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.
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
Session Contents: How to decide what to do if the market moves before you can get the modeled trade on. We’ll discuss a simple philosophy that can alleviate a lot of the anxiety around real-world timing issues. Going in for the fill: When it’s OK to be aggressive or better to be passive. Some trades require …
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 …
Session Contents: Tips to rapidly model options strategies in minutes rather than days or weeks. A new “quick ratio” for evaluating the performance of your rapidly modeled strategies to know if you should spend more time studying the strategy or move on to something else. A discussion on the benefits and challenges of market neutral …
