The reward for long-term resilience in simple trading strategies - Part II

Marton Trencseni - Sun 16 March 2025 • Tagged with trading, sharpe ratio, win ratio, nasdaq

In this follow-up, I analyze 10 years of data on a select group of stocks to show that while higher take-profit and stop-loss thresholds boost win ratios and Sharpe ratios, longer holding times can lower annualized returns.

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The reward for long-term resilience in simple trading strategies - Part I

Marton Trencseni - Sun 09 March 2025 • Tagged with trading, sharpe ratio, win ratio, nasdaq

In this article, I explore how adopting longer-term, resilient trading strategies with higher take-profit and stop-loss thresholds can deliver more consistent, risk-adjusted performance.

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Stock returns of simple trading strategies

Marton Trencseni - Fri 22 March 2024 • Tagged with trading, sharpe, winratio, nasdaw

I clean up the code I wrote for earlier posts, and run simple trading experiments.

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Better be first 99% of the time than second 100% of the time

Marton Trencseni - Fri 25 August 2023 • Tagged with book, hft, trading, fpga

A review of the Donald MacKenzie's book Trading at the Speed of Light, which gives an excellent history and inside-peek of the world of High Frequency Trading, or HFT.

Trading at the Speed of Light

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