A Seasonality Trade In Gld And Gdx

week-0-enrolment-and-initiation-intro-webinar-replay-2

week-0-enrolment-and-initiation-welcome-to-trade-like-a-quant

week-1-seeing-the-market-for-what-it-really-is-the-math-of-trading-too-big-cagr

week-1-seeing-the-market-for-what-it-really-is-the-math-of-trading-too-big-compounding

week-1-seeing-the-market-for-what-it-really-is-the-math-of-trading-too-big-position-sizing

week-1-seeing-the-market-for-what-it-really-is-the-math-of-trading-too-big-volatility-drag

week-1-seeing-the-market-for-what-it-really-is-the-math-of-trading-too-big-volatility-estimation

week-1-seeing-the-market-for-what-it-really-is-the-mortal-sin-of-trying-to-be-a-hero

week-1-seeing-the-market-for-what-it-really-is-tlaq-week-1-webinar-replay

week-2-stonkingly-obvious-high-probability-edges-an-introduction-to-volatility-targeting

week-2-stonkingly-obvious-high-probability-edges-predicting-returns-and-return-volatility

week-2-stonkingly-obvious-high-probability-edges-some-things-just-go-up-if-you-wait-long-enough

week-2-stonkingly-obvious-high-probability-edges-tlaq-week-2-webinar-replay

week-2-stonkingly-obvious-high-probability-edges-universe-selection

week-2-stonkingly-obvious-high-probability-edges-volatility-targeting-in-the-real-world

week-3-inefficiencies-and-where-to-find-them-tlaq-week-3-webinar-replay

week-4-an-ensemble-of-strategies-to-exploit-flow-effects-tlaq-week-4-webinar-replay

week-5-time-varying-risk-premia-and-a-volatility-basis-trading-strategy-tlaq-week-5-webinar-replay

week-6-portfolio-zen-and-the-fine-art-of-sitting-on-your-hands-tlaq-week-6-webinar-replay

wk0.welcome

wk1.experimentWithRandomData

wk1.highLevelBusinessPlan

wk1.isTradingAGame

wk1.isTradingAGameWeCanLoose

wk1.isTradingGameWeCanWin

wk1.priceDiscovery

wk1.priceDiscoveryAlphaCompetition

wk1.priceDiscoveryLimitOrderBook

wk1.priceDiscoveryOpeningAuction

wk1.priceDiscoveryRegularTradingSession

wk1.seeingTheMarketWhatItReallyIs

wk1.sinTradingTooBig

wk1.sinTradingTooMuch

wk1.tryToLoose

wk1.understandingMortalSins

wk2.CommodityCarryandTrend-Following

wk2.CryptoBasisArbitrage

wk2.EqualWeightBuyandHold

wk2.EqualWeightRebalanced

wk2.ETFArbitrage

wk2.MarketMaking

wk2.OurSimpleRiskPremiaHarvestingStrategy

wk2.OurStonkinglyObviousHigh-ProbabilityEdgeRiskPremiaHarvesting

wk2.PairsTrading

wk2.SimpleRiskParity–ManagingVolatility

wk2.stonkingly-obvious-high-probability-edges

wk2.StonkinglyObvious

wk2.SuccessfulTradingPast

wk2.WhatDoTheseApproachesHaveinCommon

wk3.CalculateDayoftheMonthandDailyLogReturnsinExcel

wk3.CreateElevatorPitches

wk3.ElevatorPitchesforInefficiencies

wk3.ExploreDateSubsetsandLookforConsistencyoftheEffect

wk3.GetTLTDailyPricesfromAlphaVantageAPI

wk3.GroupbyDayoftheMonthandPlotMeanReturnsforEachDay

wk3.InefficienciesandWheretoFindThem

wk3.LookingforEvidenceintheData

wk3.RebalancingGameDataAnalysis

wk3.TheCompetitiveMarketforDumbMoneyAlpha

wk3.TheRebalancingGame

wk3.TheWindowDressingGame

wk3.TimeSeriesPlots

wk3.WhyAreTradersPreparedtoTradeatInopportunePrices

wk3.Win-LoseGames

wk3.Win-LoseGamesYouMightBeAbletoCompeteAt

wk3.Win-WinGames

wk4.An-Ensemble-of-Strategies-to-Exploit-Flow-Effects

wk4.Explore-the-Flow-Effects-App

wk4.Putting-it-All-Together

wk4.The-Rebalance-Game-–-Data-Analysis

wk4.The-Rebalance-Game-–-Elevator-Pitch

wk4.The-Rebalance-Game-–-Stock-Reversal-An-Alternative-Implementation

wk4.The-Rebalance-Game-–-Strategy-Rules

wk4.The-Window-Dressing-Game-–-Data-Analysis

wk4.The-Window-Dressing-Game-–-Elevator-Pitch

wk4.The-Window-Dressing-Game-–-Strategy-Rules

wk5.A-Dynamic-Model-of-the-Basis

wk5.A-Dynamic-VIX-Basis-Trading-Model

wk5.Dashboard-and-Strategy-Simulation

wk5.Options-and-Implied-Volatility

wk5.Putting-Strategy-Rules-Together

wk5.The-VIX-Index

wk5.Time-Varying-Risk-Premia-and-a-Volatility-Basis-Strategy

wk5.VIX-Basis-Dynamics

wk5.VIX-Futures

wk5.Volatility-of-Volatility-as-a-Predictor-of-Volatility-Returns

wk6-An-Invitation-to-Join-RW-Pro

wk6-Are-My-Assumptions-Still-Valid

wk6-Get-Clear-on-Your-Objectives

wk6-Managing-Strategy-Volatility-Contribution

wk6-Portfolio-Zen-and-The-Fine-Art-of-Sitting-on-Your-Hands

wk6-Relax-and-Trust-The-Market-Gods

wk6-simulating-and-sizing-the-tlaq-strategies

wk6-The-Real-World-Adapting-to-Dynamic-Conditions

wk6-The-Real-World-Constraints

wk6-The-Real-World-Not-All-Strategies-Are-Created-Equal

wk6-trading-the-strategies

wk6-Whats-Next-For-Your-Trading-Portfolio

Zip

Enrolment And Initiation

Seeing the Market for What it Really is

Stonkingly Obvious High-Probability Edges

Inefficiencies and Where to Find Them

An Ensemble Of Strategies To Exploit Flow Effects

Time Varying Risk Premia And A Volatility Basis Trading Strategy

Portfolio Zen And The Fine Art Of Sitting On Your Hands