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.
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.