Welcome

This blog is collection of personal thoughts, ideas and tools meant for the self directed investor. The main focus is on rule-based, quantitative trading.


Investment Strategy Ideas and Research

If you are researching and building strategies, you can get some ideas here:

Better than mean-reversion? An Adaptive Multi-Strategy System
Connors RSI Review– Part 1
Simple Regime Switching for SP500
Will we Ever kill The Bug (or Improving the Permanent Portfolio)
7 winning Strategies Reviewed
Selling Puts on Breakouts


Fuzzy Logic

Some articles on using Fuzzy Logic for investment decisions:

Trading with Fuzzy Logic
From Regime Switching to Fuzzy Logic -SP500


Strategy Code Examples

If you are looking for trading strategy code (mostly in Amibroker):

List: Articles that include trading strategy backtesting code


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