Trading update - October 2018
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- Written by Raoul Suurmeijer
- Category: Market updates
October started with two losing trades, which were later compensated with one winning trade. Just like the textbook says, keep your losses small and let your winners run. But in reality, trading is never that easy because this month could very easily have hurt your trading result on several occasions.
Market gurus and their predictions - Part 3
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- Written by Raoul Suurmeijer
- Category: Market psychology
After part 1 and part 2 of the 'Market gurus and their predictions'-series, there's now part 3.
Results 2018 Greed & Fear indicator
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- Written by Raoul Suurmeijer
- Category: Results
Last year, a start was made with verified actual trading results and I will continue doing this moving forward. The result is based on trading only 1 E-mini S&P future with a (minimum) $10.000,- base amount. This is the Greed and Fear model portfolio.
There was a bug...
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- Written by Raoul Suurmeijer
- Category: Machine learning
If you're a software developer like me, then the phenomenon of a so-called bug is a well know thing. The other day, I ran some tests and discovered one in my neural network which has significantly degraded the performance in the last 6 months.
Texas sharpshooter fallacy
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- Written by Raoul Suurmeijer
- Category: Market psychology
Every now and then when I'm reading an article from the world of behavioral economics discussing a particular phenomenon, it makes you realize once again how much trading and investing is about human behavior.
What is autotrading?
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- Written by Raoul Suurmeijer
- Category: Autotrading
First, autotrading is a great development for the trading community, both for investors as well as traders. It gets rid of all the fluff and ambiguous analysis that float around the internet, that whole crazy circus feeding the modern gold-rush.
What really is the Greed and Fear indicator? A neural network!
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- Written by Raoul Suurmeijer
- Category: Machine learning
Early visitors of this blog have seen my daily posts for years now with the so called Greed and Fear indicator and to which direction it was pointing. This was my initial attempt to expose the indicator to the public. Along the way, the performance was measured of course, to see if it was any good and useful in trading. The most honest way to measure this performance was by counting index points 'it called right' subtracted by 'index points it called wrong', as I've explained here in more detail.
But during all those year, I never explained in some more detail what the Greed and Fear indicator really was, while this is probably one of the most fascinating subjects today: a neural network! The more widely known terminology would be machine learning, artificial intelligence etc. There are subtle differences, but it all comes down to 'intelligent software'.