Beating SPX by miles, however Sharpe ratio only 0.85. Its quite difficult to get high Sharpe…
Quick verification with python:
There are interesting relationships between price and commitment of traders
Python Data Science Handbook: https://github.com/jakevdp/PythonDataScienceHandbook
Everybody is talking about moving averages.Do they have predictive forecasting power? For simplicity I…
Any edge for trading in particular day of the week ?