Content Index
We like to keep ourselves organised and think this may help you to navigate around this site filled with content. Just use the sort and search fields to check out what is available and then click on the link to access the content.
Link | Subject | Type | Theme | Publication | Reference |
---|---|---|---|---|---|
ATS Program Performance– October 2019 – Apparently Nothing!! | Performance Report | Article | ATS Program Performance - October 2019 | Nov 3, 2019 | Blog |
A Step by Step Guide Video Series to Portfolio Construction for Price Followers -Part 1 – System Design Principles | Portfolio Construction, System Design Principles | You Tube | Portfolio Construction, System Design Principles | Nov 1, 2019 | Blog |
Hunting for Anomalies | Anomalies, Defining non-normal market zones | Article | Anomalies, Multi-market solutions, Price Following,Right Tailed Events | Oct 29, 2019 | Blog |
CTA Fund Performance Report – 30 September 2019 – Ouch!!!!!! | CTA Performance | Performance Monitoring | Nilsson Hedge, CTA Database, Commodity Trading Advisors, Managed Futures | Oct 28, 2019 | CTAs |
The Art of Demystifying Price Following Techniques and Defining where the Edge Lies -Welcome to Larry Hite | Trading Philosophy | Podcasts, Book | Larry Hite, The Rule, Price Following, Asymmetrical risk to reward | Oct 19 2019 | Knowledge |
Basics of Portfolio Construction For Price Followers – Introduction Part 7 – The Entry | Portfolio Construction | Article | Trade Entry, Entry Condition, Importance of entry, Adaptive markets | Oct 16, 2019 | Blog |
Basics of Portfolio Construction for Price Followers – Introduction Part 6 – Noise | Portfolio Construction | Article | Randomness, Noise, Autocorrelation, Serial Correlation | Oct 16, 2019 | Blog |
Matching Your Mental Models with the Reality | Resource Library | Article | Probabilistic Thinking, Mental Models, Thomas Bayes and Bayesian thinking, Fat-tailed curves, Asymmetries, Farnam Street | Sep 11, 2019 | Knowledge |
Building Better Models – Framing The Hypothesis | System Development | Opinion | Price Following, Hypothesis Building, Scientific Method | Sep 6, 2019 | Blog |
To Aggressively Compound or to not Aggressively Compound....That is the Question... | Leverage and position sizing | Opinion | Portfolio Management, Compounding Frequency | Sep 3, 2019 | Blog |
Backtesting and Diversification - The Essentials for Price Following | Backtesting | Opinion | Price Following, Prediction, Portfolio Compiler | Aug 31, 2019 | Blog |
Finding the Signals in the Noise – Application of the Scientific Method | Backtesting | Opinion | Price Following, Winton Capital, David Harding, Two Centuries of Momentum, Corey Hoffstein, Trend Following with Managed Futures, Kaminski, Ed Thorpe | Aug 29, 2019 | Blog |
Do Certain Instruments Trend Better than Others? The Case for the Outlier | Market Behaviour | Opinion | Price Following, Outlier, Market Equilibrium, Market Transition | Aug 26, 2019 | Blog |
The Yin Yang of Trend Following – Flipping Statistics on their Head in the Garden of Good and Evil | Trading Philosophy | Opinion | Price Following | Aug 10, 2019 | Blog |
Why Backtesting is Important for Price Followers | Backtesting | Opinion | Price Following | Jul 17, 2019 | Blog |
How Do I Assess whether my Strategies are Curve Fit or Not? | System Development | Opinion | Curve Fitting, Mapping Equity Curves | Jul 15, 2019 | Blog |
Listen Up Trend Followers – It’s All in the Skew | System Development | Opinion | Positive Skew, Outliers | Jul 12, 2019 | Blog |
How Do I know if I have a Strategy with Positive Skew? | System Development | Opinion | Positive Skew, Risk warehousing, unrealised equity curve | Jul 14, 2019 | Blog |
