sizing

Group Mentoring: March 20, 2019

Session Contents: Setting expectations for out of sample results (planning for success and failure of a strategy) Easy language for multiple time frame moving averages (ACVO style) First release of portfolio semi-optimization! Three-State xAverage Easy Language Inputs: maf(4), mam(13), mas(20); Variables: fv(0), mv(0), sv(0), condition(0); fv = xaverage(c,maf); mv = xaverage(c,mam); sv = xaverage(c,mas); If …

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Group Mentoring: March 13, 2019

Session Contents: Potential Hack for ETF Commissions ACV Open Review SSJ and SSK Announcement Review of how to size strategies Interpreting individual vs. basket stats to keep the big picture when selecting portfolio components

Long Options Strategy That [Apparently] Works and a Sizing Strategy that Takes One Strategy to Production-Ready

This week we look at two contributions from members. The first is a LONG options strategy–something we don’t talk about a lot–that is hinting at an opportunity in the “tail reward” category. The second is a sizing technique that has taken one strategy to ready-to-run status for an incubator account! This sizing technique may be …

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