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, a Better Way to Measure Return-to-Risk
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Letter to Clients, Contacts, Friends Post 9/11/2001
Letter Tom Basso sent to clients, contacts, friends after September 11, 2001.
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The ETR Comfort Ratio (Improved version with Thresholds)
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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Volatility Feeds Profits in Futures Industry
Shows how volatility is what feeds profits in the managed futures industry. Should be similar in other markets as well.
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Trading
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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
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Timing The Market Makes More Sense Than Buy&Hold
Why you should consider timing the market, unlike what the many tell you.
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BassoInterviewStocks&CommoditiesMagazine
Tom Basso's November 1993 interview by Thom Hartle in Technical Analysis of Stocks & Commodities magazine
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The Value of Asset Allocation Combined with Rebalancing
Adding value to a portfolio with CTAs. Applies to many investments and trading as well.
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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.