The Difference Between Price Following and Prediction | Trading Philosophy | Opinion | Price Following/ Prediction | Jun 27, 2019 | Blog |
Trend Following Executive Toys to keep your Mind Sharp | Trading Philosophy | Opinion | Complex Systems, Metronomes, Laminar Flow, Pendulums | Jun 17, 2019 | Blog |
Fossicking for Divergent Strategies using EA Studio | Data Mining | Methodology | Price Following, Divergence, EA Studio, Workflow, Diversification | May 5, 2019 | Blog |
Mixing in ‘da Lab’ – Dialling Up or Down Portfolio Volatility | Volatility Adjusting | Methodology | Portfolio Management, Portfolio Construction, Risk Weighting, Risk Adjusting, Diversification | Apr 12, 2019 | Blog |
The Quick and The Dead | Trading Philosophy | Opinion | Nassim Taleb, Price following, Prediction | Apr 10, 2019 | Blog |
Talking Semantics – It’s all Price Following | Trading Philosophy | Opinion | S&P500 Index, Trend Following Systems,Trend Following Definitions, Rotational Systems | Apr 8, 2019 | Blog |
The Windmills of your Mind and Why the Circles are Important | Trading Philosophy | Opinion | Charles Chu, Predicting Human Behaviour, Windmills of Your Mind, Sting, Charlie Munger, Warren Buffett, Scott Adams | Apr 7, 2019 | Blog |
The Empiricists Branch | Trading Philosophy | Opinion | Empirisicm, Knowledge, William James, Complex Systems | Apr 7, 2019 | Blog |
It’s all just Divergence – In various shapes and forms – Divergent Traders Unite | Trading Philosophy | Opinion | Trend Definition, Momentum, Perspective | Apr 5, 2019 | Blog |
Fields Arranged by Purity – Standing on Shaky Ground | Philosophy of Science | Opinion | David Bohm, Physicists, Coherence, Big bang, Assumptions, Empirisicm, Hubris, Shaky Ground, Barry Leef | Apr 4, 2019 | Blog |
It’s those little things you might miss that can make it really really big | Trading Philosophy | Opinion | Michael Covel, Marty Bergin, Trend Following, Bill Dreiss, Risk Warehousing, Ponzi Schemes, Volatility, Portfolio Management | Apr 2, 2019 | Blog |
The World of the Polymath is Nigh | Decision Making | Opinion | Thinking, Polymath, Scott Page, The Knowledge Project, Model thinker, Ray Dalio, Complex Systems | Apr 3, 2019 | Blog |
A Tale to Remember – Tails you Win | Article | Opinion | Morgan Housel, Long Tails, Fat Tails, Venture Capital, Buffett, Graham, | Mar 31, 2019 | Blog |
Wake Up Mum and Dad. I have a question. What shape is the market? | Trading Philosophy | Opinion | John Wheeler, Boundary of a Boundary is zero, symmetry, Einsetin, Noether, Feynmann, Watts, Conservation Laws, Symmetry Breaking, Complex Systems, Phase changes, Gefter, Trespassing on Einsteins Lawn | Mar 31, 2019 | Blog |
Going with the Flow – A Practical Example to Diversified Systematic Trend Following | Portfolio Construction | Methodology | System selection, Risk adjusting, Portfolio Compilation | Mar 30, 2019 | Blog |
We are all stupid in various ways – The real crime in this world is choosing to remain stupid. | Cognitive Science | Opinion | Farnam Street, Adam Robinson, Shane Parrish, The Knowledge Project | Mar 29, 2019 | Blog |
A Divergent Traders Perspective on Risk | Trading Philosophy | Opinion | Divergence, Risk Management, Speculation, | Mar 26, 2019 | Blog |
You have to Remove the “I” from it all to Understand any Complex System | Complex Systems | Opinion | Complex Systems, Processes, Perspective, Sepp Holzer, Permaculture, | Mar 28, 2019 | Blog |
Forcing Co-integration into your Portfolio through System Design | System Design | Opinion | System Design, System Diversification, Correlation vs Cointegration, statistical arbitrage, Gekko Quant, Quantitative Trading, Nassim Taleb | Mar 25, 2019 | Blog |
The Power of “The Edge” | Trading Philosophy | Opinion | Edge, Decision Making, Finite system, Pareto Principle, James Clear, Accumulative Advantage, Stephen Duneier, Goal Setting, Decision making | Mar 25, 2019 | Blog |
