Quant Mashup - ENNlightenment

Pattern matching Cryptocurrencies [Ennlightenment]

Bitcoin, Ethereum and some other cryptocurrencies seem to be in the spotlight again due to their most recent acceleration. C_y2pGfXoAApvdI Source: CEOTechnician Ethereum is up multiples since January. I thought we could take a look at importing Etherum price data in R and then seeing if we can draw(...)

Trading the index with seasonal strategies [ENNlightenment]

I recently listened to an interesting interview at Better System Trader with Jay Kaeppel on Seasonality, a topic which I hadn’t done much backtesting on previously. Jay outlined 3 rules for constructing a seasonal trading strategy on the stock index: - Stay long the last 4 days and first 3 days of(...)