intraday strategies: a crude oil backtest
Since our last mail, we have added recent statistics and performance metrics for our oldest trading strategies:
We have also updated charts and data for our Strategy Bundle 1 (3 mean reversion strategies for SPY/ES):
Strategy bundle for S&P 500 (+18% out-of-sample returns in 2022)
The strategies come with Amibroker and Tradestation/Easy Language code and logic in plain English for those who code themselves, for example, in Python.
Best regards,
Oddmund and Sammy
From QS
[post] Limit Order Strategy (Such backtests might be problematic)
[post] Intraday Trading Strategies (including a crude oil backtest)
Investing
We don’t only do short-term trading, we also do long-term investing. Here is a long read that argues against being a hardcore dividend investor (why limit yourself?)
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