Moomin Valley

The model was long NQ for one day and lost a little (it remained short ES, surprisingly). Now it has flipped back to short. Given yesterday...

The model is switching back to long today. The last seven business days it was short but the market just went sideways more or less and it...

You would want to make sure that your trading model put you in the right direction in the 1987 crash (which I am old enough to remember ...

At the moment I am still in the experimental phase of the trading program. A 1 contract S&P or NASDAQ position either adds or subtracts ...

I have decided on formal rules for setting daily stop losses. It is based on the pivot-point method . The pivot point is the average of the ...

Yesterday the model said to go short NQ (NASDAQ) and long ES (S&P500). I started off the day, doing exactly that, though I entered th...

Another successful week. Now up USD 8k for the month and USD 6k since the trading experiment started. On Friday I was long NQ when I should ...

13F is a form lodged quarterly by US based investment funds. A 13F following strategy takes the stock picks from top hedge funds as reveale...

Articles about Bill Benter who "cracked" gambling on horse-racing by using a model to predict which horses would win and Eddie ...

The key to sleeping better in Australia while trading in the US markets seems paradoxically to be using wider stop losses rather than tighte...

A very active month financially. The Australian stock market rebounded quite strongly and now looks pretty bullish to me. I also started t...

The model was still short yesterday based on the forward forecast.  But Facebook's earnings release pushed the market up and I lost mon...

I got an e-mail about an Australian venture capital fund and decided to follow it up. The information the fund sent me looked very interesti...

I backtested the model for 2017 and some periods in 2006-8 and it either makes no money (2017) or matches the market. So, this needs a funda...

The "Gold Model" was stopped out twice in a row on Thursday and Friday when the market was more than 1% down and it was long. So I...

I did a proper analysis of trading futures with an options collar. The win and loss probabilities are the same as trading with a stop loss. ...

Commonwealth Securities Charges 0.1% and Interactive Brokers 0.08% for Australian stock trades. That means that to trade AUD 170k of stock y...

I put on my first collared futures trade. The idea was to sell a call 5 points above my long futures entry point and buy a put 5 point...

The Australia share price index - the ASX 200 - has not performed well since 2007. The current level is below its peak. However, when you...

I have now managed to reconstruct something similar to the old model I tried to trade a decade ago. It is a mixture of trend following when ...

I finally exited Leucadia National after they announced they are converting into an investment bank and will sell some of their private equi...

The futures market started crashing when the People's Daily said that Xi Jinping's comments on openness to trade did not apply to th...

Even with all my old notes it is hard to reconstruct the trading rules I was using a decade ago. I have put that on the "back burner...

I dug into my computer files and updated the trading models I last used 10 years ago. One of them which is fairly simple flashed a strong wa...

There are lots of types of trading. Some of the important strategies are the following: 1. Market-making: A market maker profits from the ...

I transferred some money from my Australian bank account to Interactive Brokers to do some practice trades. I haven't traded futures sin...

The first of the new style reports . A second losing month, but thanks to (listed) private equity investments, we beat the ASX200 index. ...

In a few months we will reach "financial independence" - our annual spending will be feasible with a l ittle less than a 3% p.a...

The Perth Mint (Western Australian government corporation) looks like the best way to invest in gold. There are no fees for trading or s...

Following up on my previous post where I tested the performance of an idealized portfolio, here are some more ideas about an actual impleme...

Interesting simulations of safe withdrawal rates over longer time horizons by ERN . The lowest withdrawal rate simulated is 3% p.a. Ed Thor...

On one of the many documents we've been sorting through my mother estimated her and my father's net worth in 1995. The number she ca...

We're sorting through everything in the apartment - first finding things specifically identified in the will to be given to various peop...

This weekend I am traveling to the other side of the world to visit the "home country", though it's not the country I grew up ...

I sold my 700,000 shares of IPE.AX on Friday and today at 13.5 cents each. This was after the company announced that due to a potential perf...

If a company offers shares at a discount to the market price through a dividend reinvestment plan then I participate in the plan. Not partic...

I have been doing some experimentation with designing optimal portfolios, something which I last looked at in 2011. I have the monthy rates ...

After eight months of gains comes a losing month. Here are our monthly accounts (in AUD): "Current other income" which is mo...

The graph shows the percentage premium over the original sales price (when the development was originally marketed) of freestanding hou...

The Australian Dollar tends to be high relative to the American Dollar during economic booms and low during economic crises. The recent lo...

We gained for the eighth straight month in a row as US stock markets went parabolic, the Australian Dollar rose, and one of our private equ...

My fair weather forecast for 2018 is a net worth gain of about AUD 250k to reach about AUD 2.3 million. It is based on expected salaries and...

Another new chart: This is based on regressing my returns in excess of the RBA cash rate on the ASX200 returns in excess of the cash ra...

So here is how the last year looks on a graph in the context of everything since 1996: The blue line is the sum of the other three l...