Tag: trading system

25 posts tagged trading system, newest first.

25 posts · page 3 of 5

The house edge

By Markus · June 14, 2022 · 2 min

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…

By Markus · January 18, 2022 · 3 min

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…

By Markus · January 1, 2022 · 2 min

Happy New Year! Absolute performance measures the annual returns of a portfolio, while relative performance compares it to a benchmark or some index…

By Markus · December 14, 2021 · 5 min

Earlier this year I posted a simple strategy on how to beat the S&P 500 index with market timing . I had done the backtest on 21 years of data in…

By Markus · December 1, 2021 · 3 min

In 2019, my trading started to turn more into quantitative style. First, I backtested ideas manually with charts and spreadsheets, then switched to…

By Markus · August 12, 2021 · 5 min

Kevin Davey is a professional systematic trader with over 25 years of experience. He has achieved triple-digit annual returns in three World Cup of…