Sublime
An inspiration engine for ideas
Public markets reward predictability.
Patrick Vernon • Venture Capital Strategy: How to Think Like a Venture Capitalist
David Swensen’s Unconventional Success or Joel Greenblatt’s You Can Be a Stock Market Genius.
Laurence Endersen • Pebbles of Perception: How a Few Good Choices Make All The Difference
Example: Volatility-Based Trading System
Löwy Juval • Righting Software
the required behavior is accomplished by an interaction between the various encapsulated areas of volatility.
Löwy Juval • Righting Software
Option pricing model—The newest (at least to VC firms) tool in the valuation tool set is what’s called an “option pricing model” (OPM).
Scott Kupor • Secrets of Sand Hill Road
finding the sequence of stock purchases and sales that maximizes your total returns is an optimization problem.
Pedro Domingos • The Master Algorithm: How the Quest for the Ultimate Learning Machine Will Remake Our World
I'm principally a pattern trader. Apart from using the average true range and a 200‐day moving average, I focus purely on price.
Brent Penfold • The Universal Tactics of Successful Trend Trading: Finding Opportunity in Uncertainty (Wiley Trading)
Monthly Close Model (1933) This model will simply enter long if the current month closes above the previous month's close. It will reverse and go short if the current month closes below the previous month's close. The strategy is always in the market and is referred to as a stop and reverse strategy.