What if Trading Would Be Easy?
This is what I am trying to do with my colleague Andrea: let people trade without stress. We found some statistical behaviors that we would like to share with traders from all around the world. Statistical trading is the key according to Larry Williams.
Why Statistics Matter in Trading
It is important for a trader to win more than he loses while investing money. The turning point is the ability to read reality and try to trade according to it.
We are discovering new rules every day, organizing a portfolio of trading robots able to catch the behavior of the markets.
A Sample Statistical Behavior
Here is a sample of our discoveries. This is a futures market behaving exactly like this on average. We can do this thanks to our high quality historical data:
This kind of pattern — a consistent, repeating statistical behavior that shows up in the average across many days — is the foundation of statistical trading. Rather than trying to predict the market on any given day, we look for behaviors that are statistically significant over many observations.
The Approach
Building a statistical trading portfolio involves:
- Identifying recurring patterns in historical data using high-quality timeseries
- Validating statistical significance across large datasets (not just cherry-picked windows)
- Building Expert Advisors that trade these patterns systematically
- Portfolio diversification across multiple instruments and timeframes
When individual patterns fail (as any will from time to time), the portfolio absorbs the loss. When they succeed, the portfolio grows consistently.
We hope you find this interesting. For those interested in our findings and tools, please reach out through the contact page.