Author: Larry Connors

Larry Connors is one of the most respected figures in quantitative trading, with over four decades of experience developing systematic, institutional-grade trading strategies. His research has been at the forefront of mean reversion, volatility-based trading, and quantitative market analysis, shaping the methodologies used by professional traders, hedge funds, and institutional investors worldwide. Connors’ work is distinguished by its data-driven rigor. While many trading methodologies rely on subjective interpretation, Connors has built a career on statistically validated, rules-based strategies that have stood the test of time. His groundbreaking research on short-term mean reversion, including the widely used 2-period RSI model, has redefined short-term trading across equities, ETFs, and options. Today, Connors is leading the next evolution in trading intelligence with ConnorsGPT—the first AI-driven trading platform designed to bring institutional-quality market research, strategy optimization, and risk assessment to professional traders in real time.

Connors Research Traders Journal (Volume 15): 10 Smart Ways To Improve Your Trading; Part 5 Buy Fear

Many traders, especially traders who spend their majority of time reading charts and relying on indicators and oscillators, tend to forget that stock and equity prices are not only driven by supply and demand. They are driven by fear and greed. It’s easy to say that a stock is making a double top, or is […]

Connors Research Traders Journal (Volume 14): 10 Smart Ways To Improve Your Trading; Part 4 Correlations – How To Protect Yourself from This Hidden Killer

In this issue of the Connors Research Traders Journal we’re going to cover Part 4 of our 10 Part Series on 10 Smart Ways To Improve Your Trading. Before we do, I’d like to let you know that I just completed a new book which will be released on Wednesday, June 20. The title is Buy The Fear, Sell […]

Connors Research Traders Journal (Volume 13): 10 Smart Ways To Improve Your Trading; Part 3 – Lower Your Risk

******* I’d like to let you know that I just completed a new book which will be released onWednesday, June 20. The title is Buy The Fear, Sell The Greed – 7 Behavioral Quant Strategies for Traders. My new book quantifies fear and greed in money managers, investors and traders. We’ve developed a number of […]

Connors Research Traders Journal (Volume 12): 10 Smart Ways To Improve Your Trading; Part 2 – Position Sizing

I’d like to let you know that I just completed a new book. The title is Buy The Fear; Sell The Greed – 7 Behavioral Quant Strategies for Traders. My new book quantifies fear and greed in money managers, investors and traders. We’ve developed a number of quantified strategies around those high probability trading opportunities. The […]

Connors Research Traders Journal (Volume 10): 10 Smart Ways To Improve Your Trading

Over the next three weeks I’m going to put a trading plan base into place in a series entitled 10 Smart Ways To Improve Your Trading. The series will essentially be a formula which all-combined will give you the base from which to scale on. Most traders believe that simply having buy and sell rules […]

Connors Research Traders Journal (Volume 9): New Research Study From Blair Hull

Here is a very interesting study published by Blair Hull and his team. By way of background, Blair is one of the legends in the trading industry having sold his options trading firm to Goldman Sachs for over $500 million. He now runs an asset management firm with ETFs. More information about his ETFs can be […]

Connors Research Traders Journal (Volume 6): New Volatility Index From The CBOE

Good news. The CBOE just launched a new 1-year Volatility Index VIX1Y. This is significant and I’ll explain why in a minute. First, to make sure you know what the CBOE now offers and what it means, I’ll walk you through their five major Volatility Indexes. 1. VXST – 9-day Implied Volatility. Within VXST are two lesser […]

Connors Research Traders Journal (Volume 5): The Best Leading Indicator of Stock Prices According to The Federal Reserve

In this issue of the Connors Research Traders Journal, we’ll look at a recent paper from the Federal Reserve which shows statistical evidence that the financial stocks are a leading indicator for both stock prices and economic cycles. In the pre-quant days, when observations were rarely quantified, professionals relied on certain types of inherent conditions […]

Connors Research Traders Journal (Volume 4): Five Great Sites For VXX and Volatility Traders

Today I’d like to share with you five sites which I feel can have a positive impact on your trading if you trade VXX or any type of equity volatility. These sites are the ones I either subscribe to or regularly visit. Please note, if a site is not mentioned here it doesn’t mean I […]

TBD: Connors Research Traders Journal (Volume 3): Stops (Still) Hurt

In my book Short-Term Trading Strategies That Work, we created a small firestorm with a chapter that was titled “Stops Hurt”. The chapter showed statistically that stops on pullbacks hurt performance (since publishing this test in the book many others have replicated it). Even stops placed 50% away (which few would even consider a stop) […]

Connors Research Traders Journal (Volume 2): How To Increase The Sharpe Ratio of Your Portfolio

In this issue of The Connors Research Traders Journal (Volume 2), we’ll delve into the insights of Peter Muller, who built PDT (Process Driven Trading), one of the greatest proprietary trading firms in the world for Morgan Stanley. Peter and his team then moved from Morgan Stanley to their own $5+ billion quant hedge fund. Reportedly, Peter […]

Connors Research Traders Journal (Volume 1): Does Mean Reversion Still Work?

Today, we’ll look at whether or not mean reversion trading still works (it does). You’ll learn The RSI 25 Strategy which has correctly predicted the short-term direction of the S&P 500 ETF (SPY) over 91% of the time since 1993. You’ll also gain further insights which you can apply to your personal trading. For much […]