Trading results:
2019 +$3613,00
2018 +$1342,50
2017 +$5843,00
All verified!
(trading exactly one E-mini S&P 500 future for the Greed and Fear model portfolio)
Trading update - January 2019
- Details
- Written by Raoul Suurmeijer
- Category: Market updates
The volatility of December still had its effect on January. As explained in earlier posts, it's difficult to place a sensible stop loss when the market whips around and will likely hit any stop, whether it's a long or short-trade stop. In those market conditions it's best to sidestep for a while. But on two separate, more quieter days, the moment was right to take two trades which were very profitable bringing in a total of $3613,00.
Results 2019 Greed & Fear indicator
- Details
- Written by Raoul Suurmeijer
- Category: Results
In 2017, a start was made with verified actual trading results, all through a difficult, but still profitable 2018. Now we continue doing so for the year 2019. 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. With the accumulated profits, the value of this portfolio stands at $17185,50 at the start of 2019.
Market gurus and their predictions - Part 3
- Details
- 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.
There was a bug...
- Details
- 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
- Details
- 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?
- Details
- 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!
- Details
- 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'.