As traders will know, the Vix trades in a range: it mean reverts. Therefor you can profit by buying Vix Put options at the top of the range and Vix Calls at the bottom. Or that's the theory. The attached back test generates a CAGR of 19% for a maximum drawdown of 27% Here is … Continue reading Range Trading Vix Options
Myopia, or nearsightedness is a common affliction among those who seek to profit from the financial markets. All too often practitioners, professional and neophyte alike, head straight into back-testing code and fail to think about the big picture. You can only think about the big picture in investment by considering “history”. In financial markets as … Continue reading Investment Myopia
Embrace the positive avoid the negative.
Futures traders generally employ exit points in the form of volatility based stops for each position (established at initiation) determining when to cut a loss short and operating in conjunction with position sizing rules.
A quantitative trend following system must define: when to enter a position; how much to buy; when to exit a position.
The Global Macro hedge fund strategy can be defined as dynamic global asset allocation. Global Macro hedge fund managers have the ability to take positions in any instrument in any market throughout the world.
We are all looking to get rich quick. We are all looking for something for nothing. But few of us will succeed and even fewer will be able to retain the short-lived gains.
8 Steps to Profitable Investment
A few Simple Investment Rules are All You Need.
Investment is extremely simple. Wide diversification and the avoidance of cots and complexity is the way to go.