How This RANDOM Entry Beat The Market: The Tom Basso Coin Flip Proven and Explained
More free market research here: http://www.asxmarketwatch.com/2015/12/this-simple-indicator-smashes-buy-and-hold-returns/

Have you ever heard people say that a monkey with a dartboard can outperform the market? Although it's been quoted and requoted thousands of times, I believe it came from "A Random Walk Down Wall Street."

Van Tharp, in his book "Trade Your Way To Financial Freedom", outlined an experiment where he selected stocks at random - long and short - and used an ATR Stop with a 1% Risk Model (fixed fractional position sizing).

In this video I use the powerful tool, Amibroker, and 1000 different runs of 15 stock portfolios (Monte Carlo analysis) to see if, and how, this really works. The results will surprise you.

http://www.asxmarketwatch.com/

- Dave McLachlan
Letter to Clients, Contacts, Friends Post 9/11/2001
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Letter Tom Basso sent to clients, contacts, friends after September 11, 2001.
Low Sharpe Investment Addition Can Increase Sharpe Of Total Portfolio
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How adding a low Sharpe ratio investment actually can increase your Sharpe Ratio of the total portfolio.
Selecting Money Managers
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Discussion of selection of a portfolio of managers.
Volatility Feeds Profits in Futures Industry
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Shows how volatility is what feeds profits in the managed futures industry. Should be similar in other markets as well.
Money Management
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Ten Rules When Investing Improve Performance
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Ten simple rules to follow to improve investing performance.
Trading
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Timing The Market Makes More Sense Than Buy&Hold
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Why you should consider timing the market, unlike what the many tell you.
Relationship between ATR and Standard Deviation by Robert Carver
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How This RANDOM Entry Beat The Market: The Tom Basso Coin Flip Proven and Explained
Free preview
More free market research here: http://www.asxmarketwatch.com/2015/12/this-simple-indicator-smashes-buy-and-hold-returns/

Have you ever heard people say that a monkey with a dartboard can outperform the market? Although it's been quoted and requoted thousands of times, I believe it came from "A Random Walk Down Wall Street."

Van Tharp, in his book "Trade Your Way To Financial Freedom", outlined an experiment where he selected stocks at random - long and short - and used an ATR Stop with a 1% Risk Model (fixed fractional position sizing).

In this video I use the powerful tool, Amibroker, and 1000 different runs of 15 stock portfolios (Monte Carlo analysis) to see if, and how, this really works. The results will surprise you.

http://www.asxmarketwatch.com/

- Dave McLachlan
Time Spent In Up, Down and Sideways Mkts 2018 Update
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This study crunches 54+ years of data on the S&P 500 Index and shows the effect of timing the market versus buy and hold strategy. It also measures the time traders spent in various types of markets historically: up, down and sideways.
Opinion - Algos Are Getting A Bad Rap
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This discuss algorithmic trading and those that use computers to execute their strategies

This category of the research papers concentrates on papers that have been published over the years on either money management or trading topics.  They span decades of Tom Basso's life.