Comments on: About https://systematicedge.wordpress.com Beating The Market Systematically Fri, 02 Sep 2016 00:36:20 +0000 hourly 1 http://wordpress.com/ By: Greg (@QuantNews_com) https://systematicedge.wordpress.com/about/#comment-1559 Fri, 01 Apr 2016 04:32:57 +0000 http://michaelguan.wordpress.com/?page_id=2#comment-1559 Hi M,

I like your blog, and I think we’re targeting the same audience. Would you be interested in swapping blogroll links?

Thanks,

Greg
http://www.quantnews.com

]]> By: Bob Barnes https://systematicedge.wordpress.com/about/#comment-643 Fri, 28 Feb 2014 21:55:09 +0000 http://michaelguan.wordpress.com/?page_id=2#comment-643 I’ve used the XLE, UNG,USO 3 way pairs trade to build a platform that trades the relative strength and momentum between the 3 ETFs. When all 3 are downslope the model goes to cash. A polynomial to the 6th degree is applied to the equity curve and used as a money management stop. The model rebalances on a daily basis at the end of day.
A post related to the model can be seen here:
http://etfmosolutions.blogspot.com/2014/02/spy-at-new-high22414.html

More info on the M3 platform can be seen here: It was originally designed to trade SPY and XIV using the alignment of SPY and XIV momentum but can also be used with the Qs or other applications such as the XLE model.
http://www.etfmosaic.com/m3.html

The Mosaic TrendX site features a real time data feed and is free.
It helps to provide a quick visual snapshot of what M3 is all about.
http://mosaictrendx.blogspot.com/

Best regards,
Bob

]]> By: Systematic Edge https://systematicedge.wordpress.com/about/#comment-617 Thu, 20 Feb 2014 19:37:36 +0000 http://michaelguan.wordpress.com/?page_id=2#comment-617 In reply to Matt.

Hi Matt,

The code, if they are available, are all attached on the posts that I write.

Cheers,
M

]]> By: Matt https://systematicedge.wordpress.com/about/#comment-616 Thu, 20 Feb 2014 19:33:00 +0000 http://michaelguan.wordpress.com/?page_id=2#comment-616 Hi,
Nice set of blog postings.
I was wondering if you make available your R-code to help in trying to reproduce your examples. I’m familiar with SIT code, for what it’s worth.
Regards,
Matt

]]> By: Raymond Bennett https://systematicedge.wordpress.com/about/#comment-592 Sun, 15 Dec 2013 17:56:39 +0000 http://michaelguan.wordpress.com/?page_id=2#comment-592 I’d like to have your help in transferring my Metastock formulas to Amibroker. Would you be interested?

]]> By: Keys https://systematicedge.wordpress.com/about/#comment-517 Mon, 29 Jul 2013 16:04:40 +0000 http://michaelguan.wordpress.com/?page_id=2#comment-517 Can you provide your contact email so i can inquire about the Shiny app you put together for the guys at Macquarie? I would love to be able to have you do some work for us.

]]> By: Systematic Edge https://systematicedge.wordpress.com/about/#comment-482 Mon, 01 Jul 2013 23:28:17 +0000 http://michaelguan.wordpress.com/?page_id=2#comment-482 In reply to Peter Urbani.

Thanks peter,

Marcos’s work is on the to-do list for a while… I hope to get to it soon.

]]> By: Peter Urbani https://systematicedge.wordpress.com/about/#comment-470 Thu, 27 Jun 2013 00:59:04 +0000 http://michaelguan.wordpress.com/?page_id=2#comment-470 Great blog – you may be interested in some of the material at http://www.quantresearch.info/

]]> By: Anthony FJ Garner (@AnthonyFJGarner) https://systematicedge.wordpress.com/about/#comment-198 Fri, 22 Mar 2013 10:29:47 +0000 http://michaelguan.wordpress.com/?page_id=2#comment-198 I have listed your blog at Traders Place. Please reciprocate if you see fit. http://tradersplace.net/websites/view/web-sites-2/175/systematic-edge/

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