Tag: algo

Blackarbs Retirement Strategy Algorithm Debut (Part 2)

Join the growing Blackarbs Research Group Discord community here Get access to the strategy that has returned 48% live trading since November 2023 here (Updated: 2024-Mar-02) Recap In part 1 of the series, I introduced the blackarbs retirement algorithm, a long only leveraged ETF strategy meant to perform at or better than SPY (the market benchmark) with less volatility. I discussed the goals I set for the algo and how thus far in simulated backtests and live trading it has met those goals.

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Mixture Model Trading (Part 5 - Algorithm Evaluation with pymc3)

Post Outline * Recap * Chapter Goals and Outline * Links * Embedded Jupyter Notebook Recap See <Mixture Model Trading (Part 1, Part 2, Part 3, Part 4, Part 5, Github Repo)>. This research demonstrates a systematic trading strategy development workflow from theory to implementation to testing. It focuses on the concept of using Gaussian Mixture Models as a method for return distribution prediction and then using a simple market timing strategy to take advantage of the predicted asset retu

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