How to Visually Identify a Disaster Waiting to Happen!! – Throw away those complex statistical tools and use your brain in conjunction with Design logic | System Design | Opinion | Divergent Strategies, Convergent Strategies, Prediction, Price Following | Mar 24, 2019 | Blog |
“Forensics of the Equity Curve Dr Watson, not Statistics….It may not be what it appears!” | System Design | Opinion | Equity Curve, Risk warehousing, Risk release, Curve fit, Positive skew | Mar 23, 2019 | Blog |
Assumptions – Where to look to find the weak spots in theory | System Modelling | Opinion | Assumptions, Theory, Models, Scientific Method, Annie Duke, Decision Making | Mar 12, 2019 | Blog |
Trend Following and Crisis Alpha | Trend Following | Opinion | Crisis Alpha, Trend Following, Correlation, Buy and Hold, Katy Kaminski, Trend Following with Managed Futures, Alex Greyserman | Mar 13, 2019 | Blog |
To Infinity and Beyond – Making the Most of your Finite Capital | Portfolio Construction | Methodology | Return Streams, Portfolio Construction, Diversification, MAR ratio, CAGR, Risk adjusting, Risk weighted | Feb 21, 2019 | Blog |
The Engineer or the Chef? | Trading Philosophy | Opinion | The Engineers, The Chefs, Prediction, Price Following, Convergence, Divergence, Cause and effect, complex systems | Mar 10, 2019 | Blog |
Workflow Tips When Using Data Mining Software | Data Mining | Methodology | StrategyQuant, EA Studio, Adaptrade, Convergence, Divergence, Workflow, | Feb 13, 2019 | Blog |
The Fine Line between Drawdowns and Risk of Ruin | System Design | Opinion | Risk of Ruin Simulator, Drawdown, Expectancy, Van Tharp, Kevin Davey, | Feb 3, 2019 | Blog |
The Many Different Flavors of Trend Definition – Who is Right and What Really Matters? | Trading Philosophy | Opinion | Trend Following Definition, Bias, Drift, Levy Drift, Randomness, Normal Distribution, Fat Tailed Distribution, Auto-correlation, Ed Seykota, Whipsaw Song | Jan 31, 2019 | Blog |
Wise Words from Ralph Vince – Expand your degrees of Freedom | Trading Philosophy | Opinion | Ralph Vince, Degrees of Freedom, System Design, Systematic Trading, Better Systems Trader, Position Sizing, Kelly Criterion, Larry Williams, Parameters | Feb 2, 2019 | Blog |
The Reasons why you need to think Long Term in Trading – It’s all in the Skew | Trading Philosophy | Opinion | Positive Skew, Divergence, Convergence, Normal Distribution, Non Gaussian Distribution | Dec 16, 2018 | Blog |
Diversify or Die – The Benefits of System Diversification | Portfolio Construction | Methodology | Diversification, Correlation, Divergence, Convergence, Expectancy, Trend Following, Mean Reversion | Dec 28, 2018 | Blog |
Why it helps to think in terms of Market Efficiency | Trading Philosophy | Opinion | Efficient Markets, EMH, Market Behaviour, | Dec 5, 2018 | Blog |
Order in the Chaos | Complex Systems | Opinion | Fractals, Golden Ratio, Quasicrystals, River meander, symmetry, hyper-cubes, multi-dimensions, universal laws, geometry | Dec 4, 2018 | Blog |
Creating a Powerful Portfolio Blend from Scratch – Part 2 | Portfolio Construction | Methodology | Return Streams, Portfolio Construction, Diversification, MAR ratio, CAGR, Risk adjusting, Risk weighted | Nov 25, 2018 | Blog |
Creating a Powerful Portfolio Blend from Scratch – Part 3 | Portfolio Construction | Methodology | Return Streams, Portfolio Construction, Diversification, MAR ratio, CAGR, Risk adjusting, Risk weighted | Nov 25, 2018 | Blog |
Creating a Powerful Portfolio Blend from Scratch – Part 1 | Portfolio Construction | Methodology | Return Streams, Portfolio Construction, Diversification, MAR ratio, CAGR, Risk adjusting, Risk weighted | Nov 24, 2018 | Blog |
