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
- 7 years ago, 15 May 2017, 12:27pm -
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
- 8 years ago, 29 Mar 2016, 09:37pm -