Long Equity Trading System | Trading Strategy (Filter & Exit)
I. Trading Strategy Developer: Bruce Babcock; Source: Babcock, B. (1997). The 80% Solution S&P Systems. Sacramento, CA: The Reality Based…
R&D BLOG
Gap Pattern – Type B | Trading Strategy (Filter & Exit)
I. Trading Strategy Concept: Short-term momentum patterns with a trend filter. Source: Hill, J. R., Pruitt, G., Hill, L. (2000). The Ultimate…
Gap Pattern – Type A | Trading Strategy (Filter & Exit)
I. Trading Strategy Concept: Short-term momentum patterns with a trend filter. Source: Dahlquist, J. R., Bauer, R. J. (2012). Technical Analysis of…
ORBP with Price Channel Filter | Trading Strategy (Filter & Exit)
I. Trading Strategy Developer: Toby Crabel (ORBP: Opening Range Breakout Preference); Richard D. Donchian (Price Channel Filter). Source: Crabel, T. (1990). Day…
ORBP with Momentum Filter | Trading Strategy (Filter & Exit)
I. Trading Strategy Developer: Toby Crabel (ORBP: Opening Range Breakout Preference). Source: Crabel, T. (1990). Day Trading with Short Term Price Patterns…
3-Bar Momentum Pattern | Trading Strategy (Filter & Exit)
I. Trading Strategy Concept: Short-term momentum patterns with a trend filter. Source: Hill, J. R. (1977). Stock & Commodity Market Trend Trading…
Price Momentum Model | Trading Strategy (Benchmark)
I. Trading Strategy Concept: Trend-following trading strategy based on a simple price momentum. Source: Kaufman, P. J. (2013). Trading Systems and Methods. New Jersey: John…
Intermarket Analysis: The Pathfinder | Trading Strategy (Filter)
I. Trading Strategy Developer: Nelson F. Freeburg. Concept: The currency trading strategy based on the intermarket analysis. Source: Freeburg, N. F. (Dec. 1993). Formula Research,…
Short-Term Trading: Friday Momentum | Trading Strategy (Filter)
I. Trading Strategy Developer: Joe Krutsinger: “One Night Stand” Trading System. Concept: Short-term trading strategy based on a weekday filter and price momentum. Source: …
Global Market Correlations: 1995-2014 | Data Analysis
I. Research Goal Review of market correlations for eight core groups: (a) Equities; (b) Interest Rates; (c) Currencies; (d) Energy;…