Wondering if you have tests results of these overnight strategies since 2012? It's been 11 years...would be interesting to see results now. Thanks for all the fun and interesting posts you do! Br...
https://www.quantifiedstrategies.com/4-overnight-trading-strategies/#comments/1910
In reply to Marc. Hi Marc, I refer to the actual time zone of the market. Frankfurt if DAX, etc,
https://www.quantifiedstrategies.com/overnight-trading/#comments/1847
I really love this website, since the author has a lot of knowledge. What I don't understand is what timezones do you refer to overnight? NEO, LO, Frankfurt?
https://www.quantifiedstrategies.com/overnight-trading/#comments/1846
Hi Laurence, Thanks for your kind words.
https://www.quantifiedstrategies.com/oscillating-indicators/#comments/1845
Great breakdown of top indicators. Reviewing each in coded TS strategies. Both individually and collectively. Results should be most interesting.
https://www.quantifiedstrategies.com/oscillating-indicators/#comments/1843
In reply to Adam. Hi, I have updated the article. We wrote this because we don't want to reveal for free wha...
https://www.quantifiedstrategies.com/adx-trading-strategy/#comments/1842
In reply to Adam. Hi Adam, This is how I do it in live trading: https://www.quantifiedstrategies.com/...
https://www.quantifiedstrategies.com/williams-r-trading-strategy/#comments/1841
In the Amibroker code mentioned here for ADX, it mentions "Sell -unknown". What does this refer to?
https://www.quantifiedstrategies.com/adx-trading-strategy/#comments/1840
If the trading signal uses end of day data that is sent to your Amibroker after the close, how do you enter a buy order at the close? This is a genuine question that has been bugging me about sys...
https://www.quantifiedstrategies.com/williams-r-trading-strategy/#comments/1839
Yes, no doubt about that. However, I trade the "close" a few seconds before the official price and slippage is practically zero in the liquid products. https://www.quantifiedstrategies.com/what-i...
https://www.quantifiedstrategies.com/pair-trade-etf/#comments/1838
This has a VERY high degree of lookahead bias IMO. You don't know the day's low until trading ends. If you enter before trading ends (obs close, buy the close), you have a degree of error measuri...
https://www.quantifiedstrategies.com/pair-trade-etf/#comments/1837
In reply to Enemabagjones. Hi, Because it has just 8 trades..... Not much to form an opi...
https://www.quantifiedstrategies.com/do-candlesticks-work-a-quantitative-test/#comments/1836
From your table it looks like Three Black Crows does extremely well, yet is not mentioned. Why is this?
https://www.quantifiedstrategies.com/do-candlesticks-work-a-quantitative-test/#comments/1835
In reply to Dario Teodori. Hi Dario, I rarely use the Sharpe ratio, I stick to profit fac...
https://www.quantifiedstrategies.com/trend-following-and-momentum-on-bitcoin/#comments/1834
Hi, Great article. Thanks a lot for publishing it. I have implemented a similar strategy. Getting similar returns but a sharpe ratio of about 0.3 for most cryptos. Is that similar to what you are...
https://www.quantifiedstrategies.com/trend-following-and-momentum-on-bitcoin/#comments/1833
In reply to Zaki. Thanks for your info, Zaki.
https://www.quantifiedstrategies.com/can-european-investors-buy-us-etfs/#comments/1831
In reply to Oddmund Groette. There are corporate service providers who could get it done with ...
https://www.quantifiedstrategies.com/can-european-investors-buy-us-etfs/#comments/1830
In reply to Zaki. Thanks, I guess you need to go there to open a UAE account?
https://www.quantifiedstrategies.com/can-european-investors-buy-us-etfs/#comments/1829
Cost can vary depending on several factors, the most basic option can be around 8-12K AED (approx. 2200-3200 USD) per year. Once the entity is established, a bank account can be opened. Sending f...
https://www.quantifiedstrategies.com/can-european-investors-buy-us-etfs/#comments/1828
In reply to Zaki. Thanks for input. What is the prize for a UAE freezone company and what abou...
https://www.quantifiedstrategies.com/can-european-investors-buy-us-etfs/#comments/1827
In reply to Oddmund Groette. Right, I'm not a lawyer either but I'm counting on the attorneys ...
https://www.quantifiedstrategies.com/can-european-investors-buy-us-etfs/#comments/1826
Hi Zaki, Thanks for your contribution. I'm no lawyer but I assume Tastyworks knows what they are doing? I will edit the article and make a reference to your comment. Oddmund
https://www.quantifiedstrategies.com/can-european-investors-buy-us-etfs/#comments/1825
Hi Oddmund, There is an alternative - open an account with tastyworks. As far as I understand, the regulation is applicable to brokers who have a presence in the EU such as IB. However, tastywork...
https://www.quantifiedstrategies.com/can-european-investors-buy-us-etfs/#comments/1824
In reply to Matt. Hi Matt, Thanks for your input! Yes, I'm aware ...
