Global Trading Blog

What Comes After a Dead Cat Bounce?

Wed Dec 02 2020

What happens after stocks suffer large one-day losses? This post finds that the proverbial "dead cat bounce" occurs overnight and is followed by continued losses the next day. Targeting international markets, I explore a trading strategy that aims to profit from the losses that follow a dead cat bounce.

A Primer on Survivorship Bias

Thu Nov 19 2020

What is survivorship bias, and why should you care about it? This post explains how survivorship bias can trick you into drawing faulty conclusions from your research, and what you need to know to avoid being tricked.

3 Takeaways from Quantopian Shutting Down

Thu Nov 05 2020

Quantopian announced that it is shutting down its community platform. This doesn’t entirely come as a surprise.

Should You Buy or Sell Stocks that Gap Down?

Thu Sep 03 2020

What happens when strong stocks gap down at the open? A well-known trading strategy is to buy the gap, expecting mean reversion. This post uses Zipline to explore down gaps and finds a profitable strategy based on selling, not buying, the gap.

Product Announcement: QuantRocket 2.0

Tue Jun 16 2020

QuantRocket 2.0 is now available, with minute data for US stocks, Zipline live trading, new broker support, new data providers, and more.

Intraday Futures Calendar Spreads and the Impact of Transaction Costs

Wed Sep 25 2019

Intraday trading strategies offer great promise as well as great peril. This post explores an intraday trading strategy for crude oil calendar spreads and highlights the impact of transaction costs on its profitability.

Is Pairs Trading Still Viable?

Fri Aug 30 2019

Classic pairs trading strategies have suffered deteriorating returns over time. Can a research pipeline that facilitates the identification and selection of ETF pairs make pairs trading viable again? This post investigates such a pipeline.

Hedging Long-Term Risk with an Intraday Strategy

Tue Mar 19 2019

Do intraday strategies have a place in the portfolios of long-term investors and fund managers? This post explores an intraday strategy that works best in high volatility regimes and thus makes an attractive candidate for hedging long-term portfolio risk.

Intraday Momentum with Leveraged ETFs

Tue Mar 05 2019

Does forced buying and selling of underlying shares by leveraged ETF sponsors cause predictable intraday price moves? This post explores an intraday momentum strategy based on the premise that it does.

Exploiting Business Day Patterns in FX Markets

Mon Feb 18 2019

Do businesses exchange currencies in predictable ways that FX traders can exploit? This post explores an intraday EUR.USD strategy based on the hypothesis that businesses cause currencies to depreciate during local business hours and appreciate during foreign business hours.