Recent Updates Made To Marwood Research
11/28/2021
We have recently completed two new courses. Hedge Fund Trading Systems Part Three and Analysis Of Fundamental Entry Signals. We have also started work on a new course called Cryptocurrency Trading Strategies. Our new courses are very detailed and will be available soon. Thank you for your patience.
09/28/2021
Some edits and improvements were made to Hedge Fund Trading Systems Part Two and the Expert Trading Strategies course. We also updated our US historical data subscription.
08/28/2021
I am working on two major updates to the program which will be released shortly. Analysis of Entry Signals (fundamentals) and Hedge Fund Trading Systems Part Three will contain detailed material encompassing all of my knowledge about profitable trading strategy design. Thank you for your patience.
07/28/2021
Another new trading strategy has been published to the Expert Trading Strategies Course called Growth Trend Stocks. This strategy uses a well known market timing model based on momentum and fundamental data. It has been adapted to trade individual stocks and produces a backtested annual return of 17.95% between 1994 and 2021. The strategy is provided with full rules, results and code.
05/29/2021
This month a new trading strategy has been published to the Expert Trading Strategies Course called Early Tech. The idea behind this system is to find promising tech stocks early. We want to find the best tech stocks before they become household names. We recorded a backtested annual return of 21.18%.
03/29/2021
I have just published a new trading strategy called PE Less Than One. This strategy buys undervalued stocks with a PE ratio less than one and shows an annualised return of 20% in our backtest period. The strategy is provided with full rules and sample code and can be found in our Expert Trading Strategies Course.
02/28/2021
I have just published a new class called Analysis of Entry Signals. In this 1-hour class you will discover the historical performance for 40 different trading signals. This will allow you to make better trading entries and avoid bad ones. Over 12,000 stocks and 20 million historical trades are analysed.
01/30/2021
This month, a new trading strategy has been published called Out of Favor Stocks. The idea behind this strategy is to identify low-priced, overlooked stocks before they become popular once again. It even managed to pick out meme stocks like GME and AMC.
12/30/2020
This month, a new trading strategy called Large Cap Timing was added to the Expert Trading Strategies Course. This system trades large cap S&P 100 stocks and is designed to buy the strongest stocks in the strongest sectors. Full results and code provided.
11/29/2020
A new trading strategy called ‘Profitable Stocks’ has been added to the Expert Trading Strategies Course. This strategy utilizes earnings data and produced a 20.08% annualized return in our backtest between January 2000 – November 2020. The raw signal also showed a positive expectancy over a large sample of more than 20,000 trades.
10/27/2020
This month I’m excited to announce another new course from instructor Peter Titus called E-Mini Weekly Options Income. This course details a strategy to generate weekly options income from SPX, SPY or the new E-mini futures options. This is a great addition to Peter’s other quality options courses.
09/28/2020
A new trading strategy has been added to the ‘Expert Trading Strategies’ course called Classic Trend Following. This system uses simple rules to find trending stocks and produced robust returns over the last 30 years. Full source code included.
08/27/2020
This month I have published a new course called Tools For Options Traders. This short course reveals some online tools that can help you learn and create sophisticated options trades. Options trading can be confusing but these tools make it easy.
07/28/2020
I’m excited to announce another new course has been added to Marwood Research called Amibroker CBT Intensive by Matt Radtke. This 4-hour course is designed for traders who want to use Amibroker to create complex backtests and optimizations using the Custom Backtest (CBT) interface. The CBT allows complete control of the backtest process and opens up a whole world of possibilities for users.
06/27/2020
I have just published a brand new strategy to Marwood Research (with source code) called IV Rotation. This strategy uses historical options data to invest in stocks on a quarterly time horizon. It showed excellent returns in historical tests with an annualised return over 20% per annum.
05/31/2020
A new lecture has been added to HTS Part One called ‘The Issue With Dividends’. Dividends can cause issues when backtesting stock trading strategies particularly breakout strategies. We address the problem in this article.
04/27/2020
A new report has been added to our ‘Special Reports’ section called Trading With Google Trends. This report looks at how Google trends data could be used to formulate a profitable trading strategy for individual stocks. Using Google trends data we were able to increase average profit per trade from 0.24% to 1.40%.
