Quantifiableedges.blogspot.com

In the wake of Friday's stock market rally, it appears that the seasonal Santa Claus rally is well under way. Rob Hanna at Quantifiable Edges produced analysis that initiating a long position in the NASDAQ Composite as of Friday's close (until...

This is a summary of links featured on Quantocracy on Tuesday, 06/02/2015. To see our most recent links, visit the Quant Mashup. Read on readers! VIX Trading Strategies in May [Volatility Made Simple] Weve tested 23 simple strategies for trading VIX...

I tend to be pretty paranoid about risk of ruin. That is why I almost always suggest adding some form of stop-loss protection to the systems I write about. It just makes sense to me that you should do everything possible to protect your trading capital...

There is a great deal to be said for breadth of learning and depth of learning.  Both enable us to see interrelationships that aren't readily apparent--and it's in those interrelationships that "edges" are to be found in financial markets. Here are...

I spent this past weekend and Monday in NYC at the Traders Expo New York as well as giving an interview to the folks at the Benzinga Pre Market Prep show. The hosts Dennis and Joel are traders and know their stuff, so I thought it was a fantastic interview...