Recession of 2020 – worst is yet to come?

Being the bearer of bad news is never fun. However, in this short post, I want to go over a chart that is hiding crucial information in plain sight. An inflation-adjusted SP500 chart. As a quantitative trading expert I can attest that statistically, simple technical analysis patterns work. The data is there to support this claim. And this chart shows some crucial technical points that are rather invisible until you adjust things to inflation.

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How to invest in Real Estate with no capital

For whatever reason, I have always struggled with investing in real estate. Of course, the major factor in this was the large capital requirement to get into real estate in the first place, but even putting that aside it always felt off to me… Possibly because of my stock/quantitative investment background. Buying real estate seemed so bulky and slow and complicated. Also maintaining it… Everything was just too physical and too slow for me. And yet I always felt like I was missing out. So when the time came to diversify and expand my investment portfolio, I stumbled upon the perfect solution for myself – the REIT!
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Preparing your trading strategy for automation

Know how much edge your trading strategy has [SCIENTIFIC…

Trading Strategy Optimization – how it’s done and does…

The importance of a trading plan

 Now this one will probably be a short one… …so good for you! Less time spent reading blogs – more time to improve your trading infrastructure. Let’s get to it.

A short intro, of course, is mandatory… So recently I have been asked by one professional trader if I could recommend some good reads regarding Technical Analysis and trading altogether. Now clearly this person has been around the block so no need for him to read all the crap out there Read more “The importance of a trading plan” →

Do backtests really work

A lot of people very often doubt the validity of a backtest. I, myself had heard this numerous times from people that I have discussed the topic with.  And it has merit because, quite often, backtests don’t exercise the past properly to simulate live market conditions correctly. That does not have to be the case though. If you know what you are doing and understand the basis of how to write a proper backtest you can achieve incredible simulation of actual market performance. Read more “Do backtests really work” →

Introduction to Robust Statistics in trading

Robust statistic in trading most often is referred to as a robust statistical unit of measurement of a certain performance criteria of a trading plan.

Robust statistic in statistics is referred to as statistic with good performance when data can vary drastically. These statistics are very resistant to outliers (In statistics, an outlier is an observation point that is distant from other observations. (Outlier (Wikipedia)) Read more “Introduction to Robust Statistics in trading” →