Our Research

The world does not need yet another market commentator. Our tools are designed to help investors along their investment journey

  • Signals: trend reversal signals (Bull/Bear) on equity indices, Forex and government bonds
  • Trading systems: simple steps from concept, back tests to auto-trade
  • Money management: bet sizing algorithms, money/risk management tools
  • Psychology: research and practical tools on habit formation
  • Topics: discussions on the industry, trends

What programs are usually used to back-test trading strategies?

Answer by Laurent Bernut: Testing a strategy is a journey. For any journey, You need the right equipment. I test everything on WealthLab then program on other platforms. Here is why The objective of back-testing is to simulate real trading. When You trade real money, You face the following problems: Position size: You do not […]

The Trading Edge Visualiser User’s Manual

It is impossible to survive in the markets without an edge. Let alone being able to quantify it. How do You know if You even have an edge ?  If You want to articulate a better strategy, You need to 1) understand where your trading edge comes from, 2) quantify it and then 3) gradually improve it. Sharpe, […]

The four horsemen of apocalyptic position sizing used by professional investors

Despite picking a fair share of good stocks, it is still tough to generate some consistent serious alpha. Picking the right stocks and exiting them well tells You how often You win. How much You win, however, is a function of how much You bet. Some professional investors pay surprisingly little attention to their bet sizes. Below […]

A powerful two step process to deal with the endowment effect: The game of two thirds, or how to deal with free loaders in your portfolio

If You were the owner of an apartment building, would You allow tenants to stay rent-free forever ? You would probably do everything in your power to either collect or evict free loaders. In the investment realm however, one of the main reasons managers fail to accomplish their goals is that they allow free-loaders to stay rent-free […]

The game of two halves: an elegant two-step process designed to cut losers, run winners, while maintaining conviction

In every hospital around the world, there is an unwritten rule: surgeons should not operate on their own children. There is no such thing as professional detachment when it comes to your own child. In the investment realm however, market participants are consistently asked to defend their convictions, but also expected to be surgical about their […]