Resources & Articles

When Past Performance IS Indicative of Future Returns
Finally someone who gets it, past performance CAN be indicative of future returns! For starters, what else is there? More importantly, the only thing that really could be indicative of future results is the demonstration of a

Podcasts, Books & Other Trading Resources
We frequently get asked about ‘getting started in trading’. The truth is, it’s a long journey, don’t believe the hype (and certainly don’t pay for any of it until you know what you’re doing), but

The Art of Building a Quantitative Trading System
This is a placeholder for a blog post I’m about to write on getting under the hood of building an algo.

Introduction to Auto Trading
My colleague Dave Di Marcantonio runs several web sites, including AmiBroker Courses where I sell some of my training courses. Dave recently published an introduction to trading automation, sometimes referred to as auto trading. Dave’s course also

Beat the Market with a Simple SuperTrend Strategy
Recently I gave a presentation describing the process of creating and validating a simple trading strategy using AmiBroker. In this case, the instruments traded were the NIFTY and Bank NIFTY indices from the NSE in

Strategy Tuning With Market Types
In a previous post we examined how back test results could be summarized for different market types. In today’s post, we’ll look at how we can use that information to tune our strategy for live

Reporting By Market Type
One of the many interesting ideas put forth by Dr. Van K. Tharp is that you should not try to find a trading strategy that works in every type of market. Instead, he advises trading only those

Adaptive Strategy Presentation
Last night I revisited the topic of creating adaptive strategies for an audience from the AmiBroker Canada User Group and a local chapter of the Canadian Society of Technical Analysts. The presentation was well-received, and the audience asked

SuperTrend Indicator
I recently completed a client project that utilizes the SuperTrend indicator. The indicator is basically a variation on other types of volatility bands, using a multiple of ATR to define bands above and below the

Combining Strategies with AmiBroker
I’m a big fan of AmiBroker, particularly the speed and flexibility it provides for backtesting trading strategies. However, one thing that is not particularly straightforward in AmiBroker is combining multiple strategies into a single system.