July 22, 2019

This is a follow-up to my last Quantopian post

A more elaborate and detailed explanation for the equation used can be found in my third article of a series:

This is, I think, the 7th strategy I have enhanced or repurposed in Quantopian forums using parts of the equation given in that article. Another dozen or so simulations have been chronicled on my website over the years based on the same general equation.

July 19, 2019

This week there was this interesting notebook presented in a Quantopian forum. It is worth reading first so that what follows could be better understood. It is based on a free paper on momentum with volatility timing (link provided in the first post).

What I observed was that there was something in there that could apply to any wannabe market-neutral trading strategy. However, it still depended on the premises made about the market in general.

July 11, 2019

In a Quantopian forum, someone cited a Will Rogers' quote as a put down to the fact I was suggesting people buy stocks that are going up and drop those that are going down. This old Will Rogers quote goes like this:

Don't gamble; take all your savings and buy some good stock and hold it till it goes up, then sell it. If it don't go up, don't buy it.

To which I replied.

Will Rogers was right. It was and still is excellent advice. I used that same quote on my website years ago, but I read it differently. And I think Mr. Buffett also adheres closely to that same pun.

July 8, 2019

Answering a question in a Quantopian forum about the variables used in the presented equation in my last article.

Those variable names expressed averaged out functions: dampers, boosters, accelerators, amplifiers, and controllers. As their names imply, they are made to increase or decrease the impact of the controlling functions as the strategy moves along. Each playing their part somewhere in the program with the meaning you would give to those names.

July 7, 2019

I have absolutely no obligation to post anything on Quantopian forums, it is just like for anyone else. However, if I post something, I stand ready to explain and discuss within my own understanding and IP disclosure limits what a trading strategy does and for what reasons it does it.