International stocks ex. USA (EFA)
The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it):
Trading performance since inception in 2001:
The relationship between interest rates and stocks is crucial to understand if you are investing in the stock or bond market. How does the S&P 500 perform when interest rates are rising? Interest rates and the stock market have an inverse relationship. When interest rates rise, share prices fall, and vice versa. This is a…
Next week is OPEX week (options expiration), and it’s also quadruple witching week. How have the markets performed that week? Let’s have a look at S&P 500 (SPY) and how it performs for the respective months during this week. Trading Rules [am4show have=’p2;p3;p58;p59;p130;p138;’ user_error=’Premium Post Access’ guest_error=’Premium Posts’] We enter at the open of the…
Today we will look at a strategy published by Michael Gayed in his paper An Intermarket Approach to Beta Rotation: The Strategy, Signal and Power of Utilities. Gayed’s paper is among the most downloaded papers on the SSRN website. The strategy consists of a weekly rotation system between the SPY and XLU based on the…
Is it correct that copper is a leading indicator for stocks? Can we make a copper vs. stocks strategy? No, copper is most likely not a good leading indicator for stocks. Our copper vs. stocks trading strategy might be due to luck or randomness. Traders are always looking for leading indicators that can predict the…
The largest economy in Latin America, Brazil has a well-established financial market and is the top investment destination in South America. The country has some of the biggest stock and commodity exchanges in the continent, providing opportunities for day trading and swing trading. Want to know about trading in Brazil? Home to Bolsa de Mercadorias…
Stocks can be classified into four factors: value, size, investment, and quality. It is well-known that value stocks perform well, and small caps tend to outperform large caps. However, what about the quality factor trading strategy? The quality factor can be described as investing in stocks of safe, profitable, growing, and well-managed companies. This sounds…
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