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a collection of ruby files useful for analysis and testing of financial trading strategies

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china-quant/trader

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Goal

To produce an average >20% per year with a minimum of risk.

Overall Strategy

Use one of a set of rule-based or mostly-rule-based systems to trade daily charts from, in sync whith market phase.

Overall Tactics

Develop and maintain multiple rule-based, or mostly-rule-based systems, and deploy each when it is in-phase. In this way, there will always be 1 chief system running the show, and at least two backups ready to step up, should the market phase change. Each system should have clear definitions for the following components and a proven track record of Goal-reaching success: Entry Method - how and when does a given symbol signal an entry (up or down) in this system? Position Sizing - how many shares/lots of the symbol should be purchased/sold, so as to achieve risk/goal-reward balance? Exit Strategy - how and when does a trade terminate? What kind of stops are used? When and how are stops moved?

Detailed Tactics

Bull Market Systems

Sideways/Unclear Market Systems

Bear Market Systems

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a collection of ruby files useful for analysis and testing of financial trading strategies

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