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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:

Intro to rules-bases investing – Why follow an investment strategy?


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:

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


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

List: Articles that include trading strategy backtesting code


 

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Do-it-yourself Investing, Quant tools and thoughts on the market