Calculating Historical Volatility

Hi there! This is one my most popular posts and I would love it if you became an RSS Reader! The inspiration for my S&P500 Volatility Timing model came from rereading portions of Mandelbrot's book, The (Mis)Behavior of Markets, and trolling...

comments

Daytrading on Steroids

I've posted this article before on my old site and thought it was fitting to re-post it here. It's a story about a company called Tradebot Systems, Inc. CEO David Cummings, a former commodity pit trader and programmer, built an Automated Trading...

comments

Build an ETF Trend System in Excel

Today I wanted to share with you a part of the algorithmic back end to my ETF Trend System. Note, I said “part”, I’m not giving away all my secrets. It’s written completely in Excel, incredibly simple, and is a macro that you can import. The...

comments