An Introduction to Elliott Wave analysis

HF Systems: State of play (PM update for 27.03.2020)

Not a bad end to the week with the HF Systems Model Trading Portfolio account sitting just shy of YTD highs. 

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Today's highlights: NZD/USD MD long hit PT 1 and partial profits taken.

Entered long on EUR/USD MD 2 system

Took profits of long EUR/JPY MD system.  

HF Systems: State of play (PM update for 25.03.2020)

HF Systems: State of play (AM update for 29.01.2020)

HF Systems: State of play (AM update for 28.01.2020)

HF Systems: State of play (PM update for 27.01.2020)

HF Systems: State of play (AM update for 27.01.2020)

HF Systems: State of play (PM update for 24.01.2020)

HF Systems: State of play (AM update for 24.01.2020)

HF Systems: State of play (PM update for 23.01.2020)

HF Systems: State of play (AM update for 23.01.2020)

12th December 2019: EUR/USD and USD index: Major breakout

In this video clip I cast a spotlight on the US dollar index and EUR/USD, both of which are in very close proximity to important decision levels. A little known quirky indicator (6/6 weekly swing high/low) has had a very good record of "calling" major trend moves in the value of the dollar against its largest European counterpart since 1976.  

15th November 2019: Systematic Trading Portfolios

This video is all about how I like to determine the amount of capital to place at risk on each component (system) within a trading systems portfolio.

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While many systematic traders like to use maximum drawdown as the first step in determining position sizes, I have found this approach to have drawbacks as it tends to place a disproportional weighting on the "best" systems. Monthly Value at Risk (VaR) is my preferred start point.