Michael's blog

04-26

【Pair Trading】 Complete Guide to Backtest Cointegration Pair Trading Strategy

02-25

【Pair Trading】 Cointegration Test - A Key to Find High Probability Trading Strategy

11-04

【Momentum Trading】A Defense Trading Strategy That Works - CPPI (Constant Proportion Portfolio Insurance)

01-03

Quants! Learn from your foe - "Value Investing"

09-30

【Pair Trading】Part 3. The strategy that helps minimize your portfolio risk

08-30

【Pair Trading】Part 2. 5 in-depth analysis of distance approach in pair trading

08-02

【Pair Trading】Part 1. Introduction to pair trading strategy

07-19

Optimize your MACD strategies with advanced indicators

12-26

Experiment of Turtle trading strategy

12-12

【Cont.】 MACD strategy follow up report