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
Money Management
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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.
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.
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.
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
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
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

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.