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
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
Money Management
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The ETR Comfort Ratio (Improved version with Thresholds)
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This builds on the monthly ETR Comfort Ratio publish in 2018 by adding a Threshold for drawdown magnitude and time spent in a drawdown. Anything beyond those thresholds become discomfort and are accumulated. More robust way to use the ETR Comfort Ratio.
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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.
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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.
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Trading
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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
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
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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.
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Basso Interview Stocks & Commodities Magazine
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Tom Basso's November 1993 interview by Thom Hartle in Technical Analysis of Stocks & Commodities magazine
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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.