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… [Read More]
What is Pair Trading? Pair trading is the strategy of trading two securities simultaneously, one long and one short. These trades combined constitute a pair. Pair Trading was developed as a strategy that seeks to generate significant and consistent returns while controlling risk by maintaining a low correlation to broader market averages. Pair Trading is… [Read More]
The Intra-day Momentum Method was designed to help determine the best way to trade a particular stock / ETF, whether it is trend-following or reversion to the mean, in connection with a low-to-mid frequency intra-day trade. In order to determine which method had worked best over time, I created an algorithm that would find a… [Read More]
Larry Connors recommends this book for those looking to get introduce to the hedge fund industry. Plus for a book on risk and volatility, traders might want to also check out Larry’s second recommendation.
In the second half of our interview, Sam Savage discusses in-depth the role of new technological innovations that will enable traders, investors and businesses to better manage risk when the flaw of averages rears its head.
Is the road to 21st century risk management paved with the same stones that help us figure out why we are, on average, behind schedule, above budget and below projections? Sam Savage makes the complicated world of statistics and probability easy to understand in this Big Saturday Interview.
Where did the challenge to the efficient market orthodoxy come from? And why has this challenge not translated into better financial policy and regulation – even in the wake of the most recent market meltdown in 2008? These and more questions are answered in the second half of our conversation with Justin Fox.
Here, in the first half of our conversation with Justin Fox, he explains not just how the idea of rational markets developed, but how many of its key principles remain important for investors today.
In the second half of our conversation with Jack Ablin, we talk more about some of the strategies and tactics he uses as a top-down investor and money manager.
Larry Levin shares a list of indicators and market influences that will help you manage risk, give you an idea of trader mentality and prepare you for your daily trading activity.