Quantcast
Channel: Blog – Quantified Strategies
Browsing latest articles
Browse All 42 View Live

TLT: Guide To The iShares 20+ Years Treasury Bond ETF

Looking to invest in long-term government bonds? The iShares 20+ Year Treasury Bond ETF, known as TLT, offers a straightforward way to gain exposure. This article unpacks TLT’s role in the ETF...

View Article


Do Stocks Rise Or Drop Before A 3-day Weekend? | Holiday Trading

The US stock market has a few 3-day weekends (Long weekends) during a calendar year. Is that a buying opportunity? Do stocks drop or rise before a 3-day weekend? In this article, we backtest the...

View Article


Day Trading Statistics 2024: The Hard Truth

Here we are presenting a lot of very interesting Day Trading Statistics that will probably shock or at least surprise a lot of readers. Day trading has witnessed a surge in popularity. The rise of...

View Article

Option Trading in AMZN: 20 Considerations for Informed Decision-Making

Introduction Options trading in Amazon (AMZN) has become a popular trading strategy among investors. It offers a variety of strategies that can be used to take advantage of the stock’s price movements....

View Article

Position Sizing Strategies: 11 Different Types – Calculator

Position sizing strategies are critical tactics for traders aiming to allocate capital efficiently and manage financial risks. This article explores how traders can determine the appropriate trade size...

View Article


The Turn Of The Month Trading Strategy

The end-of-month effect is a well-known trading strategy in the stock market. We have covered this anomaly before. Perhaps what is lesser known is that the effect spills over to the first three days of...

View Article

Thanksgiving Holiday Trading Strategy | Seasonality

Can we develop a Thanksgiving holiday seasonal trading strategy? Thanksgiving Day is one of the federal holidays in the US. The day after Thanksgiving is called Black Friday and is a day when consumers...

View Article

End of Year Stock Market Rally and Effect: A Seasonal Myth or Reality?...

As the year is drawing to a close, you might have heard about an end-of-year stock market rally. Is this seasonality true, fiction, or myth? The end of year rally is no myth or fiction: research shows...

View Article


End of Quarter Effect (Strategy) in the Stock Market: Backtest and...

Is there a distinct trend in the U.S. stock market’s returns during the closing days of calendar quarters? Do investment funds strategically allocate cash to drive up stock prices to enhance portfolio...

View Article


What is Index Trading? How to Trade Indices?

Index trading allows investors to trade on the performance of a whole market or sector rather than individual stocks. This introduction to index trading breaks down the essentials of index tracking,...

View Article

SPY Seasonality

SPY seasonality trading can be very profitable if done correctly. We like SPY seasonality and have made plenty of SPY seasonality trading. In this article, we look at several SPY seasonality patterns....

View Article

Option Trading in EEM: 20 Essential Considerations

Introduction Options trading in EEM is an increasingly popular way for investors to gain exposure to the market. Trading options gives traders the opportunity to make profits from both rising and...

View Article

Seasonal Trading Strategy For DAX 40 And German Stocks (Rules, Setup,...

Many investors focus on searching for seasonalities in the US stock market. However, seasonal patterns can also be exploited in international stock markets.  Today we will show you a seasonal trading...

View Article


Trading Pitfalls: A Guide To Identifying And Avoiding Common Mistakes Traders...

Every trader faces a gauntlet of common mistakes that can erode profits and derail investments. Identifying and avoiding common trading pitfalls is not just about being cautious; it’s about being smart...

View Article

What Happens After A Good Year In The Stock Market? (Returns And Performance)

After a positive year for stocks, S&P 500 tend to rise 6.75% the next year, not including dividends. If the S&P 500 drops one year, the next year return is on average 12.1%. After a good year...

View Article


Yale Hirsch’s – Best 6 Months Timing Model (Backtest Findings)

The Best 6 Months Timing Model strategy by Yale Hirsch is an active and simple strategy that uses market timings and can be implemented using any asset class and portfolio. Using this strategy, you do...

View Article

Option Trading in TSLA: 20 Things You Should Know About

Introduction Options trading in Tesla (TSLA) has become an increasingly popular way for investors to generate profits. Options trading involves the purchase or sale of derivatives that give the holder...

View Article


Yom Kippur Trading Strategy (Rules, Backtest, Python Code)

Yom Kippur is one of the most important days in the Jewish calendar. However, it is not an official holiday and the market remains open during those days. So the question is, does the market perform...

View Article

Trading Discipline Techniques: 13 Different Types To Improve As A Trader

Why does trading discipline matter? It’s simple: a disciplined trader makes informed decisions, avoids impulsive risks, and stands a better chance at consistent gains. This article breaks down...

View Article

CFD Traders and CFD Accounts: What Percentage Lose Money? (Broker Trading...

What percentage of CFD traders lose money? Our informal survey suggests that between 62% and 82% of all retail CFD traders lose money. The best CFD broker has “only” 62% losing traders, while the worst...

View Article

New Year’s Eve Effect in Stocks: Rules, Video, Backtest, Analysis

New Year’s Eve is often a time for optimism and celebration. Does this spill over to the stock market? Is there a New Year’s eve effect in stocks?  There is no particular seasonal New Year’s Eve effect...

