Quantitative Trading

In the same issue of the Economist magazine I cited previously, there is an article about the valuation of currencies based on 13 quantita...

There is an article about algorithmic trading in the latest issue of the Economist magazine, where it says that one-third of all stock tra...

I have discussed in various articles trading the spreads between pairs of ETF ’s, or between a basket of stocks against an ETF using cointe...

Here is an interesting and thoughtful article , with reference to an academic study, on how terrorism affects forex trading.

Some of you may remember that I preached about the uselessness of factor models in predicting short term return, and the unreliability of m...

The Economist magazine has given us a fundamental reason to buy platinum (if not to short gold), in addition to my seasonal one.

Yesterday was the exit of the Australian dollar futures seasonal trade which I discussed in my premium content . It incurred a loss of $920 ...

I have written about several commodities futures seasonal trades (e.g. PL- GC here , and RT here ) recently, and while I was researching an...

The gasoline futures seasonal trade that I mentioned in a previous post and discussed in details in my premium content area reached its ex...

The platinum-gold spread trade that I discussed is once again profitable this year. If a trader entered the positions near the close on Feb...

An anonymous reader "L" posted some thoughtful objections to the way I constructed the basket of stocks that is supposed to cointe...

Many of the strategies I wrote about in this blog are market-neutral strategies: long one instrument and short another one as a hedge. In ma...

The Economist magazine just published an article that talked about "synthetic" hedge funds, or replicating hedge fund returns usi...

In my previous post, I reported an astute observation from my reader Mr. Goldstein that maximizing compound rate of return, maximizing leve...

A reader, Mr. A. Goldstein, made a very useful observation about my article " Maximizing Compound Rate of Return ". In that articl...

Now that Chinese New Year is over, it is time to revisit the Platinum-Gold spread that I talked about last November . The theory is that wit...

In looking for pairs of financial instruments to pair trade, we do not have to limit ourselves to pairs that occur in "nature". We...

I have written extensively here about cointegration between gold-miners and gold ETF's (GDX vs GLD), as well as between energy companies...

A NYTimes article yesterday talked about the political futures market intrade .com in the context of the November election, particularly t...

Here is a fascinating story about the former treasurer of Essex County, New Jersey, who was sentenced to seven and a half years in prison b...