Every reading in the archive · 4 · TradersWeek

Skip to main content

2016Filter listed futures by relative liquidity and open interestLiquidity and costs 2017Evaluating futures liquidity for executable contract selectionLiquidity and costs 2017The minimum-margin habit is not commodity-market riskSizing and leverage 2017A relative liquidity rank for choosing an executable futures contractLiquidity and costs 2017Small-cap swing entries that wait for accumulation and Chaikin to clearEntry and exit rules 2017Constructing a futures liquidity filter for contract selectionLiquidity and costs 2017Filter futures by liquidity, open interest, and equal-dollar sizeLiquidity and costs 2017A pre-trade fail test for the cheap-looking nameDecision process 2017Rank futures liquidity before contract selectionLiquidity and costs 2017Screening value traps with regime-aware overlaysPortfolio construction 2017Build a futures liquidity filter from open interestLiquidity and costs 2018Evaluating a normalized risk index for drawdown and exposure limitsDrawdown and survival 2018Evaluating futures liquidity for executable contract choiceLiquidity and costs 2018Volume-confirmed pivots versus unregulated spot exposureAuction and volume 2018Credit-spread risk budget beyond supportOptions and volatility 2018Executable futures selection from a 2018 liquidity boardLiquidity and costs 2018Evaluate futures liquidity before contract selectionLiquidity and costs 2018Open-interest liquidity filter for futures contract selectionLiquidity and costs 2018Construct a futures liquidity filter from open interest and rangeLiquidity and costs 2018Constructing predictive filters with RSI and walk-forward testsIndicators and filters 2018Ranking futures by liquidity, open interest, and equal-dollar costLiquidity and costs 2019A three-filter stack as a redundancy testIndicators and filters 2019Break-even stops require a new invalidationStops and loss limits 2019Assigning jobs in a stochastic, parabolic, and moving-average stackIndicators and filters 2019Ranking futures liquidity before contract selectionLiquidity and costs 2019Ranking futures liquidity before you pick a contractLiquidity and costs 2019Bounding capital risk with phase-aware stopsStops and loss limits 2019Screening futures by equal-dollar liquidityLiquidity and costs 2019Measure the Bollinger Bands touch before adding engulfing and a volatility stopEntry and exit rules 2020Momentum scale-in and midpoint break-even stopsEntry and exit rules 2020Building an equal-dollar futures liquidity screenLiquidity and costs 2020Use liquidity and open interest as a futures execution screenLiquidity and costs 2020Compact index futures as diversified contract selectionIntermarket and spreads 2020Filter futures by range-scaled liquidity and open interestLiquidity and costs 2020Layering Relative Strength Index, MACD, and Parabolic SAR onto relative rotation mapsIndicators and filters 2020Mechanical Parabolic SAR as an always-in flip after a breakoutIndicators and filters