Big Trend Trades

Apologies for the abrupt video transition. Loom has failed on my computer and the other program I use wasn’t renewed so the free version cut me off after 15 minutes. I’ve upgraded to have unlimited video and should be back on track with higher quality next week.   Part One   Part Two

Bear Market Butterflies

The recent dip in the market is reminding us that gravity still exists and bear markets do happen. Currently a 10% pullback in the market would only put price near the 200 day average price. That’s a lot of downside to go through before getting a signal that the trend has changed. While many debate …

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April 30, 2020 Python Q&A

Topics covered in this session include: Continued development on the Risk on / Risk off tool Colorized visualization of the risk on and risk off indicator Added a function to loop over two variables to optimize indicator RiskOnOff.py RiskOnOff_loop.py

April 23, 2020 Python Q&A

Topics covered in this session include: Continued development on the Risk on / Risk off tool Introduction and application of the <dataframe>.apply() function Visualization of filter and equity curve together RiskOnOff.py

April 16, 2020 Python Q&A

Topics covered in this session include: Extend Risk on / Risk off tool Rolling Correlation between unlimited number of assets Histogram of each rolling correlation with descriptive title RiskOnOff.py

April 9, 2020 Python Q&A

Topics covered in this session include: Continued work on Risk on / Risk off tool Preparing and merging two dataframes Rolling Correlation between 2 assets Histogram of rolling correlation RiskOnOff.py

April 2, 2020 Python Q&A

Topics covered in this session include: Overview of new Risk on / Risk off tool Described the processes of how I think about writing code Implemented a function and dictionary structure to simplify reading multiple symbols into a program RiskOnOff.py

August 29, 2019

Summary Early idea for pairs trading using Data2 in tradestation EasyLanguage Interview with Matt Williamson on his methods for trading long and short volatility in a variety of underlying markets

August 21, 2019

Summary Website updates Updated sizing lesson reference Refined vision and mission Announce challenge winners (officially) ACV review

August 14, 2019

Summary Shielded BWB by Garrett Drummond Micro Presentation Template Announcement about ACV, RVS, SSJ, and SSK

All Weather Like Portfolio With Options + Delicious Triple Layer Cake

Many thanks to Bruce Bitner for sharing this detailed report on how options and filters may be used for modern portfolio theory style of investing/trading. Also, thank you to Pablo Viteri for continuing the work on Triple Layer Cake and giving us some clues on ways to increase performance.

ACV Walk Through

Pardon the little confusion for the first couple of minutes while I got in sync withe the overlapping entries. It gets smoother as we get into it.

A Week In The Life Of A Portfolio Developer

Many thanks to Bruce Bitner for sharing highlights from his personal trading journal from the past week. I hope you gain insights about what it’s like to explore edges and develop trading strategies. Enjoy!-Andrew Falde I’ve read that sharing your trading journal was a good thing but have resisted…. until now. I will apologize up …

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Backing Into Positive Expectancy on a Discretionary Trade

The broad stock market remains weak, so we continue to look for momentum opportunities in commodity markets instead of playing for income in indexes. We spend some time in this session going over the math and tracking process used to help discretionary traders identify the trade type, stop loss, and profit target that will allow …

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Back Adjusting Futures Data in Tradestation

It’s very important to make sure you back adjust futures data if you are using it for signals. Otherwise, the rollover can trigger price change events that don’t actually impact the market.

Bruce’s Stats Table and Turning a Bad Idea into Profits

Bruce Bitner, a member of the Falde Trading community and part of the funded seed capital program, has done an excellent job of summarizing key stats for a basket of studies that he recently completed. Below, we’ll cover the benefits of summarizing this way — which makes for quick and easy reference as to the …

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