03/27/2020
I just created a new section in Marwood Research called Special Reports and published our first special report on the coronavirus. The report discusses how markets may react in the coming months and looks at the stocks I am interested in holding as well as avoiding at this crazy time.
02/27/2020
This month we published a new tutorial called Getting Started With Options Trading. Options trading can be complicated and confusing but it doesn’t have to be. In this short tutorial, professional options trader Peter Titus gets you up to speed with the basics of options and options strategies for beginners.
01/27/2020
This month we published another new course called Essentials For Amibroker. In this class, Amibroker expert and experienced quant, Matt Radtke shows you how to code and backtest trading strategies in just a couple of hours.
12/27/2019
This month we published a new research article called Improving Low Volatility Strategies. This article looks into the low volatility effect and its relationship to short interest. I have been looking for ways to improve our low volatility strategies for some time and this analysis provides some startling findings.
11/27/2019
This month I am excited to announce another new course called Zero To A Million – One Stock At A Time. This is my alternative to index fund investing. Learn how to build long-term wealth by investing into one or two quality stocks every month. Full backtest results and rules provided.
10/28/2019
This month I am excited to announce a new course from Peter Titus called SPX Daily Options Income. This course reveals a unique strategy to generate income from daily SPX options. The strategy trades SPX options three times a week and takes zero overnight risk.
09/27/2019
This month we published a new research article where we discuss the IPO effect. We find that the IPO effect is a persistent and profitable market anomaly going back to 1960. We find the strategy continues to be profitable in 2019 with a risk-adjusted return over 400% and a Sharpe ratio of 1.98. This article is included in the Expert Trading Strategies Course.
08/27/2019
A new trading strategy and Amibroker script has just been published to Marwood Research called Trading By The Book. This system is based on a classic mean reversion setup but performance is enhanced with the inclusion of price-to-book data. Contrary to popular belief, we find that higher P/B scores produce better (short-term) returns. This system has been added to the Expert Trading Strategies Course.
07/27/2019
This month a new course called Mid Cap Winners has been released. This course serves as an extension and update to the successful mean reversion strategy (of the same name) that we first published in 2017. The course has been extended to include greater depth and insight and now includes four additional strategies as well.
06/27/2019
This month a new investing strategy called 5-Rule Momentum has been added to the program. This system shows a strong backtest performance across 19 years of historical data using classic and simple momentum rules. The system beats the buy and hold by 9 percentage points in historical tests and performs well across multiple universes. This system is included in the Expert Trading Systems course.
05/27/2019
A new course has just been published to Marwood Research called Jesse Livermore Trading System. This new course reveals 25 lessons for trend trading and includes a complete trading system for large cap stocks that is based on the rules and principles of Jesse Livermore. This system shows a return of 19.81% annualized in historical backtests.
04/27/2019
A new trading system called Morning Trend has been added to the course Bonus Trading Strategies. This is an intraday trading system that uses the first two hours of the day to determine price trend for the rest of the session. This system shows strong performance and is suitable for system traders and discretionary traders alike.
03/28/2019
A new PDF guide has been added to the course Hedge Fund Trading Systems One called The Backtesting And Robustness Checklist. This PDF details 16 simple and advanced techniques that can be used to improve the robustness of a trading strategy.
02/25/2019
A new intraday trading strategy has been added to the program called 60-Minute Gaps. This system follows intraday trends and shows a smooth, upward equity curve across more than 2000 trades back to 2002. Full backtest results and source are included.
01/28/2019
This month a new course was added to our program. The Financial Data Project contains a free collection of financial, economic and alternative datasets that you can use for your backtesting and market analysis.
12/27/2018
Triple Bottom Stocks has been added to the Bonus Trading Strategies course. This lecture reveals a unique code for detecting triple bottoms and shows the historical backtest performance of this classic chart pattern.
11/25/2018
TWO new courses have been included in the program this month! Mastering Amibroker AFL and Build A Professional Trading System In Amibroker. These premium courses are designed to teach you Amibroker from the ground up.
10/28/2018
Historical daily price data for 6,519 US stocks is now included in our program at no cost. This data is provided in csv format and can be freely used for backtesting and analysis.
This data was scraped from Yahoo! Finance and will be updated weekly. I have also included the python script and instructions on how to use it.
09/27/2018
Two new items have been included in our program this month.
