Quantitative investing

Algorithmic and mathematical approaches to measure and predict market behaviour for the purpose of building a profitable investing system.

Avoid these five common trading mistakes

It’s a well-known but still stunning statistic: About 80-90% of people who frequently trade the market end up losing money. Not only does research conclude that frequent traders rarely turn a profit, but a Senate Governmental Affairs committee concluded that those who do end up cashing in are mostly the […]

Holding this volatility pair through October

At the end of September, I resumed my short Barclay’s Bank iPath S&P 500 VIX Short-Term Futures (VXX) – long Barclay’s Bank iPath S&P 500 VIX Mid-Term Futures (VXZ) strategy.  Mid-term VIX futures (VXZ) were less elevated and provided a better hedge for VXX.  I will hold this pair through October as […]