My Papers (PDF Files)

Follows are papers available in PDF format. All discuss various aspect of the same general problem: how to make better stock trading strategies. Most often the point is made to design trading strategies that can last. And, methods are presented to do just that. I have the utmost respect for an equal sign, and therefore, you will often find it in my writings. My way of expressing, if not the simplicity of it all, at least, its mathematical structure. An equal sign is a powerful statement.

June 20, 2016                 Also available in PDF

(Part 1 of 3)

What is it you want? The money, the entertainment, recognition, or maybe just something to talk about as if you were in the know of worldly events. Just in case it is the money, then you might appreciate what follows since it is all about your long-term portfolio protection.

This is a 3-part series that elaborates on the use of stop losses in stock trading strategies. I think you will be able to benefit from my observations. To skip the text, examine the charts for what they have to say.

November 25, 2014 

Recently, I made the remark somewhere that if my DEVX V6 random trading strategy simulation was performed again it would achieve almost the same results as the one done on November 2nd. It is always easy to make such a statement. But for me, when I express something like this, I need to show some proof or at least some evidence that it would be so. Expressing it, even if I know the end results before making such a test, it might not be considered sufficient by others.

November 6, 2014                  New paper: A Donor Within

Just sent my pledge to the Bill & Melinda Gates Foundation. I found it to be the best outcome for my years of research. Over the last few years, I've developed a series of better and improved trading strategies. My best strategies should be considered sophisticated, designed for long-term appreciation, and should prove to be most profitable.

I view the offering of my best performing trading strategies as my way to help people, more than I ever could alone. It is all explained in my latest paper: A Donor Within.

July 13, 2014

     or, How to Build Your Retirement Fund

I would say all people would like to build a nice retirement account if they could. However, the process has always been considered difficult and often required professional help while most of the time they could just do it all on their own. What follows is all about a long-term trading strategy that could simply help anyone take the first step in that direction. And if able, do even more.

February 9, 2014

My new paper deals with an equation designed to help you make more money by adding small improvements to your own trading strategies (should they not be present already). The equation (named red5) is a complete trading strategy in itself. It presets trading rules in order to generate long-term positive alpha. I would suggest that your objective is to extract from red5 what you need and incorporate the lessons learned into your own trading methods.

August 6, 2012

My latest paper: A Changing Game is out. It summarizes some of my latest articles on random trading over randomly generated stock prices made to mimic real stock prices including rare events or infrequent price gaps. An Excel file is provided for the more venturous. It contains a lot of lessons for those that want to look beyond what is there.

January 11, 2012  

New Presentation:  Alpha Power Trading Methods

The task of designing better trading strategies is either over-simplified or over-complicated. And often times, it is hard to distinguish which one really outperforms.

May 11, 2011

This second paper, the Jensen Modified Sharpe (2008) is providing the mathematical framework that explains why and how the Alpha Power trading methodology works. A higher mathematical level is used to describe the system and methodology.

The paper is available here: Jensen Modified Sharpe

May 10, 2011

My first research paper: Alpha Power: Adding More Alpha to Portfolio Return (2007), was my attempt to describe and explain what my research in random stock data generation was doing. Even with stock price series randomly generated, you could extract alpha points by developing trading strategies using methods that would increase the ongoing inventory as time evolved.