Comments for Quantitative Finance & Technical Trading

Comment on TNA/TZA Pair Trading by Teresa

Teresa — Thu, 18 Apr 2013 14:59:25 +0000

Thanks, Fotis.

Comment on TNA/TZA Pair Trading by Fotis

Fotis — Thu, 18 Apr 2013 13:48:57 +0000

Our website is under a MAJOR redevelopment (content and design)!
Stay tuned for more…
We hope to have it online in the next couple of months… Until then, there will be no regular updates

Comment on TNA/TZA Pair Trading by Teresa

Teresa — Thu, 18 Apr 2013 12:09:57 +0000

Hmm…., no more updates for this website?

Comment on TNA/TZA Pair Trading by 444

444 — Sun, 07 Apr 2013 20:20:53 +0000

Never mind – I see what I was looking for in the left sidebar… I think.

Comment on TNA/TZA Pair Trading by 444

444 — Sun, 07 Apr 2013 20:18:02 +0000

Can you post an overview of the history of this – specifically: Amount started with and current amount (gains/losses maybe, or anything else that might make the outcome or current status more clear)? Thanks!

Comment on TNA/TZA Pair Trading by Fotis

Fotis — Thu, 14 Feb 2013 13:08:24 +0000

Thanks for that. It is now fixed. Still, realised cum. profits are 121.17% compared to the wrong number we had before (136%).

Comment on TNA/TZA Pair Trading by Alex

Alex — Fri, 08 Feb 2013 20:26:57 +0000

Your TZA trade between 22nov 2012 and 13 Dec 2012 has lost around 13 % but you did not update on the table as a lost

Comment on Downloads by Fotis

Fotis — Sat, 19 Jan 2013 20:49:42 +0000

Dear Sandeep,

The trading template contains standard methods in the technical analysis literature. Our suggested IMA methodology is NOT included in that spreadsheet. At the moment is only avalaible on R, but sometime in 3-4 months we are planning a major re-construction of the site where you will be able to “run” all your models online at quantf.com!

thanks

Comment on Downloads by sandeep.alva

sandeep.alva — Fri, 18 Jan 2013 14:20:37 +0000

Hello Sir,

I have been trying to find effective technical rule to trade in stocks.I have gone through your paper and wold like to implement your rule during trading.But i have no used r software in past and am more comfortable working in excel.I have gone through your excel trading template and would like to know whether the excel template contains your improved moving average strategy and can be used for individual stocks.Pls clarify.

Comment on Switcher Picks by Fotis

Fotis — Wed, 09 Jan 2013 11:54:21 +0000

Dear Charlie,

Thank you very much for your message.
The difference among the strategies is a matter of aggressiveness.

Strategies #1 and #2 are the most aggressive.
Strategies #3 and #4 are about to provide picks for investors with more conservative tastes.

We had pans to upload a paper with the methodology, however due to lack of time this is still not the case. However, we will do it in the near future.

I know you are curious so I will give you a hint: strategies are based using the “degree of smoothness” of the series. So, all signals are given based on how smooth (or not) the series.

I hope in two months time there will be a draft of the paper uploaded.