Category Archives for "Graybox Trading"

Dec 28

Generalization and Specialization

Graybox Trading

My intuition for markets is very good. I have a high generalized ability to read markets. It is less likely that I know the specific specialized optimal parameters for my trades. Specialization is where machine intelligence such as programming and optimization already excel. And, machine learning is starting to offer the promise of generalized intelligence. […]

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Dec 28

My New Market Cognition Loop

Graybox Trading

One of my goals for 2019 is to create a better synthesis for my discretionary and quantitative trading. Discretionary loop: Attention Cognition Execution Systematic loop: Idea Program (Specialization) Test Graybox Loop (my new loop): Attention Cognition Program Rehearsal Execution

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Aug 04

Becoming A Cyborg Trader

Graybox Trading

My vision for my trading is to become more like a cyborg trader otherwise known as the quantamental approach. I am very good at predicting the market and reading the tape. But, I am not as good at trading when I am down and self doubt causes me to make certain types of mistakes. While […]

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May 18

Trade-ability Measure: A Measure of Jumps

Graybox Trading

I wanted to introduce the idea for a metric that may be useful for discretionary traders, and yes, even system traders. The idea stems from this idea that markets make transitional moves that can be captured in real-time and jumps which can only be captured if positioned in advance. The percentage of moves that occur […]

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May 13

Quantamental Approaches and Focus

Graybox Trading

My goal for the past several years has been to seek synergistic solutions to enable myself and, perhaps other discretionary traders, to use their existing strengths while taking advantage of the best algorithmic and “quantitative insights”. However, only recently, have I learned that there is an actual word for this called the “quantamental” approach. It […]

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Mar 06

Simple Graybox Technique: Colorizing Background

Graybox Trading

A simple but effective technique for building your first graybox is to colorize the background based on whether you should be looking for short or long trades and/or based on identification of specific setups. A key benefit over simply using traditional indicators is that it eliminates the effort and tedium required to process multiple indicators. […]

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