View Article


John Paulson: The Billionaire Hedge Fund Trader

Mastermind of the greatest trade in history, John Paulson gained fame by betting against the U.S. housing market, which marked the onset of the 2008 financial crisis. His journey from a hedge fund...

View Article


Start Of The Year Rally? (Stocks, Bonds, And Gold)

There are many seasonals in the financial markets. Today, we are looking at the performance for stocks, bonds, and gold when a new year starts. Is there a start of the year rally? Related reading: 30...

View Article

Stochastic Oscillator: What It Is, How It Works, How To Calculate

The stochastic indicator is a standard indicator in any trading platform, but we rarely see it published or used in any Stochastic trading strategies. Compared to the RSI, stochastics seems much less...

View Article

Rosh Hashanah Trading Strategy | (Backtest, Performance, Code)

Rosh Hashanah in commonly known as the Jewish New Year. This, of course, means a lot for Jewish people, who celebrate it during a three-day holiday. But during that timeframe, the market is generally...

View Article


Sell Rosh Hashanah – Buy Yom Kippur (Trading Rules, Backtest And Performance)

The phrase “Sell Rosh Hashanah, Buy Yom Kippur” has been a cornerstone of trading “folklore” for decades, at least since Eisenhower was president. Its origins trace back to a belief that September,...

View Article

What is the iShares Bitcoin Trust (IBIT)? (Bitcoin ETF)

The iShares Bitcoin Trust, ticker symbol IBIT, is a new exchange-traded fund (ETF) launched in January 2024 by BlackRock, the world’s largest asset manager. It offers investors exposure to Bitcoin...

View Article

Margin Trading: 14 Different Types (Calculator)

Are you considering leveraging your investment strategy with margin trading? Margin trading is a method that allows traders to amplify their buying power by borrowing funds from a broker. With this...

View Article

Weekend Gold Strategy | Analysis, Statistics, Facts

Gold has historically had a weekend effect. Is the edge big enough to be profitable? Trading Rules If we backtest the strategy on GLD, we get the following equity curve: The edge has vanished over the...

View Article



How To Build A Profitable ADX Trading Strategy Using Python

Average Directional Index The direction or trend has played a major role in the financial market. An increase or decrease in the price of a financial instrument can occur for two reasons: randomness or...

View Article

Australian Securities Exchange (ASX): All You Need To Know

Integral to Australia’s financial framework, the Australian Securities Exchange stands as the foremost exchange for trading securities in the country. It attracts investors with its deep markets,...

View Article

S&P 500 Return Calculator

The following calculator provides nominal, real, and total real returns for the S&P 500 Index going back to 1871 till today (see latest date available below). To calculate the returns we used the...

View Article

EURJPY Trading Strategy: Backtest and Example (Python Code)

The euro (EUR) and yen (JPY) are the most traded currencies after the USD. Like the USD, the euro and yen are also held as reserve currencies by different countries. But what is EURJPY in trading? Is...

View Article


Curve Fitting Trading Strategies – Backtest

Curve fitting is when a strategy or edge is not fit to market behavior, but market noise, leading to failure in live trading. Curve fitting is overoptimization that is unlikely to fit into future...

View Article

Cotton Trading Strategy – Backtest and Futures Trading Example

For more than 7000 years, cotton has been one of the raw materials used in the production of textiles and other fiber-requiring materials including fishnets and gunpowder. In fact, its use continues to...

View Article

How Does The S&P 500 Perform After 8 Consecutive Up Weeks? (Backtest,...

The S&P 500 is the most followed index in the world. As such, it catches a lot of attention when it is up for many weeks in a row. But how does it perform after being up for eight consecutive...

View Article


XLK/XLU Ratio Trading Strategy (Backtest, Returns, Python Code)

The XLK/XLU ratio is the XLK ETF price divided by the XLU ETF price. It is often used to read market sentiment. A rising XLK/XLU is considered bullish, while a falling ratio is considered bearish. In...

View Article


Day Trading Short Selling Strategy: Shorting Intraday Stocks

This article shows you how to short retail investors’ favorite stocks. Is it possible to make money shorting stocks? It is, albeit it’s very difficult. In the context of a bear market, where stock...

View Article

Coffee Trading Strategy – Backtest, Futures Trading Example, Python Code

Trading commodity futures is one way to diversify your portfolio and explore investment avenues beyond traditional securities, and coffee futures are among the most actively traded soft commodities on...

View Article

Can You Day Trade With Daily Bars? Strategies and Backtesting

You might wonder which time frame to watch when day trading. Instinctively, you might believe you need intraday bars, i.e., 5-minute bars, 60-minute bars, etc. However, after reading this article, we...

View Article

252-Day High Trading Strategy For Stocks (Complete Amibroker Code)

Is it smart to buy stocks setting 252-day highs? Let’s backtest a 252-day high trading strategy for stocks. The 252-day high trading strategy for stocks returned 9.6% annually while using, on average,...

View Article


252-Day Low Trading Strategy For Stocks (Complete Amibroker Code)

Is it a good idea to buy stocks setting 252-day lows? In this article, we backtest a 252-day low trading strategy for stocks. No, it’s not a good idea to buy stocks that set new 252-day lows. The...

View Article
Browsing latest articles
Browse All 42 View Live