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 individual [...]

  • 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 sell-side [...]

  • 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, which sounds [...]