Momentum trading – guidance for practical implementation. Strategy backtest and trading metrics.

Last update February 26, 2020 Trading idea – every month on the last trading date, the close price for each tradable instrument is under testing observation to define the % of deviation from the price at the start of Timing period (3 months for given trading strategy). The instrument that was able to demonstrate the …

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, …

Value based investments in Oil and Gas industry: practical guidance to outperform SPX500 return

Link to calculation sheets: https://docs.google.com/spreadsheets/d/15w4aqCoAe6X9rdpqhC4jo0w8n5CAkGinBMCUxkbWQrw/edit?usp=sharing Now as humankind coming into fourth Technological revolution, the old school of oil investment, which created a fortune for a few generations of wealthiest people in 20th Century in the first half of it, but in our days loses its ground. Oil, gas, steel and all that are created the …