enjoytheride.world – Education for Traders
A study of close to 6,000 days of stock market price action and the breakdown of those days’ price action.
Robert Carver publishes an interesting study of the relationship between Standard Deviation and Average True Range (ATR)to measure volatility
Why you should consider timing the market, unlike what the many tell you.
A little leverage is optimal, too much is dangerous
Describes the value of adding currency trading to your portfolio
This study was done to determine the time that the S&P500 has spent in up, down and sideways market condition.
Study by Wilcox/Crittenden in 2005
Algo traders seem to always be getting unjustly blamed for sudden moves in the market. Tom discusses algo trading.
An update to a previous research project to understand the amount of time the stock market spends in various directions.
This is what Tom uses to more acurately measure return to risk when running historical simulations
This article in 1997 was on the mental aspects of Tom’s trading style
An early interview with Tom published in Stocks and Commodities Magazine
Buying a drawdown in the CTA industry makes sense.
Discussion of selection of a portfolio of managers.
Letter Tom Basso sent to clients, contacts, friends after September 11, 2001.
Shows how volatility is what feeds profits in the managed futures industry. Should be similar in other markets as well.
How adding a low Sharpe ratio investment actually can increase your Sharpe Ratio of the total portfolio.
Talks about CTAs going through performance cycles.
Dollar Weighted Returns are not Time Weighted Returns
One of “free” return to risk enhancements in portfolio management
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