///This Week
There is a saying in the trading community: "you don't, trade the market, you trade your beliefs about the market". This leads to an overarching trading philosophy. I've found two philosophies in algorithmic trading:
1. Main Stream
"Future trends are unknowable hence, patterns are unreliable. Wear loose pants and be mindful of curve fitting".
2. Fringe
"Future trends are knowable hence, patterns are reliable. Wear tight pants and never mind curve fitting".
//Trading System
The trading system is now in version v7. I added a commodity strategy which rivals semiconductors in performance. It also provided the largest uncorrelation in the portfolio. YTD is 80% and MaxDD is 30%. Makes you wonder what an amazing year this could have been. The good news is the system is now out of sample and I don't have to wait till the new year to begin the recovery process, it has begun.
/Trading Strategies
Financials strategy $FAS (Direxion Daily Financial Bull 3X ETF) had a great week, the price and EC are at new highs. If this true continues, my current position should hit is profit target next week. Unfortunately, it's not full size in my portfolio because when the strategy was launched, it was already up over 20%.... Show More
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