Category Archives for Strategies

How Did The Ivy-10 Portfolio Perform in 2016?

It’s that time of year to update the performance of the Ivy-10 Portfolio.What is the Ivy-10 Portfolio?Back in 2012 I finished reading a very interesting book called “The Ivy Portfolio”. This book was written by two money managers, Mebane Faber and Eric Richardson, who work at Cambria Investment Management. The authors wanted to answer the question […]

Continue reading

Testing A Euro Currency Futures Scalping Strategy, Part 6

In an attempt to make this system more tradable, I’ve looked at many different stop methods and filters. My hunt for a stop value resulted in concluding that a stop value really hurts its performance. This is not so unusual for a mean reverting strategy, such as the Euro scalping strategy. In an effort to […]

Continue reading

Testing A Euro Currency Futures Scalping Strategy, Part 5

It’s been a couple of years since I reviewed this potential trading idea of a Euro currency futures scalping strategy. Over the series of articles, which are listed below, I’ve been combing filters to demonstrate how I add different filters to a system based on market conditions.Testing A Euro Currency Futures Scalping StrategyTesting A Euro Currency Futures Scalping […]

Continue reading

Simple Shorting Strategy

Over the years I’ve looked at several very simple long strategies that were published in the book, “Short Term Trading Strategies That Work” by Larry Connors and Cesar Alvarez. Those articles include the following long strategies:Double Seven StrategyRSI(2) StrategyVIX Stretch StrategyRSI And VIX StrategyBuried within Connors and Alvarez’s book you will find one simple shorting strategy […]

Continue reading

The Double Seven Strategy

It’s time to look at another simple trading system which can be found in the book, ”Short Term Trading Strategies That Work” by Larry Connors and Cesar Alvarez. In this article we are going to look at the Double 7 strategy. This is a simple strategy that can be applied to the major market indices […]

Continue reading

Ivy-10 Portfolio 2015 Update

It’s that time of year to update the performance of the Ivy-10 Portfolio.What is the Ivy-10 Portfolio?Back in 2012 I finished reading a very interesting book called “The Ivy Portfolio”. This book was written by two money managers, Mebane Faber and Eric Richardson, who work at Cambria Investment Management. The authors wanted to answer the […]

Continue reading

Trading Multiple Strategies With The Same Instrument – Part 3

In the last two articles (article 1, article 2), I discussed the need for trading multiple strategies with the same instrument in the same account. This type of capability is very important to a trader who wishes to trade a diversified portfolio, while at the same time efficiently managing margin. Unfortunately, with many platforms this capability […]

Continue reading

Trading Multiple Strategies With The Same Instrument – Part 2

In the previous article, I discussed the need for trading multiple strategies with the same instrument in the same account. This type of capability is very important to a trader who wishes to trade a diversified portfolio, while at the same time efficiently managing margin. Unfortunately, one of the limitations of Tradestation, my trading platform of […]

Continue reading

Trading Multiple Strategies With The Same Instrument – Part 1

Tradestation is a pretty amazing testing and development platform. I’ve been using it for over 10 years, and I’ve been very happy overall with it. Sure, there are certain aspects of it I don’t like, and certain things that are hard to do, but I think that is true of almost any platform.My biggest pet […]

Continue reading

The Simplest System You’ll Ever Find for the S&P E-mini

a-tree-on-the-horizon

Warren Buffet has been quoted many times as saying, “If I don’t understand it, I don’t invest in it, no matter how attractive it may appear.” I love that quote for a number of reasons, but I think it’s a great advice for system traders as well. We (myself included) have a tendency to get […]

Continue reading
>