Hot Chili — A Stock Trading Bot

Free Tier Now Offered What we have created is no less than a “Trading Bot”. All the hard work is … More

Launch of Hot Chili Analytics

We have just launched a new on line back testing and live trading platform: we call it Hot Chili Analytics. The … More

Quantconnect – Dump the Pump

Shorting Penny Stocks

Quantopian – Learning the Lessons

Amateur punters using a free back testing engine can not have been the ideal client base.

Quantopian, Quantconnect and Hot Chili Analytics.

Goodbye Quantopian. So much for “democratizing Wall Street”. An endeavor doomed to fail, still born.

Predicting Penny Stock Pumps with Tweets

Can you predict stock price manipulation with Tweets?

Quantopian – A More Complex Approach?

Very good brains worked on the Quantopian Home Team. Yet their approach seems to have failed.

Penny Stock Bullshit

I have concern for the countless people who are suckered into buying expensive products (crap) based on the myth of penny stock riches. I am even more concerned if the poor fools actually attempt to trade such systems and methods.

The Scammer

He is found everywhere, he was spawned by evolution itself, but nowhere is he so prevalent than in the financial markets.

Penny Stocks – A Better System Mr Sykes?

Mr Sykes says he does not predict price, simply follows. He appears to be selling chart patterns which I at least can not get to work.

Tim Sykes, Penny Stocks -WTF?

If your chart patterns had been SO good, would they not have shined through in back testing I wonder?

Tim Sykes and Penny Stocks – Buy The Dips! Crush it!

Tim Sykes now appears to be advising against momentum. He seems to be recommending a different strategy altogether. How confusing.

Tim Sykes and Penny Stocks – Crushing It!

Sadly, there has been no development so far by which I have managed to turn Penny Stocking from a Pig’s Ear into a Silk Purse.

Tim Sykes and Penny Stocks Part IV

So far, I am not impressed by the concept of Penny Stocking

Tim Sykes and Penny Stocks – Part III

Some time ago I decided that I ought to look into the possibility of trading “Pump and Dumps” on Penny Stocks.

Tim Sykes and Penny Stocks – Part II

I am working my way towards testing out the “systems” promoted by Tim Sykes and others of his ilk regarding … More

Tim Sykes and Penny Stocks

I must have been very bored indeed: I recently tried to read my way through some of the embarrassing hype on Tim Syke’s website concerning penny stocks.

Investment “Software as a Service”

If you want to offer investment software as a service then it had better be idiot proof, designed for the technologically illiterate and immaculately maintained.

Stock Markets or the Roulette Wheel?

It struck me very forcibly recently that the stock market is used by many in exactly the same way as … More

Dual Momentum – Stocks and Bonds

Here is a link to a version of a Dual Momentum system I drafted a while ago in Python/Pandas, using … More

Quantconnect and Quantopian

I have recently spent much time chasing rainbows on both Quantopian and Quantconnect.

The Little Man and the Taoist Portfolio

The little guy (you and I) should do two things: avoid “professionals” and invest only in index trackers.

World Economic Forum – The Davos Farce

The world economic forum is cram jam full of those spending other people’s money and talking, very largely, out of an orifice other than their mouth.

How to follow Trends on Currency Pairs

Following trends is devastatingly simple. But you will only profit if trends are there to be followed.

Grid Trading – Back Testing

It is essential to back test the Grid Trading system before considering putting it into action. If at all. I … More

Grid Trading Strategy on Currencies

Dexbot is a market making bot designed to trade on decentralized Bitshares exchanges. It comes equipped with a grid trading strategy – “Staggered Orders”.

Neil Woodford – What a Surprise!

Reading of the demise of renowned fund manager Neil Woodford, I was reminded of my deep capacity for destructive cynicism. … More

Generating Ersatz Options Data with Python

For some bizarre reason I thought at one stage I might be able to create usable “fake” options data from … More

Buy and Hold: only for Bright People

Googling “fallen fund managers” is a useful exercise for those very many participants in the financial markets who still believe … More

All Weather – A Python Interpretation

Herewith a Python interpretation of an ultra simple All Weather portfolio: Sorry, something went wrong. Reload? Sorry, we cannot display … More

Back Adjusting Eurodollar Futures

I created a couple of Jupyter Notebooks in Python to read individual futures contracts and concatenate them into a single P&L.

Quantopian – an over complex approach?

I don’t get the (possibly curve fit) obsession at Quantopian for tiny low volatility returns on vastly complex long/short algorithms … More

All Weather Portfolio 1928 -2018

An “All Weather Portfolio” could have been maintained throughout the 20th Century using stocks and lightly leveraged bonds to produce a return equivalent to pure stock market investment but at a fraction of the draw-down and volatility.

All Weather Portfolio

The All Weather Portfolio is the right place to be, even in a rising interest rate environment. A durable, well tested and satisfying strategy.

Vanguard Life Strategy Funds

Vanguard Life Strategy Funds – a look at the prospectus.

Passive Investing

If I had to pick a single stock market investment, this would be it. Or at least something similar. The iShares MSCI World ETF.

Smart Beta

The aim of so-called Smart Beta investing is to combine the benefits of passive investing with the perceived advantages of active investing strategies.

Equal Weighted ETFs Outperform?

Do equal weighted stock market index tracking funds outperform conventional market cap weighted funds?