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Stocks outperforming the S&P 500 with low volatility
by
Tom Huggens
, uploaded
several months ago
Stocks that outperform the market are more likely to increase in the future that stocks that are lagging and performing worse than the market.
Outperforming stocks carry also higher risk and we should be particularly careful when entering positions in one of these stocks. Many reasons could explain why...
No notes
no reviews
23 downloads
EOD data for Eurodollar Futures
by
Caleb
, uploaded
several months ago
Here is a download item that will allow you to retrieve daily historical continuous contract data for CME Eurodollar futures. It gets non-adjusted price based on spot-month continuous contract calculations.
Eurodollar futures are interest-rate derivatives based on the LIBRO. These 3-Month Eurodollar futures are traded on the CME or Chicago Mercantile...
No notes
no reviews
4 downloads
Hull Moving Average Strategy - Multi Time Frame Trading System
by
QuantShare
, uploaded
several months ago
Using the Hull moving average, a market rule, two time frames and an N-Bar stop, this strategy generates an annual return of 30.91%, a high Sharpe ratio of 2.13 and a very low drawdown (-16.21%). The strategy beta is equal to 0.29 and the correlation between daily returns and S&P...
No notes
no reviews
74 downloads
Bollinger Bands + Market Timing Trading System
by
QuantShare
, uploaded
several months ago
The trading system is composed of two trading rules. The first one is triggered when a stock share price closes below its 20-Bar Bollinger Lower Band. The second one is a market-timing rule that prevents the trading system from entering new orders when the market is declining. A market decline...
No notes
no reviews
35 downloads
Vertical Horizontal Filter (VHF)
by
srishail
, uploaded
several months ago
Vertical Horizontal Filter (VHF) was created by Adam White to identify trending and ranging markets. VHF measures the level of trend activity, similar to ADX in the Directional Movement System. Trend indicators can then be employed in trending markets and momentum indicators in ranging markets.
Vary the number of periods in...
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no reviews
12 downloads
Multiple Time Frames Trading System - Price / Moving Average Crossover
by
QuantShare
, uploaded
several months ago
Here is a strategy I created to show you how to use multiple time frames in a trading system. The system is based on price crossover with its 10-Bar simple moving average. Although, no optimizations at all were done, the trading system has generated an annual return of 26.14%. It...
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no reviews
48 downloads
Cross Above 200 SMA on Average Volume Strategy
by
Brian Brown
, uploaded
several months ago
After a backtest, this trading system generated an average annual gain of 22.79%. The strategy Sharpe ratio for all period (2001-2011) is 0.77 and only 24.02% of trades were winners. Among the 11 years tested, only four showed a small negative return.
Here are the trading system settings:
- Number of...
No notes
no reviews
37 downloads
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