Interesting web pages or blogs?

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  • 04/26/2018 at 4:53 PM #69230 quote
    Vonasi
    Moderator
    Master

    I’m always on the look out for new ideas to try out and as I have been mostly concentrating on momentum strategies recently I decided to switch to developing mean reversion strategies for a breath of fresh air. In my search for new ideas I stumbled across this web page:

    https://jbmarwood.com/mean-reversion-trading-strategy/

    ……that I found to be a very good read on developing mean reversion strategies as well as a lot of other information on general strategy development and testing. It is quite long but a worthwhile read.

    I am not promoting the site but just found it to be very informative and maybe of interest to others.

    I wondered if anyone else had stumbled across any interesting or useful pages on the www. that they might share with others on here for inspiration or strategy development purposes?

    I’m don’t want to be inundated with individuals advertising their own websites so if you selling something then I am not interested. If you want to buy something then that is another matter all together…..

    GraHal and O-jay8 thanked this post
    04/26/2018 at 6:26 PM #69238 quote
    manel
    Participant
    Veteran

    http://www.financial-hacker.com/  – Interesting read esp a couple of the older articles talking about when to stop systems based on historical drawdown etc

    Vonasi, Inertia and GraHal thanked this post
    04/27/2018 at 3:27 PM #69294 quote
    Leo
    Participant
    Veteran

    Here you find many strategies and tests

    https://oxfordstrat.com/rd-blog/

    Vonasi, GraHal and Inertia thanked this post
    05/11/2018 at 10:26 AM #70194 quote
    Eric
    Participant
    Master

    https://www.forexfactory.com/showthread.php?t=444377

    06/07/2018 at 8:38 PM #72592 quote
    Vonasi
    Moderator
    Master

    I found this to be an interesting post on creating mean reversion strategies. Much of it agrees exactly with what I have already discovered myself but there are a few extra gems in there that I hadn’t worked out yet.

    http://alvarezquanttrading.com/blog/the-abcs-of-creating-a-mean-reversion-strategy-part1/

    06/08/2018 at 7:15 AM #72609 quote
    Nicolas
    Keymaster
    Master

    The popular blogs posts and academic papers links aggregation about quantitative trading (updated daily): https://quantocracy.com/

    Vonasi and Inertia thanked this post
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Interesting web pages or blogs?


General trading discussions

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Vonasi @vonasi Moderator
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This topic contains 5 replies,
has 5 voices, and was last updated by Nicolas
7 years, 7 months ago.

Topic Details
Forum: General trading discussions
Language: English
Started: 04/26/2018
Status: Active
Attachments: 1 files
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