New! Our new book, The Alpha Formula; Beat The Market With Significantly Less Risk is now available at www.TradingMarkets.com/alphaformula. The four most expensive words in the English language are ‘this time it’s different.” – John Templeton Recency bias is the tendency for people to more prominently recall and emphasize recent events and observations compared to…    [Read More] 

In this Connors Research Traders Journal, we are going to explore a strategy that combines momentum and low volatility along with a risk management/trend following overlay. This combination results in an impressive performance over the last 16 years, handily beating the S&P 500, especially when viewed from a risk-adjusted return basis. The Momentum and Low…    [Read More] 

The following is an excerpt from research presented in our upcoming book “The Alpha Formula” which will be released this summer. Knowing what kind of market you are in is an important step in developing a trading strategy.   Ideally, you want your strategy to be optimized for the current market – some strategies do…    [Read More] 

Connor’s Research is perhaps best known for short-term mean reversion strategies, specifically using RSI with short look-back periods to identify times when a security is likely to mean revert.  Connors Research were pioneers nearly 20 years ago in showing that shorter-term RSI lookbacks, such as 2-period and 4-period RSIs, are statistically more predictive for identifying…    [Read More] 

In the previous two issues of the Connors Research Traders Journal, Chris Cain and I made a compelling case why every trader should be doing their trading strategy development and research in Python on Quantopian. There are many advantages for you to program in Python including it’s faster, simpler, open source, and broadly used by…    [Read More]