Trading Spreads

I used to love trading spreads. I still do, I just haven't for a while as my focus has been on systems development. The plan is to eventually go back to spreads once I have enough systems in production. So what are spreads and why is an automated systems developer writing about them? Spreads to…
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Being Quantitative

I love trading quantitatively. I began trading discretionary and have no idea how I survived. Discretionary trading is so difficult. You're at such a disadvantage. Yet many fight the switch. As a discretionary trader the biggest problem I faced was where to exit a position. Entry is entry. Anyone can get in a trade and find…
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Keep It Simple

I don't understand why many traders feel the more complicated their approach the higher chance of success. One could easily argue the opposite is true. There comes a point where there is so much complexity you forget the basis of your strategy. You have so many conditional statements or rules that you lose focus. It's analogous to the…
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Improve Performance Through Seasonality

This discussion on seasonality is only limited to my current strategies. I cannot offer a blanket statement, that all strategies have a seasonality that directly impacts performance. Though my hunch is it does. By seasonality, I mean some periods of time that perform better than other, whether measured in weeks or months. In simplest form…
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