Factor Update, October 15, 2017

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Factor Alert, October 11, 2017 — Misc. chart patterns

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Crude Oil - Factor Trading - Peter Brandt

The Next Big Crude Oil Move

 The Next Big Crude Oil Move
 The weekly continuation chart of WTI Crude Oil displays an 18-month H&S top pattern. This is a chance that the Sep 28 high will represent the high of the right shoulder.
 
Crude Oil - Factor Trading - Peter Brandt
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Factor Alert, October 8, 2017 — Energy markets

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Factor Update, October 8, 2017

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Trading Performance - Factor Trading - Peter Brandt

The 3 Most Important Ways to Track Trading Performance

Trading Performance

Human beings exist day-to-day in a world preoccupied by statistical measures, ranging from numerous personal health metrics (blood pressure, PSA counts, temperature, oxygen levels, heart rate, etc.) to standard weights & measures (gallons, pounds, meters, temperature, etc.) to determinants of economic well-being (GDP, unemployment rates, inflation rates, interest rates, balance-of-payments, etc.) to statistical definitions of every area of our lives. Modern society could not exist without measuring nearly every conceivable thing. Yet, many traders make no attempt to convert their Trading Performance into meaningful metrics. This is unfortunate because meaningful metrics are not simply interesting statistics – rather they can serve important functions:
  • Dictate and guide the development of trading strategy
  • Monitor trading outcomes against intended benchmarks
  • Diagnose potential problems
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Factor Alert, October 2, 2017 — Bottom in Sugar

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Three Most Important Ways to Measure Performance: Profit Factor, Gain-to-Pain Ratio, and Closed Trade NAV Curve

Human beings exist day-to-day in a world preoccupied by statistical measures, ranging from numerous personal health metrics, to standard weights & measures, to determinants of economic well-being, to statistical definitions of every area of our lives. Modern society could not exist without measuring nearly every conceivable thing. Yet, many traders make no attempt to convert their trading performance into meaningful metrics. This is unfortunate because meaningful metrics are not simply interesting statistics — rather they can serve important functions. Read More