Smoother than the Sum of its Parts – An Approach to Portfolio Optimization | Portfolio Construction | Methodology | Return Streams, Portfolio Construction, Diversification, MAR ratio, CAGR, Risk adjusting, Risk weighted, Troxler Fading, | Nov 13, 2018 | Blog |
Don’t be Fooled by Market Randomness | Market Behaviour | Opinion | Randomness, Brownian motion, Gaussian, Non-Gaussian, Non-random, Levy Flight, Complex Systems, Nested systems, Drift, Bias, Power Law, Non Linear, | Nov 6, 2018 | Blog |
Trading the Storms of the World | Trading Philosophy | Opinion | Market behaviour, Thermodynamics, Statistics, Emergent feature, Law of Large Numbers, Coordinated behaviour | Nov 6, 2018 | Blog |
Surfing with the Fund Managers | CTA Performance | Performance Monitoring | Nilsson Hedge, CTA Database, Commodity Trading Advisors, Managed Futures | Aug 27, 2019 | CTAs |
CTA Fund Performance Report – 30 June 2019 – Climbing out of Drawdowns | CTA Performance | Performance Monitoring | Nilsson Hedge, CTA Database, Commodity Trading Advisors, Managed Futures | Jul 29, 2019 | CTAs |
CTA Fund Performance Report – 31 July 2019 – A Few more Steps to the Summit | CTA Performance | Performance Monitoring | Nilsson Hedge, CTA Database, Commodity Trading Advisors, Managed Futures | Aug 26, 2019 | CTAs |
CTA Fund Performance Report – 31 August 2019 – Up, Up and Away in my Beautiful, my Beautiful Balloon | CTA Performance | Performance Monitoring | Nilsson Hedge, CTA Database, Commodity Trading Advisors, Managed Futures | Sep 23, 2019 | CTAs |
CTA Fund Performance Report – 31 May 2019 – A Month of Reversals | CTA Performance | Performance Monitoring | Nilsson Hedge, CTA Database, Commodity Trading Advisors, Managed Futures | Jun 16, 2019 | CTAs |
CTA Fund Performance Report – 30 April 2019 – We’re not dead… just resting! | CTA Performance | Performance Monitoring | Nilsson Hedge, CTA Database, Commodity Trading Advisors, Managed Futures | May 25, 2019 | CTAs |
Fund Performance Report – 31 March 2019 – “All I did was shoot an albatross!!!” | CTA Performance | Performance Monitoring | Nilsson Hedge, CTA Database, Commodity Trading Advisors, Managed Futures | Apr 27, 2019 | CTAs |
Very Certain about Uncertainty – Silence you Rusting Ninny!!! | CTA Performance | Performance Monitoring | Nilsson Hedge, CTA Database, Commodity Trading Advisors, Managed Futures, Performance Fees, Allocations, Trend Following | Mar 27, 2019 | CTAs |
Fund Performance Report – 28 February 2019 – “I say chaps…is that an albatross”? | CTA Performance | Performance Monitoring | Nilsson Hedge, CTA Database, Commodity Trading Advisors, Managed Futures | Mar 19, 2019 | CTAs |
Fund Performance Report – 31 December 2018 – “Oh well….that was exhausting – What will I tell the wife? “ | CTA Performance | Performance Monitoring | Nilsson Hedge, CTA Database, Commodity Trading Advisors, Managed Futures | Jan 30, 2019 | CTAs |
Fund Performance Report – 31 January 2019 – Does it Hurt Yet? | CTA Performance | Performance Monitoring | Nilsson Hedge, CTA Database, Commodity Trading Advisors, Managed Futures | Feb 24, 2019 | CTAs |
Fund Performance Report – 31 October 2018 – “Yowzer…….we just got dumped” | CTA Performance | Performance Monitoring | Nilsson Hedge, CTA Database, Commodity Trading Advisors, Managed Futures | Nov 23, 2018 | CTAs |
Fund Performance Report – 30 November 2018 – “It’s all Relative………My Dear Watson!!! | CTA Performance | Performance Monitoring | Nilsson Hedge, CTA Database, Commodity Trading Advisors, Managed Futures | Jan 6, 2019 | CTAs |
Fund Performance Report – 30 September 2018 – “The Swells are Building” | CTA Performance | Performance Monitoring | Nilsson Hedge, CTA Database, Commodity Trading Advisors, Managed Futures | Nov 8, 2018 | CTAs |
