How do stop-loss orders affect trading strategy performance?

February 10, 2016
by

4

By Tucker Balch, Ph.D. and Anderson Trimm, Ph.D. “A stop order is an order placed with a broker to sell a security when it reaches a certain price. A stop-loss order is designed to limit an investor’s loss on a position in a security” —investopedia.  In this article we investigate how the addition of stop-loss orders affect […]

Posted in: research, strategy

How to avoid accidental global variables in Python

January 29, 2016
by

0

Because of the way the Python programming language is implemented it is easy to “accidentally” define and use global variables without the programmer even realizing it.  Later on, the code might behave oddly and be hard to debug.  Here’s a quick trick you can use to avoid that pitfall.

Posted in: Uncategorized

Do the returns of high turnover trading offset tax consequences?

January 20, 2016
by

1

Vip Opções Binárias that trade frequently usually have high turnover and are therefore taxed at a higher rate than strategies that hold positions for one year or longer.  In this article we examine the tax consequences for high turnover strategies. keywords: short term capital gains tax, investing, trading

Posted in: public policy, strategy