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Monday, April 4, 2011

April 4 - Trading Accomplishments

Completed the following tasks:
  • Read 64 trading blog posts
  • Archived 1 trading posts in searchable database
  • Updated market breadth indicators spreadsheet
  • Posted Market Report
  • Added mean reversion trades to trading journal
  • Researched volatility-based dynamic hedging and position sizing strategies for day trade mean reversion strategy
  • Researched bootstrap and Monte Carlo permutation statistical analyses
  • Tracked SPY (0.08%) and IWM (0.22%) intraday activity
  • Simulated BSDiff10 trades = 40 (-2.28%)

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