Gold Miners (GDX)
The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it):
Below is the table if we hold for N days:
A pretty strong edge!
If we hold for ten trading days we get the following equity curve:
Hedge funds employ many investing strategies, and the long-short equity strategy is one of them. But what does this long-short equity strategy mean? Long short equity strategy is a method of investing whereby a trader takes long positions in stocks that are expected to appreciate and, at the same time, takes short positions in stocks…
Technical indicators help us analyze stocks to know how to trade them, but they focus on the external price action of individual stocks. While this is not bad in itself, knowing the general market sentiment is equally important. This is where the Arms Index comes in. But what is the index about? The Arms index…
September is a poor month for stocks, especially the week after OPEX day, which is the third Friday of the month. Trading Rules [am4show have=’p2;p3;p58;p59;p130;p138;’ user_error=’Premium Post Access’ guest_error=’Premium Posts’] Let’s backtest to find out the performance for the week after OPEX day in September. Amibroker code: We buy at the close of OPEX Friday,…
Technical indicators help traders in timing the market, and the CCI (Commodity Channel Index is one of the indicators you can effectively use to time the momentum in the market. But what exactly is the CCI trading strategy, and what does it tell you about the market? The CCI (Commodity Channel Index) is a technical…
Keltner Bands Trading Strategy (Keltner Channels) is a lesser-known sibling of the Bollinger Bands which are widely used and pretty famous. Despite being rather unknown, Keltner Bands are still included in most software packages. In this article, we take a look at Keltner Bands to see what it is, how they are calculated, how they…
The NR7 trading strategy is a narrow-range strategy that is both well-known and popular. If you do a search on the internet, you get multiple hits on the strategy. To our knowledge, the strategy was first developed by Tony Crabel as long back as 1990. The NR7 is a volatility strategy but enters on a…
Session expired
Please log in again. The login page will open in a new tab. After logging in you can close it and return to this page.
