Where is gold heading in 2016

Pavel Hála | Analyses | 4. 1. 2016
gcg16_alert

It’s the beginning of the year, and here comes my traditional gold market forecast. First, I’d like to evaluate last year’s outlook. At the time of its writing (January 2015), the price of gold was $1300. The precious metals had been rising back then and many people started to talk about beginning of the new…

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Quantitative trading series | Part 4 – Commitment of Traders

Pavel Hála | Quantitative trading | 15. 10. 2015
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As I promised last time, I will finally delve into my quant beginnings. I consider the work in COT analysis to be my truly first quantitative achievement. COT, or the Commitment of Traders, is the report published by the CFTC (US federal agency for the supervision of commodity markets). The report is actually a huge…

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Market breadth

Pavel Hála | Workshop | 30. 9. 2015

Name Link S&P500 Equal Weighted Index / S&P500 Index SPXEW/SPX Nasdaq 100 Equal Weighted Index / Nasdaq 100 Index NDXE/NDX Wilshire 5000 Total Market Index / S&P500 Index WLSH/SPX % of S&P500 stocks above 50MA / % of S&P500 stocks above 200MA SPXA50R/SPXA200R NYSE Summation Index NYSI VIX Term Structure VIX/VXV High Yield Corporate Bonds…

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New term structure chart

Pavel Hála | Announcements | 16. 9. 2015
zc_term_structure

Term structure (or forward curve) gives investors an important insight into the state of the markets. Now you can find it in SpreadCharts too! It’s under Historical charts in the app. Here’s the current term structure for CBOT Corn as an example:

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Seasonal trading signals launched!

Pavel Hála | Announcements | 11. 8. 2015

After about a year of development, we’re launching new seasonal trading signals. The studies are based on our own algorithm, which was tweaked to found the best trades in the futures markets. Actual trades are sorted by the entry date. Each row contains computed entry date and exit date from the trade, average return on…

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ICE futures added

Pavel Hála | Announcements | 29. 7. 2015

We’ve added ICE futures contracts into our app. We bought a new commercial data feed for ICE data. The most visible change is in the softs group. However there are also new commodities in the energy group such as Brent Crude Oil, ICE Gasoil, UK Natural Gas and others. Dollar index in the currencies group…

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Quantitative trading series | Part 3 – Let the machines work for you

Pavel Hála | Quantitative trading | 6. 7. 2015

In the previous article I described the tool that scans through the commodities markets and find interesting trading opportunities based on seasonality and contango. I also told beginners in quantitative trading not to get discouraged by the complexity of my description. I’ll describe my own beginnings in future parts of this series, because I also…

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Quantitative trading series | Part 2 – Why Excel won’t be enough?

Pavel Hála | Quantitative trading | 18. 6. 2015

In the previous article I explained what is quantitative trading about. In this article I will briefly describe how to start your own research. As I wrote last time, I’m writing about my path and my approach, which may not suit everyone. So take this article as an inspiration. Quantitative trading has the great advantage…

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Quantitative trading series | Part 1 – What is quantitative trading about?

Pavel Hála | Quantitative trading | 3. 6. 2015

What does quantitative trading actually mean? First, I must point out that this designation conceals many trading techniques on various types of assets using different trading frequency. The unifying element (according to me) is the use of data mining methods, i.e. bulk data processing using custom algorithms, subsequent visualization (plotting), or searching for patterns and…

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What am I working on right now?

Pavel Hála | Announcements | 25. 5. 2015

After two years, I have left Charles Bridge Global Macro Fund in April this year. I moved to a brokerage and asset management company Colosseum, a.s. I’d like to use this post to thank my friends at Charles Bridge. It was a wonderful time working with a small group of very smart people. Charles Bridge…

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