Tag Archives: long

The long and short riddle of the century is 

The long and short riddle of the century is

Who wants to tackle this riddle?

Hi Bryan, thank you for your amazing blog! I have also taken the PTM course. However, there’s a flaw I noticed that I would like to ask you about. Let’s say long X is $100 and short Y is $100. This gives us a 100/100 = Ratio 1.0, and let’s say a 30% Stop-Loss (SL) would be at 0.7. BUT!!! If long goes down to 70 and our short remains at the same price at 100, the ratio would be 70/100 = 0.7 so our SL would be triggered and everything is fine. Now to the flaw: if our long stays at the same price but our short goes against us to 130, it would be 100/130 = 0.77 which means our SL would NOT be triggered!!! So we could lose more money in our spread than intended if our short goes against us. If our long goes against us we would lose at most 30% but if our short goes against us we could lose even more at most 43% (100/143 = 0.7)… Do you see this flaw when setting SL on spreads?

 

This was comment found in this video

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Forex currency pair volatility long and short term views

Forex currency pair volatility long and short term views

I have 2 views of the FX markets with 11 months of recent of 1 min bar data. I have made videos in the past which is under my IQFeed playlist on Youtube. All of the video segments shows a consistent view of the markets for my short (intraday) view vs the long view. I still need to plug in the portfolio optimization peice in future videos  You can join my Quant Analytics section here

Order Analytics

Do note there is an accompanying video and sample data to download for my members found here

Volatile Forex intraday analysis for Oct 13

 

 

 

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

From 4700 USA deep scanned stocks to 15 long short pairs for arbitrage pair trading

From 4700 USA deep scanned stocks to 15 long short pairs for arbitrage pair trading

From what i see, this does have potential for intraday analysis and live trading. Long term position holds are not worthy of the risk esp in this upward moving market. Lots of testing is still needed to determine potential of this strategy.

Join my FREE newsletter to learn more about how this arbitrage strategy may work out for my automation

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Deep Scan of over 4000 USA stock for long short pair trade arbitrage

Deep Scan of over 4000 USA stock for long short pair trade arbitrage

I made some scripts for this but the results get posted in my new Analytics service

Join my free newsletter to learn when I announce my new Analytics service in early 2017

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Detailed analysis of 8 long short pairs for trading arbitrage

Detailed analysis of 8 long short pairs for trading arbitrage

IMPORTANT NOTE: It looks like I mixed up my short and long!! (see below)

This was the original but see the correct combo below:

These are mixed results but definitely the rules need tightening up as described in the video

Out of 32 potential pairs, added positions for:

SLG EQY

PLT MSCI

VSH ON ß wrong

AWK SBS <- tight but may work

UCTT CEVA -> traditionally long performed better but short recently outperform

TRNO MNR -> traditionally short outperformed but long recent outperformed

NNI V

Conditions for entry is Each stock must have SMA 20 > SMA 200 and ratio of each close > trendline 20

 

Here is the proper order of the short and long!

Short=SLG long=EQY

PLT MSCI

VSH ON ß wrong

AWK SBS <- tight but may work

UCTT CEVA -> traditionally long performed better but short recently outperform

TRNO MNR -> traditionally short outperformed but long recent outperformed

NNI V

Join my FREE newsletter to learn the future rules for arbitrage in this automated trading

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Promising trading 4 pairs of long short for arbitrage or pair trading

Promising trading 4 pairs of long short for arbitrage or pair trading

This looks awesome. All done in 3 minutes

This is part of my new Quant Analytics service

Join my FREE newsletter to see how this does for automated trading

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Demo of my systematic pair trading arbitrage long short selection

Demo of my systematic pair trading arbitrage long short selection

When done right, this script can chose trading pairs (long short) which have 25% returns! Some as high as 50%

Download the data here

data

Join my FREE newsletter to see when this analytics service is ready fo launch

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Quant Signal: Long GBP/USD, Long USD/JPY

Quant Signal: Long GBP/USD, Long USD/JPY

Check the previous date of this article if it was correct

https://www.efxnews.com/story/32079/quant-signals-long-gbpusd-long-usdjpy-bnpp

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Demo of hot market sector scan with choice of long short stock pair

Demo of hot market sector scan with choice of long short stock pair

This another extension to my previous Python script found in my Quant Elite membership

Join my FREE newsletter to learn about these Python scripts to for algo trading

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Hedging Demo of long put options short call combo for selling price range

Hedging Demo of long put optins short call combo for selling price range

This is the last of our basic option trading strategies until we cover off the gaps from the UC Davis course I go on about

http://www.cmegroup.com/trading/agricultural/files/AC-215_SelfStuy_GuideNYMEX.pdf

Join my FREE newsletter to learn more about these options trading strategies for automation

 

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!