A Simple Machine Learning Model to Trade SPY
I have created a quantitative trading strategy that incorporates a simple machine learning model to trade the SPY as part of my ongoing research…
Latest Posts
Thoughts on Applying Machine Learning to Trading
Recently, I have been interested in applying machine learning to trading. This post contains some of my thoughts regarding a framework for thinking about…
Measuring Performance of a Trading Strategy
This post contains some of the research I have done regarding how to measure the performance of a trading strategy. The immediate goal…
Curated Lessons From Reminiscences of a Stock Operator
This post contains a curated list of lessons from Reminiscences of a Stock Operator using passages from the original source. For more information on the book,…
Why You Should Read Reminiscences of a Stock Operator
Every field has seminal introductory texts. For traders, investors, and speculators, Reminiscences of a Stock Operator by Edwin Lefèvre is considered by many to…
I Shorted The Gold Miners Leveraged ETF Pair
I entered into a short position in both NUGT and DUST (the Direxion Daily Gold Miners Bull and Bear 3X ETFs) with notional value…
A Guide To Shorting Leveraged ETFs
This post documents some of my research in creating a trading strategy centered around shorting leveraged exchange-traded funds (ETFs). I present the following…