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

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

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