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https://grizzlybulls.com https://grizzlybulls.com It's a freemium subscription service to the algorithmic trading models / hedging systems I've been developing

https://grizzlybulls.com https://grizzlybulls.com It's a freemium subscription service to the algorithmic trading models / hedging systems I've been developing over the last few years. 2022 performance: SPX (benchmark): -18.77% Free models: TA - Mean Reversion Basic (https://grizzlybulls.com/models/ta-mr-basic https://grizzlybulls.com/models/ta-mr-basic): -9.93% TA - Trend Basic (https://grizzlybulls.com/models/ta-trend-basic https://grizzlybulls.com/models/ta-trend-basic): -17.79% Vix Basic (https://grizzlybulls.com/models/vix-basic https://grizzlybulls.com/models/vix-basic): -20.45% Premium models: Vix Advanced (https://grizzlybulls.com/models/vix-advanced https://grizzlybulls.com/models/vix-advanced): -17.9% Vix - TA Advanced (https://grizzlybulls.com/models/vix-ta-advanced https://grizzlybulls.com/models/vix-ta-advanced): -16.14% Vix - TA Macro Advanced (https://grizzlybulls.com/models/vix-ta-macro-advanced https://grizzlybulls.com/models/vix-ta-macro-advanced): -3.15% Vix - TA Macro Monetary Policy Extreme (https://grizzlybulls.com/models/vix-ta-macro-mp-extreme https://grizzlybulls.com/models/vix-ta-macro-mp-extreme): +0.56% The models use no leverage and are always either 100% long the S&P 500 or 0% long (in cash). These are not HFT, averaging one trade per 2-4 weeks on average depending on the model. You can see active signals for the free models by checking the site frequently, or if you subscribe to one of the premium plans you'll get email or text notifications as well. In 2022, all but one of the models beat the SPX on an absolute performance basis, some substantially so with the top model returning positive absolute returns with a +19.33% outperformance gap. However, it was still a much worse year than 2021 as the unprecedented reversal of Fed policy in response to 40 year high inflation proved to make a challenging backdrop. Full 2022 performance report: https://grizzlybulls.com/blog/models-performance-update-q4-2022 https://grizzlybulls.com/blog/models-performance-update-q4-2... My take on the EMH, in short I believe in the 95% EMH, but that 5% makes all the difference and perfectly explains how legendary traders like RenTech, TwoSigma and David E Shaw have been able to outperform the market consistently for decades: https://grizzlybulls.com/blog/time-in-the-market-vs-timing-the-market https://grizzlybulls.com/blog/time-in-the-market-vs-timing-t...

chirau 4y ago
Interesting. What are the premium features of the service?
- pyrrhotech 4y ago
  Mostly access to the live signals of the model unlocked by that premium tier, with varying levels of notifications to real time signal changes (email, text, API and full automation option)
yewenjie 4y ago
Do you have some suggestions for how to get into the basics of algorithmic trading from first principles without spending months or years?
- pyrrhotech 4y ago
  I would start with learning the basics about the primary forces that move markets (examples are earnings expectations, macroeconomic health indicators, and sentiment measurement via VIX and TA). The hard part is identifying legitimate leading indicators / patterns of combinations of these that have lasting and tradeable impact, i.e. building your trading strategy with as little overfitting of noise as possible. Actually automating that strategy is the relative easy part, though still a pain the ass because brokerage APIs are garbage and often you'll find no API exists for a particular set of data you want so you have to settle for brittle scraping. I would also check out videos from a couple respectable algotraders on Youtube such as Kevin Davey and Jacob Amaral.

chirau 4y ago

Interesting. What are the premium features of the service?

pyrrhotech 4y ago
Mostly access to the live signals of the model unlocked by that premium tier, with varying levels of notifications to real time signal changes (email, text, API and full automation option)

yewenjie 4y ago

Do you have some suggestions for how to get into the basics of algorithmic trading from first principles without spending months or years?

pyrrhotech 4y ago
I would start with learning the basics about the primary forces that move markets (examples are earnings expectations, macroeconomic health indicators, and sentiment measurement via VIX and TA). The hard part is identifying legitimate leading indicators / patterns of combinations of these that have lasting and tradeable impact, i.e. building your trading strategy with as little overfitting of noise as possible. Actually automating that strategy is the relative easy part, though still a pain the ass because brokerage APIs are garbage and often you'll find no API exists for a particular set of data you want so you have to settle for brittle scraping. I would also check out videos from a couple respectable algotraders on Youtube such as Kevin Davey and Jacob Amaral.