I have been researching strategies to invest money for my retirement in a smart way, that does not take a lot of time and does not keep me up at night. After many, maybe hundreds of hours I finally came up with a very simple strategy. In this video I show you what my back tests are showing. I am working on an e-book in which I will explain in detail how the strategy can work for you and how I use it to build up wealth of my own. Let me know in a comment if you are interested in the e-book. It will motivate me to get it out sooner rather than later.Continue reading
Today I came across the following post: When SPY Falls 2 Times More Than Average Change on the Quantified Strategies blog by Oddmund Grotte. As I am looking for a more quantified approach for my investing / trading, I decided to do a back test on the strategy explained in the post. The strategy is as follows:
For one of my trading projects I am looking to calculate something called sharpratio for pricing of an equity over time. This can be done in a spreadsheet, but this becomes a bit laborious as I want to do this for more than 1000 of data sets. So I set out to write a bash script that calculates the sharp ratio on any given price data set from Yahoo Finance. If you are interested in how I use this as part of a trading strategy. I will be posting there shortly on how I intend to use the below code as part of the trading strategy I use. More info on the theory of sharp ratio can be found here.