Portfolio Management Software
Systematic trading is a popular and potentially profitable way to trade a variety of markets, including stocks, futures, and foreign exchange. In systematic trading, a trading system generates buy and sell signals using a predefined set of trading rules. In many cases, the trading system can be automated so that […]
In fixed ratio position sizing the key parameter is the delta. This is the dollar amount of profit per contract to increase the number of contracts by one. A delta of $3,000, for example, means that if you’re currently trading one contract, you need to increase your account equity by […]
A money management technique that can sometimes improve trading performance is to modify the position sizing based on crossovers of a moving average of the equity curve. The basic idea is to either trade more or fewer contracts when the equity curve crosses above or below its moving average. There […]
Trading systems or strategies use a predefined set of trading rules to generate objective buy and sell signals. While the variety of trading systems is almost limitless, most profitable trading systems have certain elements in common. Whether you build your own strategy or purchase one, trading a strategy with these […]
By Michael Bryant Ph.D. 2010 Abstract / Introduction: One of the biggest trends in retail trading over the past decade has been the increase in the popularity of automated trading. In this type of trading, also known as automated order execution, buy and sell signals generated by a trading system […]