names but in content those people found, then I can point you toQuantpedia - The Encyclopedia of Quantitative Trading Strategies.
It’s a database of ideas for quantitative trading strategies derived out of the academic research papers (from research portals, financial journals, universities etc.), interesting papers are selected, and performance and risk characteristics and trading rules in plain language are extracted. A subset of strategies is backtested, and you can review the out-of-sample chart, statistics, and code written in QuantConnect framework …
So you can start looking for other related phrases - like “tactical asset allocation”, “momentum”, “arbitrage”, “trend-following” etc.
Who will you find on top?
Author Page for Meb Faber
Clifford S. Asness
Marcos Lopez de Prado
Author Page for David Blitz
Author Page for Pim van Vliet
Campbell R. Harvey
Author Page for Andrea Frazzini :: SSRN
Tobias J. Moskowitz
Narasimhan Jegadeesh
Author Page for Sheridan Titman :: SSRN
Alternatively, if you are interested not only in names but in content those people found, then I can point you toQuantpedia - The Encyclopedia of Quantitative Trading Strategies.
It’s a database of ideas for quantitative trading strategies derived out of the academic research papers (from research portals, financial journals, universities etc.), interesting papers are selected, and performance and risk characteristics and trading rules in plain language are extracted. A subset of strategies is backtested, and you can review the out-of-sample chart, statistics, and code written in QuantConnect framework …