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2012/10

Doji Pattern – Reversal | Trading Strategy (Filter & Exit)

I. Trading Strategy Concept: Pattern recognition based on candlesticks. Research Goal: Performance verification of Doji candlesticks with a counter-trend bias. Specification:…

Posted in Strategies | Tagged Patterns, Reversals
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Doji Pattern – Reversal | Trading Strategy (Setup & Filter)

I. Trading Strategy Concept: Pattern recognition based on candlesticks. Research Goal: Performance verification of Doji candlesticks with a counter-trend bias. Specification:…

Posted in Strategies | Tagged Patterns, Reversals
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Four Problems with the Sharpe Ratio

The Sharpe Ratio, named after William Forsyth Sharpe,  measures the excess return per unit of deviation in an investment asset…

Posted in Ideas
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