Revisiting FXI from 2007

Back in 2007 I thought I had a great trend following system. I was feeling pretty smug about the direction that my AI trend models were giving me (because it was up). Little did I know that I was just lucky. The markets were trending upwards and...

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The Ye Old Blog List

Back when I started blogging in 2005-ish, I had a few blogs that destructed due to bad software or databases. My Sixth World News and Commentary site just stopped working one day and I couldn't recover any posts. I was a tech newbie so I didn't...

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Mean Reversion Trading Process in RapidMiner

{{<}}Lately I've been think about becoming more active in trading again. I was reviewing some strategies and decided to recreate a mean reversion trading process in RapidMiner. I found a mean reversion trading stategy that uses Python here and...

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The Rise of Machine Learning Trading

This is huge if you ask me. First it was roboadvisers and now the machines are going to take over trading. The machine learning agent found and exploited arbitrage opportunities in the presence of transaction costs in a simulated market proof of...

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The Less I do, The Better I do

Somewhere between 2010 and and 2011 I stopped Forex Trading and stopped stock picking. It was just too much stress and felt very futile. Reviewing the market on a daily basis was exhausting and I even abandoned market timing with my models (the...

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Trading Options Using Volatility Predictions

First things first, I'm completely new to the world of options and I welcome constructive comments on any future posts regarding this topic. Having said that, I have a confession to make. I've been working with an independent Wall Street option...

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Chinese Inspired Global Investment Rally

If the world follows the typical supply and demand economic theory, we are about to witness the beginning of a major global rally. The Chinese government recently loosened laws allowing its banks to invest indirectly in foreign equities and...

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