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
- Enhancing Harry Browne’s Permanent Portfolio strategy
- Bitcoin, Ethereum and Altcoins: How to get free daily and intraday Bitcoin historical prices
- Buying Bitcoins through an Exchange
- Bitcoin Investing, Ethereum & Alt Coins: Entering the world of Cryptocurrecies
- Intro to rules based Investing – Why follow an investment strategy?
- QUANTtrader -The Logical-Invest investment software for building and backtesting rules-based strategies
- Day of month effect on rebalancing a portfolio
- New sanzprophet.com home
- The end of the end of month strategy
- Interview
- Will We Ever Kill The Bug? The Enhanced Permanent Portfolio
- SanzP joins Logical-Invest
- Little “SanzP”
- From Regime Switching to Fuzzy Logic -SP500
- Simple Regime Switching for SP500
- Strategies on The Cloud: TAA on Google Docs
- Selling Puts on Breakouts
- VIX vs Italy: Rules vs Opinion
- Raging Bull
- Backtesting Options: Selling SPY Puts on RSI(2)
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