Trading System Article Depository

[Nick Radge]

Podcasts worthy of listening to:

Jerry Parker (Original Turtle)

Murray Ruggiero

[Nick Radge]

Article

A Quant’s Approach to Building Trading Strategies: Part One

[SaidBitar]

Breakout strategies with Tomas Nesnidal

[Nick Radge]

Well worth a read…

Anthony Garner ETF Rotational Strategy

[LeeDanello]

Street Smarts

[Nick Radge]

Kent Daniel – Momentum (Video)

[LeeDanello]

Found this site which has depository of trading strategies. It could be a good place to get some ideas

http://www.oxfordstrat.com/category/trading-strategies/

[Nick Radge]

Thanks Maurice – this is actually in the course notes

[LeeDanello]

Sometimes I can’t see the wood from the trees. I might be looking too hard.

[LeeDanello]

A ppt outlining the strategies in the book. Good for some ideas.

Short term strategies that work

[Nick Radge]

Testing various exits and stop with a basic mean reversion system

[JulianCohen]

Does anyone have any recommendations for books on mean reversion systems? I have never studied them or used them so I’d be interested not so much on a particular idea so much, as I’m guessing Perry Kaufman might be a good place to look, but more the overall theory behind them. Something similar to Following The Trend by Andreas Clenow but for MR…if it exists.

[Anonymous]

Hi Julian,

I recently read Howard Bandy’s book on mean reversion systems, and picked up quite few useful things. He doesn’t run through a system from start to finish, but more highlights different parts of research, which triggered several ideas to test.

The good thing is that he uses Amibroker for all his coding examples.

Regards

Oliver

[Nick Radge]

Jeff Cooper, Larry Connors, Cesar Alvarez, JB Marwood, Howard Bandy are a few names you could investigate.

Frankly I’d stay with Cooper, Connors and Alvarez although much of their stuff is available by searching Google.

[LeeDanello]

I found a copy of Howard Bandys Mean Reversion book on the internet if you want it

[Author]

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