To conclude our series on creating a custom trading strategy we’ll explores varying exit methods, and detail the role stop losses can play in the strategy’s overall performance. Learn about the final piece in the puzzle you’ll need to start developing your own quantified trading strategies.
Join Senior Research Matt Radtke for this latest installment on building a custom trading strategy, where weÆll further refine our strategy by adding additional entry filters and delve through the test results to identify the greatest performing variations.
Senior Research Matt Radtke analyzes the power of trading non-directional option strategies and details the unique attributes of option straddles and strangles.
For the 4th installment of our strategy creation guide, Matt Radtke explores how performance can be evaluated through a detailed look at back-testing, and begins the process of refining our strategy.
Join Senior Researcher Matt Radtke as he details the advantages of entering & exiting trades at the market close, and explores the different options traders have in doing so.
In the latest installment of our trading strategy creation series, Matt Radtke explores the selection process for a testing universe with a special focus on liquidity.
For the 2nd part of our strategy building series, Senior Research Matt Radtke lays down the foundation for a quantifiable thesis that can be objectively tested as we move forward.
Join Senior Researcher Matt Radtke for our latest article series designed to teach you a systematic, step-by-step process for building your own quantified and validated trading strategies.
Join Senior Researcher Matt Radtke for the final installment of our Pullback trading series as we drill down into analyzing a complete trade using the ConnorsRSI Pullback Strategy.
In this latest installment of our Pullback trading series, Senior Research Matt Radtke defines the exit rules for the ConnorsRSI Pullback Strategy and highlights the importance of having a quantified exit.