Ben (Benjamin) Felix is a portfolio manager at PWL Capital in Canada, who is well-known for his YouTube channel, Common Sense Investing, and his podcast, Rational Reminder. He is widely recognized for his expertise in the field of investing and financial management and has created a model portfolio, the Ben Felix Model Portfolio. Let’s take…
The 5 Asset Portfolio by Roger Gibson is a “lazy” index diversified portfolio that allocates assets across 4 asset classes: stocks, bonds, REITs, and commodities. These 4 asset classes are divided into 6 categories: U.S. stocks, international stocks, U.S. bonds, international bonds, U.S. REITs, and commodities. The 5 Asset Portfolio strategy can be implemented using…
What time of the day is the most volatile in trading? Most traders assume the first and last hour of trading (in any market) is the most volatile of the day. News from overnight trading needs to be discounted when the market opens, and during the last hour funds and traders rebalance their portfolios. Is…
Fixed income trading strategies are a great addition to a diversified portfolio, offering uncorrelated returns and complementary characteristics. Fixed income trading strategies are an integral part of any investment portfolio. These strategies involve investing in fixed-income products, such as bonds, in order to generate income and preserve capital. In this article, we will explore the…
The Core 4 Portfolio by Rick Ferri is a “lazy” index diversified investment portfolio that allocates assets across 3 asset classes: stocks, bonds, and REITs. These 3 asset classes are divided into 4 categories: U.S. stocks, international stocks, intermediate bonds, and REITs. The Core 4 Portfolio strategy can be implemented using 4 different index ETFs…
This bundle consists of three strategies that can be labeled volatility trading strategies. The idea and logic work in a variety of assets. In all our bundles, you will find Amibroker code, Tradestation code, and the strategy written in plain English. The strategies are long-only due to the nature of the index. All three strategies…
In this article, we backtest Larry Connors‘ 3 day high/low Method/Strategy. How has the strategy performed since it was revealed in his book in 2009? The 3 day high/low method/strategy performed well in Connors’ book, and it still works pretty well today 12 years later. Larry Connors and Cesar Alvarez published a book called High…
High Probability ETF Trading, published in 2009 and written by Larry Connors and Cesar Alvarez, contains some interesting strategies. They are all mean revertive and tested on the most popular ETFs at the time of writing, which was the end of 2008, in the middle of the GFC. Do the strategies covered in the book…
Today we test Larry Connors‘ R3 strategy and we continue backtesting the trading strategies Larry Connors and his team published in 2009 in a book called High Probability ETF Trading. All the strategies were tested on a basket of 20 liquid ETFs. The previous articles can be found on our page containing many different quantified…
In chapter 5 of Larry Connors‘ book High Probability Trading, published in 2009, there is a trading strategy called %b strategy. The book contains many strategies which we test in chronological order. 12 years have passed since the book was published and it could be interesting to see if the strategies are still performing well….
