Latest Trading Research & Articles

iStock_000001603593XSmall Latest research and articles on trading and day trading related matters. Research mainly focuses on Emini and Forex markets. You will find in-depth research on trading techniques, market biases and trading signals that you will never read from anywhere else. You can always find something useful to improve your trading here.

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Teaching a Grade 4 on Probability

Before summer started, my son was learning probability at school and his teacher gave his class some interesting questions to solve. The background is that they've just learned fraction, decimal numbers, etc. The Coin Toss Game How likely you a ...

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Solutions to frequent or odd disconnects from your real-time datafeed (part 2)

Using direct connection has its advantage (over Wi-Fi) It is best to use direct connection (i.e. with ethernet cable and all that) over Wi-Fi connection, because it can remove one potential cause of disconnect easily. Interference within your home ...

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April's Fool Day Phenomenon

One of the very rare calendar date based statistical bias happens on April's Fool. No joke! The Phenomenon March 30 and March 31 each date produces an accumulated -15% return (non-compound, close to close) on Dow or S&P 500. Then on April's ...

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Solutions to frequent or odd disconnects from your real-time feed

We have worked with many clients to setup their computers to work better with real-time data streaming and trading purposes. Here are some tips (and funny stories) that work very well to maintain your internet connections in prime condition. For m ...

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Performance Sensitivity

For most traders, when tracking their own performances, or measuring the performance of trading systems, a tendency is to look for almost perfect improvement over time. We always want the performances to get better, stay in top shape, etc. In reality ...

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Trading with Tick Index: S&P 500 Tick16

I wrote an article in the Futures magazine some time ago on S&P 500 Tick16 Index and a basic daytrading system that exploit the statistical bias on the index. Here is some supplement information about the concepts. What is S&P Tick16 Index? The ...

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Anatomy of Orderflow at the Tick Level

Many people asked why would anyone want to analyze the charts at the tick level. Wouldn't that be a waste of time since such high frequency activities are not likely going to have any long term impact. Let's take a look at this chart first. ...

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Basic Consensus System - Performance Review

Here is an update on the performance of the Basic Consensus System. As you can see, there is a mild drawdown period during 2006. After that, the system has been performing very well. ...

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Fascinating Volume and Open Interest Relationship in Emini S&P

As of friday's close, emini S&P has an estimated daily volume of 3,251,000 (more than 3 million), with prior open interest stands at 2,350,000 (more than 2 million). Think about the ratio. The daily turnover is more than the commited overnight pos ...

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Studying Your Data Across All Bar Sizes

Have you ever wonder why you like to use 5-minute bars to trade something, and then, all of a sudden, switch into another time frame like 15-minute bar to monitor another instrument. Why we somehow have different level of comfortability with differen ...

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