Most ORB strategies look great in backtests and fail live. I tested 5 variations of opening range breakout strategies —...
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Taguchi Method Robust Trading
Genichi Taguchi is a famous engineer whose design principles were adopted by NASA, Ford, and many others due to their...
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Trading Systems with Weather Data
Alternative Data Trading Systems with Weather Data Build trading strategies using 30 years of historical weather data — temperature, precipitation,...
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Building Robust Strategies on Synthetic Data
Do not optimize for the known past. Optimize for the unknown futures. Introducing synthetic data to both the pre- and...
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Portfolio Backtest and Trading Techniques
Portfolio trading is combining many independent, uncorrelated trading strategies into one shared account to gain some net benefit from their...
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What is the Commitment of Traders Report
The Commitment of Traders Report is a weekly report released by the Commodity Futures Trading Commission (CFTC) that shows the...
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Build Alpha Software Update Version 3
What’s New in the Build Alpha Update First, thank you all for the patience on this update. A lot has...
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Market Breadth
What is Market Breadth? Market Breadth is a general term for any technical analysis indicator that attempts to quantify the...
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News Event Trading
What is News Event Trading? News trading is taking a position before, during, or after an economic news event with...
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