@benkan45d6
Financial Analyst Programmer
Oct 28, 2023 · 6 min read · Recently, I'm reading the Positional Option Trading (2020) by Euan Sinclair. There is a section evaluating and comparing the performance of option structures such as straddle, strangle, butterfly, condor, etc. Euan performed the analysis with the sim...
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Aug 4, 2023 · 9 min read · It comes to the final stage of the trading system - setting a target risk for the portfolio and deciding an appropriate position size. Over-leveraged may blow up an account in one day, while the power of compounding will not be utilized efficiently w...
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Jul 24, 2023 · 8 min read · This is probably the most exciting part as a trader but I'm not going to examine complex rules here. I will use one trend-following rule and one mean reversion rule with two variations each to forecast. The forecast is a multiplier to the exposure. A...
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Jul 21, 2023 · 6 min read · Inspired by Rob Carver's Systematic Trading (2015) and Advanced Futures Trading Strategies (2023), this series recorded how I demonstrate the trading / back-testing framework from Carver. Plan I will use Python and Jupyter Notebook for this project....
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