Welcome to the Knowledge Bank | Resource Library | Overview | Knowledge Bank | Jul 22, 2019 | Knowledge |
The Case for Systematic over Discretionary Trading Styles | Resource Library | Article | Brenda Jubin, Reading the Markets, Trading and the Problem of Random Reinforcement, Human BIas | Jul 18, 2019 | Knowledge |
All you need is a Small Edge – But Lots of them | Resource Library | Article | The power of the small edge, speculation, casinos, when blackjack meets investing, Richmond Quantitative Advisors | Jul 16, 2019 | Knowledge |
The Influence of Time with Random Series | Resource Library | YouTube | ime for a Change: Introducing irreversible time in economics, Dr Ole Peters, Boltzmann, Position Sizing, Leverage, Kelly Criterion, Ed Thorpe, Ensemble averaging, time averaging, ergodicity | Jul 5, 2019 | Knowledge |
A Marvelous Overview of Systems Trading from Nick Radge | Resource Library | YouTube | Systems Trading, Nick Radge, Trend Following, Rotational Strategy | Jun 25, 2019 | Knowledge |
Modelling Complex Systems – Tracy-Widom Distributions | Resource Library | Article | Natalie Wolchover, Peter Urbani, Robert May, Craig Tracy, Harold Widom, Statistical Distribution, Complex Systems | Jun 17, 2019 | Knowledge |
you say tomato i say tomato | Resource Library | Podcast | Diversified Systematic Trend following, The Systematic Investor Series – April 7th, 2019, Top Traders Unplugged | April 26, 2019 | Knowledge |
Dotting the i’s and crossing the t’s on Crisis Alpha – What Katy *Did*….ooops *Said* | Resource Library | Podcast | Kathryn Kaminski, Best of TTU – Crisis Alpha Explained, Top Traders Unplugged | April 12, 2019 | Knowledge |
A Brief History of the Economic Machine | Resource Library | YouTube | How the economic machine works, Ray Dalio | April 6, 2019 | Knowledge |
There are the early birds (the clever Investment Manager)…..and then there are the wise owls (the Portfolio Manager) | Resource Library | YouTube | Investment Management Today, Jake Barton, Trent Webster, and Steven Wilson, Top Traders Unplugged | April 6, 2019 | Knowledge |
Watch and Wait for the Carnage – Said the Spider to the Fly | Resource Library | Video | Jacob Stegenga on Medical Nihilism, Complex systems,, Disease Treatment | April 3, 2019 | Knowledge |
Anaximander’s Legacy – Uncertain about Certainty | Resource Library | Books and Youtube | Carlo Rovelli, Loop Quantum Gravity, Philosophy, Order of Time, physical systems, scientific method | April 2, 2019 | Knowledge |
An Absolute Cracker from Farnam Street | Resource Library | Article | Charlie Munger, Wisdom, Learning, Life, Thought, Farnam Street | Mar 28, 2019 | Knowledge |
Entropy – The Driving Force of Complexity | Resource Library | Books, Articles and Video | Peter Atkins, Sean Carroll, Time, Thermodynamics, Dissipative Structures, Complex Systems | Mar 27, 2019 | Knowledge |
A Participatory Universe – On Sensing, Consciousness and Imagination | Resource Library | Podcast | Malcolm MacIver on Sensing, Consciousness, and Imagination, Sean Carroll, Mindscape | Mar 26, 2019 | Knowledge |
Steps you can take to control how you think | Resource Library | Book, YouTube | Thought as a System, David Bohm, Alan Watkins – “Being Brilliant Every Single Day”, physiology, emotions and feelings | Mar 22, 2019 | Knowledge |
The Hedgehog versus the Fox | Resource Library | YouTube | Isaiah Berlin, Philosophy, Thinking styles, Probabilities and Predictions, Thomas Gilovich, Michael Covel, Human Behaviour | Mar 20, 2019 | Knowledge |
Taking a Surfing Lesson with Bill Dreiss | Resource Library | Podcasts, Articles | Location Independence with Systems Trading with Bill Dreiss of Dreiss Research Corporation, Acknowledging Risk on a Daily Basis with Bill Dreiss of Dreiss Research Corporation, Dow Theory, Market Choppiness | Mar 18, 2019 | Knowledge |
