In this weekend’s Connors Research Traders Journal, we wanted to share with you a brilliant talk given by Peter Kaufman. Peter Kaufman is a friend of billionaire Charlie Munger (Warren Buffet’s long-time business partner) and in fact is the co-author, with Munger, of the book Poor Charlie’s Almanack: The Wit and Wisdom of Charles T…. [Read More]
Python
Connors Research Traders Journal (Volume 52): Making Money From The Behavioral Mistakes of Others, Part 1 – “Loss Aversion”
Why do many investors, from amateur to seasoned professionals, routinely hold onto their losing trades for too long and sell their winning trades too quickly? How does this well-known investor behavior affect market prices? How can you take advantage of this to profit in the marketplace? Keep reading to find out. In Part One of… [Read More]
Connors Research Traders Journal (Volume 51): Lower Your Risk With Trend Following… Here’s How
How would you like to apply a simple rule which significantly reduces the risk of your portfolio? Background Trend following is one of the oldest and certainly one of the most successful investment strategies in history. Sometimes called “time series” or “absolute” momentum, trend following uses a securities own past performance to dictate positioning, looking… [Read More]
Become a Stronger and Smarter Trader in Only 5 Weeks!
The majority of the professional trading desks around the world are requiring their traders to create and test their strategies using Python (not Amibroker and TradeStation). They’re doing this because Python allows their traders to build better strategies faster and more efficiently with the objective of increasing profits. If you would like to learn more… [Read More]
Connors Research Traders Journal (Volume 50): A New Frontier For Trading and Investing – Combining Quantitative Analysis With Fundamental Analysis
What happens when you combine high performing quant strategies with high performing fundamental strategies? Designing trading strategies around “Quantamentals” is a rapidly growing research area in trading and finance. Today, in this issue of the Connors Research Traders Journal, we’re going to share with you an example of “quantamentals” at work. We believe you’ll like… [Read More]
Connors Research Traders Journal (Volume 49): When Markets Panic Investors Herd Into Treasury Bonds
Here Is The Number One Reason Why You Should Always Have A Portion Of Your Portfolio In Treasuries! One of the core themes of our new book, The Alpha Formula – High Powered Strategies to Beat the Market with Less Risk, is to build an investment portfolio by attacking First Principles or objective, self-evident truths. … [Read More]
Connors Research Traders Journal (Volume 45): How Python Made Me A Better Trader (And Can Do The Same For You)
Our new book The Alpha Formula; High Powered Strategies to Beat the Market with Less Risk is now available at https://tradingmarkets.com/alphaformula How Python Made Me A Better Trader (And Can Do The Same For You) The one thing we all have in common is every one of us is looking to improve our trading and… [Read More]
Connors Research Traders Journal (Volume 42): Optimize Your Trading By Understanding Volatility Regimes
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]
Connors Research Traders Journal (Volume 41): Introducing Connors Research Weekly Mean Reversion
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]
Connors Research Traders Journal (Volume 40): Using the Power of Python to Build and Test a High Performing Relative Momentum Stock Strategy
In this Connors Research Traders Journal, we are going to show you how Python and Quantopian can take your trading and strategy testing abilities to the next level. We’ll share with you a strong performing, relative momentum strategy which trades individual US equities, dynamically choosing the strongest stocks from a 500 stock universe. This simple to… [Read More]