Jay Kaeppel has over 25 years experience in the financial markets.
He has worked as the Head Trader for a CTA and published a number of popular trading books on Futures, Options and Stock Market Seasonality.
He also spent a number of years writing a weekly column titled “Kaeppel’s Corner” and publishes on his blog “Jay On The Markets”.
He is now Portfolio Manager for Alpha Investment Management, offering strategies such as the ‘Alpha Multi-Income Strategy’ to investors.
In this episode we discuss a number of seasonal tendencies, how they can be integrated into a trading model, the applications of the Known Trend Index and the reasons why most traders fail.
- The Santa Claus rally - what it is and how to trade it
- How to use seasonality to complement other models
- Seasonality tendencies around holidays
- Monthly seasonal tendencies and a simple monthly seasonal system that vastly outperforms stock index returns
- Boiling down the trading process into 4 simple words
- Using leveraged ETFs for seasonality trades
- The worst performing month of the year (it’s not October)
- Converting seasonal tendencies into a trading model
- A simple seasonal sector system that takes only 6 trades per year
- Diversification vs Specialisation and the impact it can have on trading and drawdowns
- Are seasonal trading strategies just data mining?
- The Known Trends Index (KTI) and how it can be used in trading
- Why most traders fail