As stated in the welcome page there is a wealth of financial information available. This includes thousands of websites and advisory newsletters, as well as hundres of books ranging from personal finance, portfolio management, and stock investments to day trading and scalping trading. Despite this apparent wealth of information, most of it is unreliable. Many of the simple strategies presented in trading seminars, books, and websites do not withstand even the most basic statistical testing based on historical data.

The purpose of this site is to provide evidence-based conclusions derived from quantitative analysis. At the moment, one of the few works that employs a well-researched and quantitative approach to stock investment is the seminal book by Dr. Jeremy Siegel “Stocks for the Long Run.” This classic is now considered the definitive guide to financial market returns and long-term investment strategies. Our objective is to conduct a similar study to document the performance of some of the strategies available for short-term trading in the stock and futures markes and to offer novel approaches.