Living Finance - Algorithmic Trading

27/07/2020

In this article I show the advantage of applying a trading on a Stock Market divided into groups of securities rather than applying the same algorithm directly on all the securities. The concept is to map a Stock Market by dividing the Stocks into subgroups based on certain criteria (mark

15/07/2020

https://www.linkedin.com/pulse/lf-algorithm-22-years-last-high-volatility-markets-march-luca-fabbri

The figure above shows the Equity (green line) related to LF Algorithm applied to the 400 biggest US Companies from June 1998 to June 2020. This Algorithm works with 4 criteria and it is very flexible because it maintains its features with any selection of the criteria variables.

13/09/2019

In 25 years of trading experience I found that trading by automated algorithms gives an edge. This is an example of a real automated traded strategy that I have created on US Mega Cap (over 100 bil $ - 70 stocks) and Euro Top Sector Stocks (65 stocks - Euro Zone).

29/10/2015

In questo articolo confronto il valore nominale (prezzi) con il valore reale (potere d’acquisto) dei 30 titoli a maggior capitalizzazione tedeschi: i