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Blog

Market update and drawdowns

I was feeling creative and recorded a video update about the current thoughts. Hope you enjoy this format!

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Book Reviews

Robert Carver – Systematic Trading – Review

I’ve been following Rob’s work for quite some time. He is a systematic trend-following trader, who trades different futures markets. He is also very mathematical in his quantitative approach. I decided to read his book about systematic trading to better understand his thought process. It was published in 2015. Introduction to the topic Rob has […]

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Blog

The house edge

In a casino you want to be the house not the gambler. Think of the house edge. The more people come to play, the more a casino can take advantage of its statistical positive expectancy. I hadn’t put much thought to it until couple of years ago a backtest clicked to me. A smaller edge […]

Categories
Book Reviews

Andreas F. Clenow – Stocks on the Move – Review

When I see a trading book that should be good I do research on the author as well as the writing before I decide to get it. I had heard about this book from different sources, listened to the author speak on some podcasts, and seen references in the intro to other traders I’ve been […]

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Blog

Comparison makes market participants unhappy

Happy New Year! Absolute performance measures the annual returns of a portfolio, while relative performance compares it to a benchmark or some index. Part of our human nature is to compare what we have or achieve to someone else be it a friend, neighbor, co-worker etc. We may be satisfied with our new car until […]

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