Gap trading strategy: Backtest and key factors for successful implementation

Calculation link … https://drive.google.com/file/d/18ABFxd7zqzdyeoY1qHpr2xQPFU1bPSYQ/view?usp=sharing In this post, I will describe the main idea of quantitative trading and will demonstrate how it works using GAP trading model and appropriate timing tools. The modern trading algorithm based on a robust and sophisticated set of orders that reflect different execution styles and described in the post. In addition, …

GAP strategy using NASDAQ ETF QQQ: trading results and reasons of sustainable positive outcomes

In the prior post about the GAP strategies implementation as quantitative investments, we explored earlier SPY ETF (SPX500) as main instrument for GAP trading. Prior post caused high interest to this topic and I decided to extend this research and explain this phenomenon. From mathematical point of view, we can detect that Sum of GAPs …