Evolution of Algo Trading over years

Evolution of Algo Trading over years
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VWAP: Volume weighted average priceTWAP: Time weighted average pricePOV/Volume: These strategies are referred to volume inline, percentage of volume (POV), of participation rate algorithmsArrival Price: The arrival price algorithm has different meanings across different brokers and vendorsImplementation Shortfall: The IS algorithm is like the arrival price algorithm in many waysBasket Algorithms: Basket algorithms also known as portfolio algorithms are algorithms that manage the trade-off between cost and total basket risk based on a user specified…

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MARKETS are Rational PEOPLE are NOT

MARKETS are Rational PEOPLE are NOT
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The “efficient markets” theory is half right. The market’s mechanism for allocating prices is extremely fair. It’s a simple two-way auction process by which price moves over time to facilitate trade either up or down-an extremely rational, efficient process. The other half of the efficient market equation, however, is often wrong; people are seldom rational when they make financial decisions. The first step toward more profitable investing is to accept that market irrationality is due…

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Nassim Nicholas Talep and Harry Markowitz Two most read papers about portfolio management

Nassim Nicholas Talep and Harry Markowitz Two most read papers about portfolio management
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Nassim Nicholas Talep “Statistical Consequences of Fat Tails” Published in 2020. A recent read compared to Markowitz “Portfolio Selection” published in “The Journal of Finance”, Vol. 7, No. 1. (Mar., 1952), pp. 77-91. Both of them are must reads. Markowitz passed away on 2023. I wonder if those two guys ever meet each other. If they ever did I wonder if they discussed their own approaches. I will search for it and let you know…

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SAP Rise & Grow and AI Platform Technologies – Some ideas

SAP Rise & Grow and AI Platform Technologies – Some ideas
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Why a vector Database is a must?A vector search engine is a type of search engine that uses vector representations, also knownas embeddings, to search for relevant information. Unlike traditional keyword-based search engines, vector search engines use mathematical techniques to represent and process the meaning of words, phrases, sentences, or documents in a high-dimensional vector space. The key idea is that semantically similar items have similar vector representations. Vector search engines are particularly useful for…

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The (Mis)Behavior of Markets – Must know fact about markets

The (Mis)Behavior of Markets – Must know fact about markets
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Benoit Mandelbrot and Richard L. Hudson spend good amount of time for making it understandable in the book “The (Mis)Behavior of Markets” “Markets are much riskier than we have been led to believe. They are prone to violent, unpredictable swings, and these swings are not mere anomalies but part of the natural order of things.” This quote highlights Mandelbrot’s critique of traditional models that underestimate market risk and fail to account for extreme events. “The…

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The Untold Side of the Turtle Trading Legacy ft. Bill Eckhardt – A must listen podcast

The Untold Side of the Turtle Trading Legacy ft. Bill Eckhardt – A must listen podcast
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The link to the podcast: The Untold Side of the Turtle Trading Legacy ft. Bill Eckhardt & Rob Sorrentino | Top Traders Unplugged The structure of the market is that the money flows from the many to the few. So, you have to be among the few, not among the many. If you do normal human reflexes, normal human reactions, then you’ll almost always find yourself among the many and you’ll be a loser. Trading…

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Monthly Updated List of 157 Reliable MQL5 Signals – Test Starting for 2025

Monthly Updated List of 157 Reliable MQL5 Signals – Test Starting for 2025
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As of 12122024 I have selected 157 signals from mql5 signal list. I had the following criteria Max Drawdown 40%Min 1% Profit per monthmin 50 trading weeksmin 1.5 profit factor Here is the list of 157 signals in an excel file. (I will attach the file here.) Every month I will update the results excel below. You would see the date and end result…. Enjoy 157 Signal report file is just up in the link…

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13 Laws of Trading – No Compromise can be done!

13 Laws of Trading – No Compromise can be done!
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The 13 Laws # 1 – Have A Game Plan When Trading… And Stick To It # 2 – Control Your Emotions At All Times # 3 – Stay Disciplined And Think Objectively # 4 – Don’t Trade Just To Trade # 5 – Never Think About Money When Trading # 6 – Winning Percentage Means Absolutely Nothing # 7 – Lose Like A Professional # 8 – Let Your Winners Run # 9 –…

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