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The Wicked Problem of Trading
Or, why I've been gone for a year
Jun 26
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Matt
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The Wicked Problem of Trading
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July 2022
The Profits of Trading is in Dopamine, not Dollars
Pithy wisdom is for managing your "high", not your profit
Jul 24, 2022
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Matt
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The Profits of Trading is in Dopamine, not Dollars
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False Precision in Modelling
When I was younger I believed in a kind of physical determinism. I thought that if you knew exactly where everything was and exactly how fast it was…
Jul 3, 2022
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confirmsignal
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False Precision in Modelling
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December 2021
Position Sizing Based on Conviction or Volatility
I’ve developed an approach for position sizing that allows for conviction-adjusted sizing based on a quantitative measure of statistical significance. I…
Dec 26, 2021
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Position Sizing Based on Conviction or Volatility
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October 2021
Checking for Seasonality in the S&P 500
Is "Sell in May and Go Away" Alpha?
Oct 2, 2021
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Checking for Seasonality in the S&P 500
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September 2021
Testing SqueezeMetrics GEX and DIX Indices
I previously looked at @SqueezeMetrics GEX and DIX indices to see if they had any casual impact on future returns in the S&P 500 index but my an…
Sep 25, 2021
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Testing SqueezeMetrics GEX and DIX Indices
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Don't Do Statistics Before Causality
If you don't put causality into your models, you won't get it out of them
Sep 19, 2021
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Don't Do Statistics Before Causality
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August 2021
Mean Absolute Deviation and MAD About Shaming Science
A spotlight on a replacement for standard deviation and the existential value of science
Aug 29, 2021
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Mean Absolute Deviation and MAD About Shaming Science
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Taking the Temperature of Dr. Copper
Evaluating the use of the metal as a leading market indicator
Aug 22, 2021
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Taking the Temperature of Dr. Copper
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My Analysis Approach and What Motivated It
How and why I attempt to separate signal from noise
Aug 14, 2021
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My Analysis Approach and What Motivated It
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Bayesian Testing of Trading Ideas
Conviction should follow confirmation. The only confirmation I see discussed around trading on Twitter are additional untested signals. My goal is to…
Aug 7, 2021
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Bayesian Testing of Trading Ideas
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July 2021
False Positive Errors and Introduced Auto-correlation
In my previous report I messed up my result by introducing an auto-correlation false positive into my results. I've corrected my infrastructure to…
Jul 20, 2021
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False Positive Errors and Introduced Auto-correlation
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