Getting started Page
Welcome
This archived blog is collection of personal thoughts, ideas and tools meant for the self directed investor. The main focus is on rule-based, quantitative trading.
Investment Strategy Ideas and Research
If you are researching and building strategies, you can get some ideas here:
Better than mean-reversion? An Adaptive Multi-Strategy
Connors RSI Review– Part 1
Simple Regime Switching for SP500
Will we Ever kill The Bug (or Improving the Permanent Portfolio)
7 winning Strategies Reviewed
Selling Puts on Breakouts
Fuzzy Logic
Some articles on using Fuzzy Logic for investment decisions:
Trading with Fuzzy Logic
From Regime Switching to Fuzzy Logic -SP500
Strategy Code Examples
If you are looking for trading strategy code (mostly in Amibroker):
List: Articles that include trading strategy backtesting code