Moomin Valley

Finally we had some good downside on Friday with the NQ futures falling 126 points to 7299.75 – each point is $20 per contract. I had a stra...

I computed my average gain per NQ contract traded in 2006-2008 compared to in 2018. In 2006-08, on average I gained 0.46 points per contrac...

After seeing a big profit disappear again a few times, I think I am going to adopt a combination of strategic and tactical trades now that I...

There is a lot of incorrect information on the web about applying the Kelly criterion in the stockmarket. It is very different to applying ...

We phoned Interactive Brokers about the login problem. They have a system issue. They set up the account so it can accept a temporary securi...

As of Saturday morning I am not receiving the test messages from Interactive Brokers that I need to log into the account. I sent a text to m...

The model has switched to short as at the open of today's Globex session (8am Eastern Australian Time, 6pm New York Time). I went short ...

Well, in my mother's former account. Apparently the main (international) bank doesn't care that we the estate hasn't yet complet...

So, I put on my second trade of the month - long NQ - and was stopped out again, losing $1100 this time. The stop actually saved about $300 ...

The chart shows each short and long decision the model has made in the NASDAQ 100 index since the beginning of the year. The letter S or ...

I had read back in April about BlueSky's battle with activist hedge fund Glaucus . As a result, the share price of the management com...

One of the main ideas in traditional momentum trading wisdom is that as volatility increases your position size should decrease. This is one...

I have been reading the Complete Turtle Trader , trying to get some inspiration. Back in the early 1980s, futures trader Richard Dennis h...

It turns out that the NASDAQ 100 Index gives better trading signals than the NQ futures prices themselves do. I think the reason for this is...

I didn't trade while I was in Japan because my mobile phone wasn't receiving the text messages I needed to log in to my trading acco...

This month was the third month of the futures trading experiment. The first month was the model development phase, while last month was abo...

So far it looks like the "old" more systematic model won today. US stocks are down. I'm not trading as I was flying to Japan a...

I'm not happy with this model rule that I added on 27th April. It's not very systematic. So, I dropped it, while keeping rules adde...

This report seems bullish for the price of gold over the next 30 years. Continued growth in India and limited gold discoveries recently see...

Mercantile Capital (MVT.AX) has made an offer to take over IPE.AX at AUD 0.0775 per share. I've discussed Mercantile's interest in I...

I still have some capital losses left over from the financial crisis. I will probably use them up for this tax year ending 30 June. After th...

Another very active month financially. The Australian stock market rebounded quite strongly but then turned over as other markets did. This...

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 ...