Feb’18 Trading Banter

The last two months have flown by thanks to a small exciting side-project.  Thus, aside from a 3-day meetup in Belgium to talk systematic trading, I have barely spent any time looking at charts since the middle of December, be that Bitcoin, the Dow, VIX or XIV.

Continue reading

Posted in Psychology | 1 Comment

Tips on developing automated trading strategies

Sharing some insights from a 3-day working session with a Belgian systematic trader. Also an update of what else has happened in recent weeks on my trading front.

Continue reading

Posted in Financial Markets 101, Futures Trading, Testing | 3 Comments

Example application of Bergstrom’s e-ratio

This week I calculated the e-ratio outlined by Dave Bergstrom for a systematic trading strategy I am currently developing for the FX markets.   Continue reading

Posted in Testing, Work in Progress | Tagged , , , , | 2 Comments

Live Trade: Long GBPCAD @ 1.7136

Sharing a setup (including screenshot) I came across in the last 20 minutes on the daily timeframe on GBPCAD.  Part of the journey in automating a large chunk of my trading activities. Continue reading

Posted in Financial Markets 101, Reversals Strategy, Trend-Following Strategy | 2 Comments

Crypto investment – considering the mental factor

Some months ago I added a separate page on my blog just to mention a few bits about bitcoin and cryptocurrencies in general.  This was sparked by several friends and family inquiring as to whether I thought it would be a good investment.  Click here to see those explanations.crypto

Continue reading

Posted in Financial Markets 101 | 1 Comment

Working notes: Systematic trading etc

Live Trading, running an algo, reconciling the two, more coding, building a market context model.  Long hours. All that was part of my week.  Read further for a detailed discussion of these. Continue reading

Posted in Reversals Strategy, Testing | 2 Comments