Instrument/asset S&P 500 (SPY) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): Buy at the first trading day after calendar day 20 of December; and Sell at the last print of the year. Results Trading performance from 1960 until…
There are many kinds of funds, ranging from illiquid private equity funds to highly liquid mutual funds and ETFs that are available to the public. Hedge funds occupy the sweet middle, but what are hedge fund trading strategies? Hedge fund trading strategies are an investment pool contributed by a limited number of private investors and…
Instrument/asset S&P 500 (SPY) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): Today is Monday; and It’s OPEX week; and The close is at a 5-day high. Results Trading performance (SPY) if we exit after N-days since 1993:…
As the year is drawing to a close, you might have heard about an end-of-year stock market rally. Is this seasonality true, fiction, or myth? The end of year rally is no myth or fiction: research shows that stocks tend to rally and go up at the end of the year. We already know that the…
Instrument/asset S&P 500 (SPY) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): Today is Friday before OPEX week in December. Results Trading performance if we exit after N-days since SPY’s inception in 1993: If we exit after two days…
Agriculture futures offer a vast array of hedging and speculative opportunities, and Corn is one of the most highly traded commodities globally. Also known as maize, corn is widely cultivated in countless varieties throughout the world. Corn futures trading requires in-depth knowledge of the commodity, as well as a thoroughly researched futures strategy. So, what…
With e-minis, the Chicago Mercantile Exchange’s Globex electronic trading platform has made it possible for individuals with less capital to play the futures and commodity markets from around the world. It is one of the most efficient and cost-effective ways to gain market exposure. But what exactly is an e-mini trading strategy? An e-mini trading…
Instrument/asset S&P 500 (SPY) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): Buy at the close the day before the monthly job report; and The close must be above the 200-day moving average. Results Trading performance if we exit…
Instrument/asset S&P 500 (SPY) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): Today is Tuesday; and The close is lower for two days in a row. Results Trading performance if exit after N-days: This is the equity curve if…
A day trading strategy is a trading approach in which a trader buys and sells a financial instrument within the same trading day, with the aim of exploiting the inevitable up-and-down price movements that occur during the trading session. In the past, the only people who could trade actively in the stock market were those…
