Closing Out 2010 with 10 Things that Mattered Most to Readers
Another year is almost in the books.
It’s been five years since I birthed MarketSci and over two years since I started this blog, and I still live in a perpetual state of being fascinated, frustrated, and enamored with these markets (and that’s a good thing).
I made three big changes to my portfolio this year: (a) accounting for seasonality biases in my short-term trading, (b) incorporating market-neutral pairs-trading (with our new PWB strategy) to reduce daily beta exposure, and (c) creating a true “generational strategy” (with our new TAA model) for my long-term wealth goals.
In short, I’ve been branching out from the pure short-term active trading I’ve relied on for the last five years into other conceptually-different strategies.
Last but not least, here are the 10 things we talked about in 2010 that mattered most to readers (based on the number of reads and comments):
VIX-based Pairs Trading Strategy
Sources of Free Historical Data
Debunking Haldane’s Momentum Strategy
Measuring the Consistency of a Strategy
Kaeppel’s Sector Seasonality Strategy
Ramblings on the State of Short-Term Mean-Reversion
Here’s to more BIG things in 2011!
Happy Trading,
ms
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Filed under: Random Stuff | 4 Comments
Thanks for the posts. Happy New Year, Good luck and Good Trading/Investing in the new year.
Michael, your blog continues to be my #1 read on a daily basis. Thanks for your efforts and a Happy New Year to you.
John
A great year, Michael, at least as judged by the quality of the content on your blog. Regarding the seasonality material, I can’t tell you how many people I have sent here to review your monthly calendars who have come back with very favorable comments.
Best of luck for a happy and profitable 2011,
-Bill
Michael,
Many thanks for sharing your work. I have been interested in technical analysis for years and your articles continually offer me new ways of looking at and improving my own approach.
So, I wish you continued success in 2011,
JCF