Trading System Concepts and Design
Trading models are created so that the so called human factor can be minimized. Most of the time, production trading models are utilized by firms like hedge funds and larger institutions. Retail traders having access to backtesting tools like TradeStation and other trading platforms can build their own trading systems easily but rarely do they successfully deploy any models to trade their own money.
Over the years I have helped many hedge funds and pro traders developing, refining and maintaining trading models. The sharp contrast between professionals and the retail traders in understanding what trading systems are driving me insane sometimes.
Here is a partial list of articles I have written on building trading system over the years. I have organized the material below into several sections so that it would be easier to find them. Whenever I can locate the rest of the articles I have written will add them here.
Error, group does not exist! Check your syntax! (ID: 9)
alphabetical order | posting date
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&P500 20 Days New Low Bullish Reversal 
Here is a breadth driven trading model based on S&P500's 20 days new low market breadth data. It is not something complex and everyone can follow easily. It performs very well with reasonable drawdown. For those who are not familiar with the con ...
Here is a breadth driven trading model based on S&P500's 20 days new low market breadth data. It is not something complex and everyone can follow easily. It performs very well with reasonable drawdown. For those who are not familiar with the con ...
Seeking Alpha - Bankable ETF Strategy: Double Up
My first article published at Seeking Alpha - Bankable ETF Strategy: Double Up My plan is to publish a series on swing based timing models there for swing traders. Enjoy! ...
My first article published at Seeking Alpha - Bankable ETF Strategy: Double Up My plan is to publish a series on swing based timing models there for swing traders. Enjoy! ...
Seeking Alpha - Bankable ETF Strategy: Festina Lente
Article published at Seeking Alpha, Bankable ETF Strategy: Festina Lente ...
Article published at Seeking Alpha, Bankable ETF Strategy: Festina Lente ...
Seeking Alpha - Bankable ETF Strategy: Simpleton Counter-Trend
Article published at Seeking Alpha, Bankable ETF Strategy: Simpleton Counter-Trend ...
Article published at Seeking Alpha, Bankable ETF Strategy: Simpleton Counter-Trend ...
Sharpe Ratio and Sortino Ratio Calculator for Day Trading Strategies
After I explained in the article, How to Calculate Sharpe Ratio and Sortino Ratio Correctly on Day Trading Strategies, many readers have asked for example on how to calculate the Sharpe Ratio themselves given that all platforms are not reporting the ...
After I explained in the article, How to Calculate Sharpe Ratio and Sortino Ratio Correctly on Day Trading Strategies, many readers have asked for example on how to calculate the Sharpe Ratio themselves given that all platforms are not reporting the ...
Stock Trading Using Stochastics (End of Day)
Stochastics is one of the most widely used technical indicators in the world. Surprisely, most traders like to modify the original indicator into something else because they find the original implementation too noisy. I am going to show you a trad ...
Stochastics is one of the most widely used technical indicators in the world. Surprisely, most traders like to modify the original indicator into something else because they find the original implementation too noisy. I am going to show you a trad ...
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 ...
Survival Guide To Trading Nonfarm Payroll Report Week
US Nonfarm Payroll (NFP) Report is a monthly report coming from Bureau of Labor Statistics (BLS) that summarizes the employment condition within United States. The week of NFP Report has a special bias that all traders should be aware of. The Irregu ...
US Nonfarm Payroll (NFP) Report is a monthly report coming from Bureau of Labor Statistics (BLS) that summarizes the employment condition within United States. The week of NFP Report has a special bias that all traders should be aware of. The Irregu ...
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 ...