- A new premium article – How to Trade A Stock Market Crash (added to HTS P1)
- A long only trading strategy for volatility called Volatility Trader (added to the Bonus Trading Strategies Course)
Volatility Trader shows an impressive annual performance with no losing years since 2011.
08/27/2018
This month we included a new investing strategy called Sector Stragglers. This is a weekly strategy that looks for weak stocks in strong sectors.
It takes minimum effort to execute but shows significant returns above buy and hold in our historical tests.
07/27/2018
A new trading system called Perfect Pullbacks has been included in the course Bonus Trading Strategies.
This system is designed to trade pullbacks during bull market conditions. We recorded a risk-adjusted return of 35.9% and a win rate of 73% using a walk-forward method back to 1994.
06/27/2018
A new trading system called Micro Longs has been added to the course Bonus Trading Strategies.
This is a breakout system for micro cap stocks with a strong and consistent return in our backtests.
05/27/2018
This month we included a new short selling strategy called Micro Shorts. Impressive backtest results to 2008.
We also updated the Financial Research Spreadsheet with 18 new academic papers.
04/27/2018
This month another new trading strategy has been included in Marwood Research.
Second Time Lucky is a mean reversion strategy designed for S&P 500 stocks. It recorded no losing years in historical simulations.
03/30/2018
A new lecture and trading idea has been included in HTS Part Two.
Bar Strength Enhancement introduces an interesting way to improve our Bar Strength trading system using alternative data. The approach shows risk-adjusted improvements of over 100% for selected ETFs.
02/25/2018
This month a new trading strategy has been included in Marwood Research.
VWAP Pilot is an intraday system for stocks that is designed to find trends and avoid WHIPSAWS. The system is included with full rules, backtest results and Amibroker code.
01/27/2018
This month another new trading strategy has been included in Marwood Research.
VIX Trio is a swing trading system that shows an astonishing win rate of 97% between 1/2008 – 1/2018. The system is included with full rules and Amibroker code.
12/27/2017
A new trading strategy and code has been included in Marwood Research.
Nuggets Of Gold is a short-term system designed for the NUGT Gold Miners ETF. This is a high risk/high reward system which goes long and short. It has a holding period of 2 days and shows excellent historical returns.
11/27/2017
A new product has been included in Marwood Research this month.
The Financial Research Spreadsheet comes as an Excel spreadsheet containing over 400 curated financial research papers and trading strategies. Members of Access All Areas get complimentary access to this new product.
10/27/2017
Two new items have been included in Marwood Research this month.
Seven Ways To Validate A Trading System – a new lecture that explains the methods to evaluate a trading system and move forward to profitable trading.
New Quantopian code (python) has been included for the trading system Bar Strength. This code can be freely used on the Quantopian trading platform.
09/27/2017
Two new items have been included in Marwood Research this month.
Money Flow 3X – a new trading strategy that trades two tickers with a win rate ~70% and an impressive equity curve.
Quantopian code (python) – has now been included for the trading system ETF Pullbacks. This code can be freely used on the Quantopian platform.
08/27/2017
A new trading strategy and code has been included in Marwood Research.
Mid Cap Winners is a medium term investing system designed for the S&P 400 Mid Cap Universe. Simple logic but outstanding performance.
07/27/2017
New trading strategy added: Trading For Yield: Swing Trading System
An interesting mean reversion system that looks at treasury yields. 75% win rate.
06/27/2017
New trading strategy added to Hedge Fund Trading Systems Part Two
ETF Pullbacks. A mean reversion system with 70% win rate.
05/18/2017
New course added: Hedge Fund Trading Systems Part Two
Five new trading systems revealed and explained.
04/28/2017
New lecture added to Marwood Research.
A system idea and Amibroker AFL based on the Trendpilot™ ETF.
03/24/2017
New course added: The Big Volatility Short
A course that reveals full details of a powerful strategy for trading volatility.
02/26/2017
New lecture added to Hedge Fund Trading Systems: How to use the Kelly Formula
Information about the Kelly Formula and how to apply it with a trading system.
02/17/2017
New course added: How To Build An Automated Trading System In Excel
Comprehensive course from Peter Titus that covers building a trading robot in Excel.
01/20/2017
New lecture added to Hedge Fund Trading Systems: Intraday Pullbacks System.
A new trading system and Amibroker AFL that trades pullbacks in US stocks