Interesting web pages or blogs?

• 04/26/2018 at 4:53 PM #69230
  Vonasi

  I’m always on the look out for new ideas to try out and as I have been mostly concentrating on momentum strategies recently I decided to switch to developing mean reversion strategies for a breath of fresh air. In my search for new ideas I stumbled across this web page:

  https://jbmarwood.com/mean-reversion-trading-strategy/

  ……that I found to be a very good read on developing mean reversion strategies as well as a lot of other information on general strategy development and testing. It is quite long but a worthwhile read.

  I am not promoting the site but just found it to be very informative and maybe of interest to others.

  I wondered if anyone else had stumbled across any interesting or useful pages on the www. that they might share with others on here for inspiration or strategy development purposes?

  I’m don’t want to be inundated with individuals advertising their own websites so if you selling something then I am not interested. If you want to buy something then that is another matter all together…..

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  Vonasi

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  04/26/2018 at 6:26 PM #69238
  manel

  http://www.financial-hacker.com/  – Interesting read esp a couple of the older articles talking about when to stop systems based on historical drawdown etc

   

   

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  04/27/2018 at 3:27 PM #69294
  Leo

  Here you find many strategies and tests

  https://oxfordstrat.com/rd-blog/

   

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  05/11/2018 at 10:26 AM #70194
  Eric

  https://www.forexfactory.com/showthread.php?t=444377

  

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  06/07/2018 at 8:38 PM #72592
  Vonasi

  I found this to be an interesting post on creating mean reversion strategies. Much of it agrees exactly with what I have already discovered myself but there are a few extra gems in there that I hadn’t worked out yet.

  http://alvarezquanttrading.com/blog/the-abcs-of-creating-a-mean-reversion-strategy-part1/

  

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  06/08/2018 at 7:15 AM #72609
  Nicolas

  The popular blogs posts and academic papers links aggregation about quantitative trading (updated daily): https://quantocracy.com/

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