• Skip to primary navigation
  • Skip to main content
  • Skip to primary sidebar
  • Skip to footer

SanzProphet

DYI Investing, Quant tools and thoughts on the market

  • Start Here
  • Crypto Management
  • About
  • Contact
  • Disclaimer

momentum

The Bull Bear Ethereum Set at TokenSets.com

February 4, 2020 by sanz prophet Leave a Comment

The Bull Bear Ethereum Set Logo

+ Strategy in a coin The Bull Bear Ethereum Set (symbol: BBE) is a strategy-in-a-coin. Instead of implementing the strategy, outlined here, you can purchase the SET, which is a standard ERC20 coin you get to keep in your wallet. Please read the strategy Whitepaper 8.82% APY on idle cash (using cDAI) When the strategy …

Read moreThe Bull Bear Ethereum Set at TokenSets.com

Filed Under: Crypto, momentum, strategy, strategy development Tagged With: crypto, ethereum, strategy, TokenSet

The Bull Bear Bitcoin Strategy at TokenSets.com

January 21, 2020 by sanz prophet 1 Comment

BullBearBitcoin-Set-Logo

+ I will be managing the Bull Bear Bitcoin Set (symbol: BBB) . Much like an actively managed ETF, it switches between Bitcoin and Cash. There are currently zero (0%) fees*. It is ‘non-custodial’, so you own the actual underlying assets . How to follow the strategy/ buy a SET? Visit the Bull Bear Bitcoin …

Read moreThe Bull Bear Bitcoin Strategy at TokenSets.com

Filed Under: Crypto, momentum, strategy, strategy development Tagged With: crypto, strategy, TokenSet

From Regime Switching to Fuzzy Logic -SP500

September 19, 2013 by sanz prophet 2 Comments

In the previous post I showed how one can implement “regime” switching to create a strategy that switches between a mean-reverting and a momentum sub-strategy. Can we do something similar (or better) using Fuzzy Logic?   Here’s the setup: (here for some Fuzzy Logic backround) We create a basic membership function for the RSI(2) indicator: …

Read moreFrom Regime Switching to Fuzzy Logic -SP500

Filed Under: contrarian, fuzzy logic, momentum, SPY

Simple Regime Switching for SP500

September 13, 2013 by sanz prophet 24 Comments

image from  http://brucekrasting.com/ Let us consider two possible ways to trade the SP500. 1. If the index falls today, we buy tomorrow at the open. This is a “mean-reversion” strategy. 2. If the index rises today, we buy tomorrow at the open. A “follow-through” strategy. From the graphs below, we can see that neither of …

Read moreSimple Regime Switching for SP500

Filed Under: contrarian, momentum, SPY

Primary Sidebar

Keep in touch

Managed Crypto Funds

via TokenSets.com

Categories

Archives

Footer

RSS Portfolios from Logical-Invest.com

  • Bond ETF Rotation Strategy: Low-volatility portfolios for smart investors from Logical Invest
  • BUG Permanent Portfolio Strategy: Quantitative investment models from Logical Invest
  • Crypto & Leveraged Top 2 Strategy: Risk-adjusted investment portfolios from Logical Invest
  • Dow 30 Strategy: Quantitative investment models from Logical Invest

Pages

  • About
  • Contact
  • Disclaimer
  • Start Here

Meta

  • Log in
  • Entries feed
  • Comments feed
  • WordPress.org

Copyright © 2023 · @SanzProphet.com· Log in