QuantifiedStrategies.com

The Risk of Ruin in Trading: Probability of Ruin and Loss (Calculator) - QuantifiedStrategies.com The risk of ruin in trading is mostly ignored by traders. Most traders are optimists, but the difference between defense and attack is often tiny. What is the

Do you know your risk of ruin in #trading?

We show you how to calculate it:

www.quantifiedstrategies.com/risk-of-ruin...

Win Rate Trading: How To Calculate Win Rate In Trading? - QuantifiedStrategies.com Win ratio in trading

A high win rate might be important in trading to reduce behavioral mistakes.

We discuss the pros and cons of the win rate:

www.quantifiedstrategies.com/win-rate-tra...

YouTube video by Quantified Strategies High-Low Bands Indicator (21% Annual Returns)

We have produced a new video: High Low Bands #tradingstrategy:

www.youtube.com/watch?v=s2WN...

How To Do A Monte Carlo Simulation Using Python - (Example, Code, Setup, Backtest) - QuantifiedStrategies.com Quant strategists employ different tools and systems in their algorithms to improve performance and reduce risk. One is the Monte Carlo simulation, which is

How to do a Monte Carlo simulation using #Python

www.quantifiedstrategies.com/how-to-do-a-...

YouTube video by Quantified Strategies Bollinger Bands Width Strategy (Backtest)

We explain the #BollingerBand Width indicator, including specific trading rules:

www.youtube.com/watch?v=zRjq...

YouTube video by Quantified Strategies Cumulative RSI Strategy (83% Win Rate)

The Cumulative RSI indicator explained, including trading rules:

www.youtube.com/watch?v=PHFr...

Average True Range strategy:

www.quantifiedstrategies.com/average-true...

Short Selling Trading Strategies (How, Why, What, Risks, Pros, Cons) - QuantifiedStrategies.com You can develop and create profitable short-selling strategies and systems, but you can't expect to find many; they normally trade infrequently. This article

Is #shortSelling the opposite of buying? And why is short selling so difficult:

www.quantifiedstrategies.com/short-sellin...

Why a #stoploss is typically a bad idea:

www.quantifiedstrategies.com/stop-loss-tr...

The Ichimoku Cloud is one of the most popular technical indicators, providing traders with insights into trend direction, support/resistance levels, and momentum.

But does it work?

www.quantifiedstrategies.com/ichimoku-str...

For some strange reason, the 9 EMA and 30 WMA crossover system became famous.

Does it work?

We backtested it:

www.quantifiedstrategies.com/9-30-trading...

Alexander Elder got famous as a #investment writer.

Does his Triple Screen System work?

www.quantifiedstrategies.com/alexander-el...

David Swensen Portfolio: Yale Endowment Fund Model - Analysis And Performance - QuantifiedStrategies.com David Swensen was the President and Chief Investment Officer of Yale University endowment from the mid-1980s until his death in May 2021. Swensen, along with

David Swensen, the legendary Yale endowment manager, revolutionized institutional investing with his diversified approach.

While his strategy was designed for endowments, he also proposed a simplified version for individual investors:

www.quantifiedstrategies.com/david-swense...

Opening Range Breakout Strategy (ORB) for Day Trading (5-Minute Backtest and System Analysis) - QuantifiedStrategies.com Opening range breakout trading strategies (ORB) are popular strategies, perhaps because of Tony Crabel’s classical trading book published in 1990: Day trading

Toby Crabel made the #OpeningRangeBreakout (ORB) strategy popular in the 1990s.

Does it still work?

We made a few backtests to find out:

www.quantifiedstrategies.com/opening-rang...

Dual Momentum Trading Strategy (Gary Antonacci) – Video, Rules, Setup, Backtest Analysis - QuantifiedStrategies.com The dual momentum trading strategy by Gary Antonacci, what is that about? As the Oracle of Omaha, Warren Buffett, once said: “Trying to time the market is the

Gary Antunacci rose to fame when he published his dual momentum strategy.

We describe and backtest it:

www.quantifiedstrategies.com/dual-momentu...

We made a #python MACD strategy:

www.quantifiedstrategies.com/python-and-m...

Over the years, we've published many articles on #Python #tradingstrategies.

