Tag Archives: Stocks

Slippage and Root Mean Squared Error in Model performance

REAL traders all know how important slippage is.  You wanted to buy at 20.05 but got filled at 20.07.  Then you wanted to exit at 20.55 but got filled at 20.52.  The $0.02 on the went in and the $0.03 … Continue reading

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Integral Theory – States

Integral theory believes we enter different states of awareness, of consciousness, etc throughout any given day.   Have you ever been unable to break an angry mood? Your state was angry.  Have you ever been highly irrational for a long … Continue reading

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Daily Trading Goal – Caught in Your Own Thinking

Today’s daily trading goal is to stop getting caught up in your thinking.  In psychology,  one aspect of this is the confirmation bias.  Where view almost all information as confirming our original thoughts.  Stop this by wearing aware it exists.  Be … Continue reading

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Earnings Seasons Q4: My Love Hate relationship with Gap Data

It was 2 years ago I created a profitable fade strategy. However, as my risk tolerance shrank so did my use of the strategy. The strategy was simple: find stocks that were up a huge percentage relative to themselves and … Continue reading

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