Long vs. Short Research Articles

I am wrapping up the research articles for the next set of real-time trading biases (well, this time they are more like trading signals). I find that the length of these articles has been growing longer. They are so much longer comparing to the more general statistical biases that I am surprised by the realization.

This causes a dilemma for me.

For simplistic statistical biases they can be explained quite easily without detail explanations. They are short and sweet in nature and are useful in helping us plan our trading days based on the biases. The various weekday biases belongs to this category.

For real-time biases, the precision of a trade is much more important comparing to the general direction because without precision, a strong bias will still fall flat as useless in real-time engagement. To make it clear on how these real-time biases work, the articles have to be much longer with scenario discussions and also examples showing what happens when they work and when they fail.

I wonder if our members prefer the simpler ones or the more complex ones. In other words, do you prefer I give you more general statistical biases to lean on or do you prefer more tactical approach from the real-time biases reporting?

It is about the direction where my writing will be heading in coming months. Personally I am fine writing up either kind of research articles. The main difference is that the more complex ones take longer time to proof read and revise before I feel comfortable to publish them. And even then, I can still catch my own error in the published ones quite often. Shame on me!

Let me know what you think.

As usual, many of you prefer email over comments here. I understand. Just shoot me the emails.

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