🔹 Momentum & mean reversion strategies
🔹Trend following
🔹 Backtesting
🔹 Risk management and portfolio optimization

If you want to see Python in action, check it out:

www.quantifiedstrategies.com/category/pyt...

Lower Highs And Lower Lows Pattern Trading Strategy (Setup and Backtest Analysis) - QuantifiedStrategies.com The lower highs and lower lows pattern signals a downtrend. Is this likely to continue or reverse? What is the meaning of a lower highs and lower lows pattern?

Lower highs and lower lows backtest:

www.quantifiedstrategies.com/lower-highs-...

50 EMA Trading Strategy – Does It Work? (Setup, Rules, Backtest Results) - QuantifiedStrategies.com There are many exponential moving average (EMA) strategies, but the 50 EMA strategy is one of the most commonly used among traders in different financial

#MovingAverage strategies are popular, even though most don't work.

We had a look at the 50-day EMA strategy:

www.quantifiedstrategies.com/50-ema-strat...

London Breakout Strategy: Rules and Backtest Performance - QuantifiedStrategies.com If you are a forex day trader and looking for an effective way to beat the smart money, the London breakout strategy may be your guy. Wondering what the

Does the London Breakout Strategy still work?

www.quantifiedstrategies.com/london-break...

Mark Spitznagel – Safe Haven Investing Review, Key Takeaways, And Summary - QuantifiedStrategies.com Mark Spitznagel, Safe Haven - Investing For Financial Storms: What role can risk-mitigating and defensive assets play in a portfolio? Do we use them only to

Mark Spitznagel’s book, “Safe Haven – Investing For Financial Storms,” challenges traditional financial theories by proposing that risk mitigation can simultaneously reduce risk and enhance returns:

www.quantifiedstrategies.com/mark-spitzna...

What Is The Best Time Frame For Candlesticks? - QuantifiedStrategies.com Candlesticks are popular. They are very useful for visual displays, but our previous backtests indicate candlesticks might be useful to make trading

What is the best time frame for #candlesticks?

We backtested, and the winner is daily bars, not weekly, monthly, or intraday bars.

www.quantifiedstrategies.com/what-is-the-...

Profit Factor In Trading: Definition, Calculator, Video and Formula - QuantifiedStrategies.com Profit Factor is a key performance metric used in trading to assess the profitability of a trading system or strategy. It's calculated by dividing the total

Profit Factor is calculated by dividing a strategy’s total gross profits by its total gross losses.

A Profit Factor between 1.75 and 4 is considered optimal.

www.quantifiedstrategies.com/profit-factor/ ​

Quad Witching Day – Bullish or Bearish? (Quadruple Witching Backtest) - QuantifiedStrategies.com Quad witching (quadruple witching) refers to the expiry of four financial derivative contracts on the same day: stock index futures, stock index options,

Is quad witching day bullish or bearish?

Is quadruple witching week bullish or bearish?

Do volume and volatility go up?

We answer all these questions with facts and statistics:

www.quantifiedstrategies.com/quadruple-wi...

The Options Expiration Week Effect | OPEX Seasonality - QuantifiedStrategies.com The options expiration happens on the Friday before the 3rd Saturday of each month in the US. An often referred to effect is the options expiration week

Today is the #OPEX day - options expiration.

We did a deep dive:

www.quantifiedstrategies.com/the-option-e...

Turnaround Tuesday - low-hanging fruit?

www.quantifiedstrategies.com/turnaround-t...

50 Trading Quotes from Top Traders for Your Best Guidance - QuantifiedStrategies.com Trading quotes encapsulate the hard-won wisdom of Wall Street's elite, offering profound insights into the high-stakes world of trading. In this ever-evolving

We have compiled a list of the 50 best trading quotes:

www.quantifiedstrategies.com/trading-quot...

Stochastic Momentum Index (SMI) – Rules, Settings, Strategy, Returns:
www.quantifiedstrategies.com/stochastic-m...

Does the 20 EMA work best on stocks or Bitcoin?

It has a clear winner:

www.quantifiedstrategies.com/20-ema-tradi...

We made a trading strategy by combining #BollingerBands and #MACD:

www.quantifiedstrategies.com/macd-and-bol...