Hi Oddmund! Perhaps it makes sense not to trade every month with this approach. The results for the individual months are very different. A few months of the year are great, others don't add much...
In reply to Tim. Yes, I mainly run my strategies on daily bars.
https://www.quantifiedstrategies.com/amibroker-review/#comments/1821
In reply to Oddmund Groette. Thanks Oddmund. Do the strategies you run live and backtest run on daily data?
https://www.quantifiedstrategies.com/amibroker-review/#comments/1820
In reply to Tim. Hi Tim, I use Interactive Brokers for real time feed. For backtest I use Norgate and free data ...
https://www.quantifiedstrategies.com/amibroker-review/#comments/1819
Hi Oddmund What historical and real-time data feeds are you using with ami broker? Thanks Tim
https://www.quantifiedstrategies.com/amibroker-review/#comments/1818
In reply to FinHacker. Hi, I have no data, unfortunately.
https://www.quantifiedstrategies.com/the-congressional-effect-in-stocks/#comments/1817
Hi Oddmund, thank you for this article. I have never heard of such an anomaly. Is it possible to get some data for Congress on/off sessions? It would be fun to test this effect on our own data.
https://www.quantifiedstrategies.com/the-congressional-effect-in-stocks/#comments/1816
In reply to Patrick. Hi Patrick, I have mainly tested on the S&P 500, but it works on most broad indices, bit ...
https://www.quantifiedstrategies.com/turnaround-tuesday/#comments/1811
Hi Oddmund, Is this applicable for all major indices or particularry something for the SPX/ES? Have a nice 3rd advent! Many thanks Patrick
https://www.quantifiedstrategies.com/turnaround-tuesday/#comments/1810
In reply to Staffan Sandlund. I'm not sure, I didn't look into details. I was just perplexed a...
https://www.quantifiedstrategies.com/the-congressional-effect-in-stocks/#comments/1809
Very interesting! Is it the legislative calendar that is used?
https://www.quantifiedstrategies.com/the-congressional-effect-in-stocks/#comments/1808
In reply to Dave. Yes, you can easily do that in AB. You can add or remove tickers by using a specifi...
https://www.quantifiedstrategies.com/amibroker-automated-trading/#comments/1807
In reply to Oddmund Groette. Thanks. Another question about your Amibroker usage. Do you build any sy...
https://www.quantifiedstrategies.com/amibroker-automated-trading/#comments/1806
In reply to AlgoPal. Thanks for the hint, I was not aware of this :)
https://www.quantifiedstrategies.com/santa-claus-rally-in-stocks/#comments/1805
Test the ramadan rally on on the middle East Markets, even stronger than the X-mas rally on the western world markets :-)
https://www.quantifiedstrategies.com/santa-claus-rally-in-stocks/#comments/1804
In reply to Dave. No, this is a 3rd service. There are plenty of providers to choose from. The setup ...
https://www.quantifiedstrategies.com/amibroker-automated-trading/#comments/1803
Great. Is that server side setup an Amibroker service, IB service, or another 3rd party service? Is the server side setup detail in your Amibroker course?
https://www.quantifiedstrategies.com/amibroker-automated-trading/#comments/1802
In reply to Dave. Yes, I do like that! Costs 16 USD a month, if I recall correctly. Quite handy and l...
https://www.quantifiedstrategies.com/amibroker-automated-trading/#comments/1801
Thanks for this primer. Do you know if this type of Amibroker / IB setup can somehow be setup server side in order to lessen one's dependence on local/client machine?
https://www.quantifiedstrategies.com/amibroker-automated-trading/#comments/1800
In reply to Luca. Hi Luca, Thanks for commenting. Most actions we take have side effects. Yours I have ne...
https://www.quantifiedstrategies.com/trading-journal-example/#comments/1799
Hi Oddmund, as usual your articles are very useful. I disagree on one point only: recording trades every day in the trade log. I used to do this long ago, but this made me more inclined to make d...
https://www.quantifiedstrategies.com/trading-journal-example/#comments/1798
In reply to Tonio. Yes, that's correct - not included. Slippage goes both ways. For example, when I trade SPY my ...
https://www.quantifiedstrategies.com/about-this-site/#comments/1797
In reply to Oddmund Groette. Hi, So I understand that both your free and premium strategies do not account for th...
https://www.quantifiedstrategies.com/about-this-site/#comments/1796
In reply to Tonio. Hi, We don't include slippage and commissions in our tests in the articles. Commissions vary f...
https://www.quantifiedstrategies.com/about-this-site/#comments/1794
Hi, What assumptions on frictional costs have you made in your backtests (I think of slippage and commissions)? My own experience has shown me that a backtest can go from hero to zero when accoun...
https://www.quantifiedstrategies.com/about-this-site/#comments/1793