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Javier Olivito

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  • Stock market bias on quarterly expirations

    Javier Olivito · April 24, 2021

    Most people are familiar with stocks. Even those ones that are not interested in stock markets know that, somehow, you can buy shares from listed companies expecting their value to rise in the future and ...

    trading
    6
  • Game-theoretic optimal strategy (II)

    Javier Olivito · June 14, 2020

    In the previous article of the series Game-theoretic optimal strategy, the concept of optimal play was introduced and illustrated solving a toy game. In this article, we are tackling a more complex game called heads-up ...

    game theory, Poker
    0
  • Machine learning applied to financial markets: moving average crossover prediction

    Javier Olivito · August 8, 2018

    The ecosystem of trading in financial markets hosts a variety of strategies that, depending on the inefficiency that they try to exploit, are amenable of being included in some of the primary categories. One of ...

    artificial intelligence, trading
    1
  • Game-theoretic optimal strategy (I)

    Javier Olivito · May 13, 2018

    Game-theoretic optimal strategy is a subject of game theory that has become popular in the poker community in the last years. The term optimal may lead to confusion as it can give to understand that ...

    game theory, Poker
    1
  • Trading misconceptions (III): Taking partial profits

    Javier Olivito · August 11, 2017

    We saw in the article Trading misconceptions (ii): Spreading out trades the cost of opportunity of splitting the entries. Now, we are going to explore the same strategy but applied on the profit target, commonly ...

    trading
    0
  • El timing en la fiscalidad

    Javier Olivito · August 3, 2017

    En materia fiscal es habitual divagar sobre progresividad del sistema, el valor de los tipos marginales, o la justificación de determinados impuestos, entre otros. Sin embargo, un aspecto que suele pasar desapercibido es el impacto ...

    Fiscalidad
    4
  • Trading misconceptions (II): Spreading out trades

    Javier Olivito · May 22, 2016

    The first article of the serie Trading misconceptions analyzed a technique very popular within the trader’s community. The technique discussed in this article is even more popular, in fact, it is considered as one of the mainstays ...

    trading
    1
  • Optimal trade size

    Javier Olivito · April 20, 2016

    Suppose you have learned or designed an EV+ strategy thoroughly tested which satisfy all the requirements to be considered the core of a winning system. You might think you are now ready to trade; you have clearly defined ...

    trading
    0
  • Trading misconceptions (I): Moving stop loss to break even

    Javier Olivito · April 11, 2016

    This is one of the most popular trader’s strategies to manage opened trades. The reason of the popularity of this strategy has to do with the psychological aspect; risk aversion is inherent to human being and therefore it ...

    trading
    0