Category Archive: Study

Oct 16

It’s Not 2007, It’s 2014

Do you think people view market risk and the financial industry today the same way as they did in pre-crisis 2007? — Jon Boorman, CMT (@JBoorman) October 16, 2014 Do you think people complacently view their house as an asset and leveraged debt today in the same way they did pre-crisis 2007? — Jon Boorman, …

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Oct 13

Could You Kill That Loss In Cold Blood?

(This is an updated version of a post originally published in March 2013.) Sometimes, when you’re developing a trading system and you’re looking back through the trades it took, you come to a ‘market event’ type of move, one where we might gap lower, or skid relentlessly, a flash crash, or an actual big-boy crash. …

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Oct 11

Why ‘Alpha Capture’?

Alpha Capture is the name given to the method by which hedge funds extract value from sell-side research and broker trade ideas by tracking and measuring their performance both in absolute terms and relative to their peers. It was first developed by hedge fund Marshall Wace in London and has subsequently been used by numerous …

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Oct 09

Correction Roadmap – You Are Here

AlphaCapture

It’s been a while since I’ve needed to pull out the correction roadmap, but we’re getting close to some interesting levels, and normally when I produce this chart it tends to mark a bottom, so let’s see if it’s still got the magic touch. Traders have all kinds of nomenclature for movements of different magnitude. …

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Oct 01

What A Difference A Day Makes

AlphaCapture

Twenty-four little hours… or in market terms, six and a half. There were some big moves out there today. If you’re a daytrader, new highs are already a distant memory and you’ve possibly been shorting into strength now that the trend for your timeframe is lower. If you’re a swing trader you’ve possibly been stopped …

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Aug 26

New Highs, New Fears

There’s a scary chart doing the rounds this morning. It wouldn’t be a new high without one. Take a look:- Let’s assume it’s well-intentioned, and it’s trying to give us some context of where we are in relation to previous occurrences. The implication is two-fold, that the markets will see a stunning reversal not dissimilar …

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Aug 22

New Highs

AlphaCapture

Another potential correction over. This time we barely made it to the -4% mark before ratcheting higher to leave in place another V-shaped move that has been the hallmark of this rally over the last 18 months. If you just play the indices or use them as your guide for your stock positions these type …

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Aug 05

An Introduction To Trend Following On Stocks

In the 18 months I’ve been active on social media I’ve had an opportunity to engage with many portfolio managers, some of whom choose to share their insights and vast experience of managing client portfolios. I’m always particularly interested to learn from anyone who has been in the business longer than they might care to …

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