Category Archive: Study

Dec 08

Trend Following Podcast

Michael Covel was kind enough to invite me back on his excellent podcast for another conversation. When I first appeared in July 2013 it was episode 144. He’s now closing in on 300 episodes, an incredible achievement. When I look at the list of guests he’s interviewed I see so many that are giants in …

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Nov 25

Zen Investing Podcast

I’ve listened to many of Joel Nelson’s interviews on his Zen Investing Podcast with portfolio managers, traders and authors who have greatly influenced me in my career, so I was delighted to be a guest myself. We talked about trend following on stocks, process-oriented vs outcome oriented goals, unintended consequences and more:- Joel Nelson – …

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Oct 26

Stocktoberfest 2014 – New Trends, New Friends

This weekend I’m on my way to Stocktoberfest, the annual event hosted by StockTwits’ Howard Lindzon. I love the intersection it represents of new trends, innovation, and markets, and I’m looking forward to it immensely, not only for the chance to meet and network with friends old and new, but also in anticipation of what …

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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


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


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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