Moomin Valley

I just got an email with my allocation of shares in this IPO . It's 82% of what I requested and the settlement dates and first trading ...

When I started trying to backtest the model with my new program the performance was bad, worse than I expected and worse than backtests I...

Another Australian IPO of a listed investment company (closed end fund). This one has a twist – there are no management fees and the direct...

These are the results of the year to date for the S&P 500 model, again without stops. As volatility is lower than the NASDAQ index, re...

Now this is a nice equity curve! This was produced by the computer making daily decisions for each day this year so far, using the full ...

I looked at the prospectus but decided not to invest . Apparently they got more than the minimum funds raised but claim that there aren'...

This is the equity curve trading NQ futures since the beginning of the trading experiment. It starts at about USD 4k because that was the...

After a couple of hours of coding and debugging I got the first little bit of the model decision tree to work and spit out buy and sell d...

Market went up strongly. Model is still long for Monday. But I'm still not in. I needed to take a break from trading. This is why I need...

I stayed up and closed at 7119.75 the bad trade where I went long at NQ = 7145. So in the end I only lost USD 500 on that trade and am still...

I'm great at analysis and no good at trading. Just like this guy . This is why I need a computer to trade for me. That will now be the t...

The Australian government has lowered the rate of corporation tax on small businesses and planned to lower the rate on larger businesses t...

Maybe today will finally knock my tendency to not follow the model out of me, but I kind of doubt it. I am getting better though. Today, ...

I made a small (1% of net assets) investment in Pershing Square Holdings (PSH.L). This is a closed end fund trading on the London Stock ...

It turns out that the Generation Global Share Fund is closed to new investors and so I couldn't do the fund switch I tried to do yesterd...

Following up from yesterday's post on delevering in my retail superannuation (retirement) account, here is the desired allocation compar...

I just made a big switch in my Colonial First State superannuation account to reduce risk. Stock markets still look bullish but the Fed sho...

The Australian Dollar rose from USD  0.7201 to USD 0.7228. The MSCI World Index rose 0.48% and the S&P 500 rose 0.57%. The ASX 200 fell...

Private equity funds like to report the returns on their investment using the internal rate of return metric. The IRR is the discount rate ...

Another hedge fund IPO in the coming month. This one is also managed by Commonwealth Securities and so I could participate via the broker f...

Here are my taxes for another year: A lot of items are down on last year. Foreign source income and unfranked distributions are up becaus...

I was rejected for the two jobs I recent applied for. One in Australia after interview and one in the UK pre-interview. So, it looks like we...

This is an interesting interview. About half way through he makes a deep point that if you use an oscillator type indicator and sell it whe...

Every couple of years the Australian Bureau of Statistics surveys the distribution of household wealth in Australia. The most recent data is...

If you follow this advice from Ramit Sethi , you won't have any money to buy a house or start a business, unless you have a lot left ove...

Mercantile (MVT.AX) released a bidder statement for Yellow Brick Road (YBR.AX) which provides no justification whatsoever for the 9 cent per...

The Australian Dollar fell from USD 0.7432 to USD 0.7201. The MSCI World Inde x rose 0.83% and the S&P 500 rose 3.26%. The ASX 200 rose...

Yellow Brick Road (YBR.AX) is an Australian mortgage broker and financial planning company. Mercantile Investment Company (MVT.AX), who...

Yesterday, based on looking at the candlestick patterns and Oscar Carboni's caution about a possible "holiday reversal" , I...

The model passed the test . We are now back to a positive return from trading for the month.

Following up on this post , I took the next long signal from the model, which was yesterday. I got in at NQ=7418.75, which was almost the l...

NetWorthIQ seems to have died. So, following up on EnoughWealth's blogpost , I have opened an account with NetWorthShare . It's surp...

I did some tinkering with the model to avoid the kind of false buy signal that resulted in the stop out last week . I applied Hodrick-Presco...

My long position was stopped out on Wednesday. Now back to more or less zero profit on this account - still have a positive overall result f...

The downside didn't last long... Model switches back to long this morning. The short trade lost the model 0.4%. Due to bad timing - clos...

The down day on Friday in response the Turkish crisis switched the model to short going forward. Based on the 3 hour stochastics, there coul...

The model state is almost identical with that on 10 January this year. That's presumably pretty bullish for the next week or so... Of co...

So, I backtested for all of 2017 using the latest model rules. The model makes money for the year, but there are several losing months, and ...

To try something different I tried a soybean daytrade. Made $107 in 17 minutes, so not bad :) But I only got the beginning of a much big...

The graph shows the average true range (ATR) divided by the closing NQ futures price for all 14 day periods in 2018 so far and the averag...

The market came with 4 points of stopping out the long position but then took off to the upside as soon as the New York market opened. Gain...

This month was the fourth month of the futures trading experiment. The first month was the model development phase, while May and June were...

Closed short and opened long @ 7261.5. Stop is @ 7211. The model switched to long today but the signal is close to remaining short and the...

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...