Latest Trading Research & Articles
Latest research and articles on trading and day trading related matters. Research mainly focuses on Emini and Forex markets. You will find in-depth research on trading techniques, market biases and trading signals that you will never read from anywhere else. You can always find something useful to improve your trading here. To read members only articles and/or to post comments, sign up for FREE.
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Performance Sensitivity
For most traders, when tracking their own performances, or measuring the performance of trading systems, a tendency is to look for almost perfect improvement over time. We always want the performances to get better, stay in top shape, etc. In reality ...
For most traders, when tracking their own performances, or measuring the performance of trading systems, a tendency is to look for almost perfect improvement over time. We always want the performances to get better, stay in top shape, etc. In reality ...
Trading with Tick Index: S&P 500 Tick16
I wrote an article in the Futures magazine some time ago on S&P 500 Tick16 Index and a basic daytrading system that exploit the statistical bias on the index. Here is some supplement information about the concepts. What is S&P Tick16 Index? The ...
I wrote an article in the Futures magazine some time ago on S&P 500 Tick16 Index and a basic daytrading system that exploit the statistical bias on the index. Here is some supplement information about the concepts. What is S&P Tick16 Index? The ...
Anatomy of Orderflow at the Tick Level
Many people asked why would anyone want to analyze the charts at the tick level. Wouldn't that be a waste of time since such high frequency activities are not likely going to have any long term impact. Let's take a look at this chart first. ...
Many people asked why would anyone want to analyze the charts at the tick level. Wouldn't that be a waste of time since such high frequency activities are not likely going to have any long term impact. Let's take a look at this chart first. ...
Basic Consensus System - Performance Review
Here is an update on the performance of the Basic Consensus System. As you can see, there is a mild drawdown period during 2006. After that, the system has been performing very well. ...
Here is an update on the performance of the Basic Consensus System. As you can see, there is a mild drawdown period during 2006. After that, the system has been performing very well. ...
Fascinating Volume and Open Interest Relationship in Emini S&P
As of friday's close, emini S&P has an estimated daily volume of 3,251,000 (more than 3 million), with prior open interest stands at 2,350,000 (more than 2 million). Think about the ratio. The daily turnover is more than the commited overnight pos ...
As of friday's close, emini S&P has an estimated daily volume of 3,251,000 (more than 3 million), with prior open interest stands at 2,350,000 (more than 2 million). Think about the ratio. The daily turnover is more than the commited overnight pos ...
Studying Your Data Across All Bar Sizes
Have you ever wonder why you like to use 5-minute bars to trade something, and then, all of a sudden, switch into another time frame like 15-minute bar to monitor another instrument. Why we somehow have different level of comfortability with differen ...
Have you ever wonder why you like to use 5-minute bars to trade something, and then, all of a sudden, switch into another time frame like 15-minute bar to monitor another instrument. Why we somehow have different level of comfortability with differen ...
The 10 Year Challenge on Index Future Trading Systems
Going through a chart of the past 10 to 12 years in Emini S&P, I cannot help thinking if there is a trading model that can work well throughout the whole period of time with reasonable draw down and good performance year after year. There was ...
Going through a chart of the past 10 to 12 years in Emini S&P, I cannot help thinking if there is a trading model that can work well throughout the whole period of time with reasonable draw down and good performance year after year. There was ...
S&P 500 Daily Breadth Monitor Explained
The daily chart updates showcase the power of real-time custom breadth data. The custom breadth data showing in the chart have specific characteristics that can help a trader read the market more efficiently. Following is a sample of the chart. ...
The daily chart updates showcase the power of real-time custom breadth data. The custom breadth data showing in the chart have specific characteristics that can help a trader read the market more efficiently. Following is a sample of the chart. ...
S&P 500 3-Day Advance Issues Trading System
Here is the trading system I presented in the Futures Magazine article, Using market breadth in trading systems, in the January 2008 issue. System Setup 1. Emini S&P regular trading hours (RTH) only. 2. 130-minute bar. Drop the last 15 minu ...
Here is the trading system I presented in the Futures Magazine article, Using market breadth in trading systems, in the January 2008 issue. System Setup 1. Emini S&P regular trading hours (RTH) only. 2. 130-minute bar. Drop the last 15 minu ...
S&P 500 3-Day Advance Issues
I wrote an article on the concept of 3-Day Advance Issues in the Futures magazine - Using market breadth in trading systems, in the January 2008 issue. As oppose to repeating what was written in the article, I will focus on the discretionary aspect o ...
I wrote an article on the concept of 3-Day Advance Issues in the Futures magazine - Using market breadth in trading systems, in the January 2008 issue. As oppose to repeating what was written in the article, I will focus on the discretionary aspect o ...
