Hello and welcome to the SanzProphet blog!
I am a private investor/trader and a partner at Logical-Invest, where we develop investment strategies.
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.
If you are new to rules-based investing you can get started with this article on why you should follow rules in the first place:
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
Some articles on using Fuzzy Logic for investment decisions:
If you are looking for trading strategy code (mostly in Amibroker):
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