stock market trading strategy

  • Part 2 – Alpha as Life
  • Passive Investing – Active Investing – Alpha Returns Index funds are passive investments; their goal is to deliver a return that matches a benchmark index. The Old Testament of indexing is Burton Malkiel’s classic A Random Walk Down Wall Street, first published in 1973 by W.W. Norton and now in its ninth edition. For typical […]

  • Chapter 09 – The Text Frontier – AI, IA, and the New Research
  • Hunting Investment Alpha and Trading Alpha from Online News, Social Media, and Rumors Alpha hunters are always looking for new territory. When a strategy becomes known and used by too many players, the collective market impact of getting in and getting out will squeeze out all the profit juice, and only the lowest-cost transactors (large […]

  • Chapter 03 – Algorithm Wars
  • Algorithmic Trading Strategies and Automated Stock Trading “How about a nice game of chess?” — WOPR computer in “War Games” There used to be two market structures for U.S. equity traders to contend with: the NYSE (for listed stocks) and NASDAQ. Recent counts put the number at roughly 40. Many are sources of dark liquidity, […]