by AdamHGrimes | Feb 10, 2017 | Market Math, Quantitative analysis
This post will be a bit more technical than most, but it’s an important subject to understand. Today, let’s talk about rolling and back-adjusting futures prices: why we did it. How we do it, and what it means when we look at historical charts. Futures pricing First, a...
by AdamHGrimes | Mar 23, 2016 | General Comments, Quantitative analysis, Readers Questions
Matt asked a question that I sat on for quite a while. I wasn’t sure how to write a reasonably concise answer to a good question, but I’ll try today. First, the question: I see you don’t believe in Fibonacci ratios, but it seems every book and...
by AdamHGrimes | Feb 22, 2016 | Breakout, Quantitative analysis
In my last post, I showed a quick test of a simple system applied to the futures markets. The point of that post was to show how a simple quantitative methodology can show us something about the market, and to apply the quantitative methodology to a trading idea which...
by AdamHGrimes | Feb 17, 2016 | Breakout, Quantitative analysis
In this post, we’ll take a look at a common trend-following trading idea: channel breakouts (also called Donchian channels). I want to share with you a way of looking at market tendencies, and structuring tests of those tendencies, that I have found to be very...
by AdamHGrimes | Feb 11, 2016 | Quantitative analysis
Continuing on the theme of my last post, I want to take some time to dig into the options you have when you think about doing your own testing and homework in the markets. This post will necessarily be opinionated and a bit narrow, because I’m sharing my own...
by AdamHGrimes | Jan 28, 2016 | Quantitative analysis
I think most traders and investors understand that we live in a world in which markets are becoming ever more competitive. To make money in those markets, you must have an edge, and you have to truly understand your edge. But the question remains: where and how do you...
