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I have posted 2 new videos for co integration, 4 pair trading model forecasting, and 6 moving average videos with trading strategies

(Last Updated On: October 18, 2012)

I have posted 2 new videos for co integration, 4 pair trading model forecasting, and  6 moving average videos with trading strategies

There are a total of 2 videos with another  4 videos for pair trading.

All of the following contain R scripts to download with a source code walkthrough for each:

MOVING AVERAGE:

1. Improved MA which always proves to better than a simple one.
2. Plot Multi Time Series
3. Simple Moving Average with Volatility Filter
4. Low level R functions for improved moving average optimized for your C++ automated trading platform

Plus  more to show why Buy and Hold will always work the best. One also includes your entry/exit positions, signals, and more.

COINTEGRATION:

1. Gold versus the fear trade with VIX pair trading
2. Use Johansen hypothetical co integration test with Yahoo Finance data structural breaks
 
PAIRS TRADING:
1.See the Hedge Ratio Demo
2. Pair Trading across the entire S&P 500 but you can have your watch list with this script
3. A simplified PairTradeTest for Cointegration
4. Seasonal spread pair trading

 

Most of these scripts also demo how to calculate p-values, beta, spreads, etc needed pair trading no different how the professional intuitional traders do it. Do you really want to continue trading like a little kid versus how the grownups do it?

 

Not excited? I will be planning webinars for my Premium Members on all of the above types of forecsting. Get into the action now by getting your access.

 SIGNUP NOW!

See you on the other side.

Bryan

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!

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