What is different and what stays the same? This is one of the key questions traders who trade on different timeframes or in different markets face. We often hear the…
I want to share the results of a quick statistical study I did today, and also share a few thoughts about using stats, in general, to shape our trading decisions.…
This is part 2 of a two part blog. Read the first part here. Quick summary: to test the validity of price levels in markets, we created a test in…
First, thank you to each of you who participated in the experiment/quiz. We have stopped collecting data, but you can re-take the quiz and see which answers were right or…
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.…
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.…
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…
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…
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…
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…