August 2023
Sharpe Ratio Pros and Cons
The "Performance Metrics 101" blog series is geared towards providing traders with the essential evaluation tools they need to assess trading performance accurately. The goal is to provide a complete understanding of these tools, enabling [...]
The Black-Scholes Formula and Its Legacy
Earlier this week, I published a blog post about Long-Term Capital Management. One of my Twitter followers asked, "Was Myron Scholes involved in the Black-Scholes formula for option valuation?" The answer to that is yes! [...]
Systematic Advantage #20
Systematic Advantage #20: Systems can monitor more than six markets One significant advantage of automated trading systems is their ability to monitor multiple markets simultaneously. This means that the system can effectively track more than [...]
The Seasonal Tendencies of Corn
The Seasonal Tendencies of Corn Understanding the seasonal tendencies of corn is essential not only for farmers but also for traders looking to capitalize on market opportunities. Corn, being a major global commodity, has a [...]
The Spectacular Downfall of Long-Term Capital Management
In my recent blog post, I touched on the Russian Default of 1998 and briefly mentioned the involvement of the hedge fund Long-Term Capital Management. Nonetheless, after receiving interest from a client, I have realized [...]
It’s not all about returns
The “Trader's Mindset” micro-blog is the perfect source of inspiration to help you stay focused, determined, and motivated on your trading journey. It's not all about returns The objective isn't to relentlessly pursue returns in [...]