RW Pro Webinar 21 Sep 2023: Market Update and Options simulation
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Robot James
RW Pro Webinar 7 Sep 2023: Crypto and Options Things
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RW Pro Webinar 10 Aug 2023: More than you ever wanted to know about UVXY
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RW Pro Webinar 27 July 2023: “Momentum of Trend” factor in Stocks, Munging options data
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Data Analysis and Edge Extraction for Traders
Towards the end of last year, we ran a couple of free Zoom webinars on: Here are the recordings: Basics of Edge Extraction Data analysis for Traders The colab research notebook for the second session can be found here. (To make sense of it you’ll want to watch the video.)
Steal ideas, not implementations
Imagine you’re a relatively small, independent trader trying to turn trading from a hobby into a serious business. If that’s you, then there are a few concepts that will help you pick the right trades to get after. This is important because picking the right trades is most of the game. First, the Market Gods …
How to Predict Asset Prices (and how not to)
If you have some factor that you think predicts future stock returns (or similar) and you are making charts like below, then here are some tips… We’ll go through an example of trying to “time” SPX with the level of VIX. You get daily SPX index prices and daily VIX close data You align them …
What P&L Swings Can I Expect as a Trader?
Many beginner traders don’t realize how variable the p&l of a high-performing trading strategy really is. Here’s an example… I simulated ten different 5 year GBM processes with expected annual returns of 20% and annualized volatility of 10%. (If you speak Sharpe Ratios, I’m simulating a strategy within known Sharpe 2 characteristics.) I plotted the …
How do I know if I have an edge?
I’ve been helping a family friend with his trading. I’ve given him a simple systematic strategy to trade by hand. First, we set expectations We can plot the distribution of historic trade returns from past trading or a backtest as a histogram. This is useful because it gives us a hint as to what …
Are Cheap Stocks Expensive? A Simple Equity Factor Analysis Walkthrough
I have been sharing examples of simple real-time trading research on my Twitter account. I do this kind of thing a lot in the training program of our trading group – and I’m sharing in the hope that it might also help a wider audience. Here’s a piece of analysis I did recently on a really …