What is a Complex System? | Resource Library | YouTube | Complex Systems, Financial Markets, Karoline Wiesner & James Ladyman | Mar 16, 2019 | Knowledge |
Beware the Non-Normal World of a Complex System | Resource Library | Article | Non-normal distributions, tail risks, Kurtosis, Skew, Market risk, Mark Rzepcznski, IASG | Mar 15, 2019 | Knowledge |
Welcome to a Critical Thinker with Clarity of Mind | Resource Library | Podcast, Books | Howard Marks, Market cycles, Risk assessment, luck, the Knowledge Project, Oaktree Capital, Farnam Street, Shane Parish | Mar 11, 2019 | Knowledge |
Ed Thorp – A mathematician and physicist who dared to challenge dogma | Resource Library | Podcasts, Books | Roullete, Casinos, Blackjack, Beat the Dealer, Ed Thorp, Probability theory, Deterministic systems, A Man for all Markets | Mar 11, 2019 | Knowledge |
How our Eyes can Deceive Us | Resource Library | YouTube, Books | Randomness, Richard Rossouw, | Mar 8, 2019 | Knowledge |
Perry Kaufman – “Just another Rocket Scientist who has forged a lasting Legacy in Systematic Trading” | Resource Library | Podcasts, Books, Website | Kaufman Signals, Trading Systems and Methods, Systematic trading, Systems Development | Mar 6, 2019 | Knowledge |
An Introduction to Kevin Davey – “Welcome to the Strategy Factory Process” | Resource Library | Podcasts, Website, Books | Backtesting, systems development, Algorithmic trading, systematic trading , strategy factory, | Mar 5, 2019 | Knowledge |
The Big Picture – A Participatory Universe | Resource Library | Article, YouTube, | Richard Feynman, Physics, Processes not things, The scientific method, Double Slit Experiment, Quantum Mechanics, Relativity, Observer dependence | Mar 1, 2019 | Knowledge |
A System Viewpoint – An unwinding clockwork of processes…….Not Things! | Resource Library | Article, YouTube | Science, Physics, Complex Systems, Processes not things, Molecular Machinery of Life | Mar 1, 2019 | Knowledge |
A Lesson in Survivorship Bias – Sometimes it pays to think holistically | Resource Library | Article | Holistic thinking, Abraham Wald, World War 11, Bomber damage | Mar 1, 2019 | Knowledge |
Applying the Scientific Method to the Financial Markets | Resource Library | YouTube | Winton Capital, David Harding, Scientific Method, Financial Markets | Mar 1, 2019 | Knowledge |
Long Tailed Distributions | Resource Library | YouTube | Non linear systems, Long Tail Distributions | Mar 1, 2019 | Knowledge |
Nonlinear System Dynamics | Resource Library | YouTube | Non linear systems, Long Tail Distributions, System Dynamics, Chaos, Complex Systems | Mar 1, 2019 | Knowledge |
Fractals | Resource Library | YouTube | Fractals, Non linear systems, orderly side of chaos, complex systems | Mar 1, 2019 | Knowledge |
The Controlled Hallucinations that we call Reality | Resource Library | YouTube | Neuroscience, Anil Seth, Visual Perception, hallucination, reality | Mar 1, 2019 | Knowledge |
Welcome to the Mind Games of Phenomenology | Resource Library | Article | Chris Goad, Phenomenology, Phenomena, Visualisation, Experience, virtual reality, mental architecture, Kant, | Mar 1, 2019 | Knowledge |
Adaptive Markets – Andrew W. Lo | Resource Library | Book | Adaptive Markets Hypothesis, Efficient Markets Hypothesis | Feb 27, 2019 | Knowledge |
Being a little bit pregnant with both Equities and Trend Following | Resource Library | Article | Trend Equity Primer, Cory Hoffstein, Newfound Research, long-term risk premia | Feb 26, 2019 | Knowledge |
Complexity Bias – Why we prefer Complicated to Simple | Resource Library | Article | Complexity Bias, Human Behaviour, Farnam Street, Complex Systems, Simplicity, Occam's Razor | Feb 26, 2019 | Knowledge |
