What are some trading strategies for stocks (just stocks, no derivatives) using freely available online data sources?


closed as off topic by Joshua Ulrich, chrisaycock, Dirk Eddelbuettel, Shane, Joel Spolsky Feb 8 '11 at 19:40

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    $\begingroup$ Questions asking for strategy ideas are most definitely off topic: meta.quant.stackexchange.com/questions/11/… $\endgroup$ – chrisaycock Feb 8 '11 at 16:41
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    $\begingroup$ "Those who say don't know. Those who know don't say." --Lao-tzu, Tao Te Ching (via Patrick Burns) $\endgroup$ – Joshua Ulrich Feb 8 '11 at 16:46
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    $\begingroup$ is it just because he didn't phrase his question with the word 'alpha' in it? Strategies, alpha generation in gneral, are central to quant work. How could this question possibly be off topic? $\endgroup$ – glyphard Feb 9 '11 at 3:36

There are two broad categories of trading strategies.

  1. Momentum strategies(e.g trend following)
  2. Mean reversion strategies.

Elder's book outlines the major ones: http://www.amazon.com/Trading-Living-Psychology-Tactics-Management/dp/0471592242

And the depressing truth about most of these strategies is outlined by Aronson: http://www.amazon.com/Evidence-Based-Technical-Analysis-Scientific-Statistical/dp/0470008741/

  • $\begingroup$ I'm not depressed. I enjoy working in a non-deterministic space. :) $\endgroup$ – Pete Feb 8 '11 at 18:51
  • $\begingroup$ I didn't know about the second book. I will read that! $\endgroup$ – Quantopik Feb 18 '15 at 8:57

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