Why having an edge matters in a system of finite resources | Resource Library | Article | Pareto Principle, Edge, The 1 percent rule, James Clear | Feb 25, 2019 | Knowledge |
Michael Covel – The Beacon for those that like to “Follow Price” | Resource Library | Podcasts, Website, Books | Ed Seykota, Perry Kaufman, Jerry Parker | Feb 25, 2019 | Knowledge |
Two Centuries of Momentum | Resource Library | Article | Corey Hoffstein, Flirting with Models, Momentum, Trend Following, Academic studies, Relative Momentum, Cross-sectional momentum, Absolute Momentum, David Ricardo, Charles Dow, Jesse Livermore, Richard Wyckoff, Richard Donchian, Nicholas Darvas, Jack Dreyfus, Technical Analysis | Feb 25, 2019 | Knowledge |
Investors are Rational? Perhaps not. Studies on Normative Conformity | Resource Library | YouTube | Asch Conformity Experiments, Bias, Human Behaviour | Feb 24, 2019 | Knowledge |
Nick Radge – “It’s not your next trade but the next 1,000 trades that matter” | Resource Library | YouTube, Podcasts | Michael Covel, Nick Radge, Trend Following, The Chartist, Better Systems Trader, Chat with Traders | Feb 23, 2019 | Knowledge |
The World of Andreas Clenow – “Who cares about a single position, all that matters is your portfolio as a whole” | Resource Library | Podcasts, Videos, Website, Books | Andreas Clenow, Portfolio Construction, Portfolio Management, Top Traderes Unplugged, Trade like a Chimp, Why Most Traders Fail, Acies Asset Management | Feb 22, 2019 | Knowledge |
How to think about strategies like a quant and diversify like a boss – Derek Wong | Resource Library | Podcast | Chat with Traders, Derek Wong, Diversification, Portfolio Construction, System Development | Feb 22, 2019 | Knowledge |
Our Heuristic Brains – Do we Trust Them? | Resource Library | Article | 8 Mind-Bending Optical Illusions (And What They Reveal About How Our Brains Work), Lucia Wang | Sep 13, 2019 | Knowledge |
Basics of Portfolio Construction for Price Followers – Introduction Part 3 – The Filter | Portfolio Construction | Article | Application of Filters for Price Following Systems, Trade Filters, Anomalies | Oct 11 2019 | Blog |
Basics of Portfolio Construction for Price Followers – Introduction Part 4 – Summary So Far | Portfolio Construction | Article | Summary of Price Following System Requirements | Oct 14 2019 | Blog |
Basics of Portfolio Construction for Price Followers – Introduction Part 5 – Core Design Features of Every System | Portfolio Construction | Article | Core Design Requirements of a Price Following System | Oct 15 2019 | Blog |
Basics of Portfolio Construction for Price Followers – Introduction Part 2 – Understanding Risk | Portfolio Construction | Article | Understanding Intrinsic Risk in Trading Systems, Rick Management | Oct 10 2019 | Blog |
Basics of Portfolio Construction for Price Followers – Introduction Part 1 – Classifying the Nature of your Strategy | Portfolio Construction | Article | Prediction versus Price Following, Letting Profits Run, Fat Tails | Oct 11 2019 | Blog |
Installing and Backtesting ATS Price Following Programs | Back-testing and Program Installation Guide | You Tube | Installing ATS Programs, Portfolio Compilation, Backtesting Strategies | Oct 9 2019 | ATS Programs |
A Strong Start for the ATS Programs – September 2019 | Performance Report | Article | ATS Program Performance and Portfolio Performance. September 2019 | Oct 2 2019 | ATS Programs |
ATS has just had a makeover…and we’re feeling good | Promotion | Article | ATS Website, Traders Outpost, Makeover, New Direction | Oct 1 2019 | Uncategorized |
The Frailty of Human Knowledge: How the Mind creates illusions to Bridge the gaps in our understanding | Resource Library | Book, Article | Rational investor, Sloman and Fernbach, The Knowledge Illusion, cognitive science, | Feb 28, 2019 | Knowledge |