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High Probability ETF Trading: 7 Professional Strategies to Improve Your ETF Trading

by Larry Connors and Cesar Alvarez (2009)

Quick summary -- an in-depth PhD-level extended summary (10-30 pages) for this book is coming soon.

High Probability ETF Trading: 7 Professional Strategies to Improve Your ETF Trading

by Larry Connors and Cesar Alvarez

Note

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Overview

Published by TradingMarkets.com, this book by Larry Connors (a quantitative trading strategist) and Cesar Alvarez presents seven specific, backtested trading strategies designed for Exchange-Traded Funds (ETFs). Connors is known for his systematic, data-driven approach to short-term trading.

Expected Strategies

Based on publicly available information, the book covers:

  1. Mean-reversion strategies that buy ETFs when they are oversold (as measured by short-term RSI) and sell when they revert to the mean.
  2. The "Double 7s" strategy using 7-day highs and lows.
  3. The TPS (Time, Price, Scale-in) strategy.
  4. Strategies based on consecutive down days.
  5. Strategies combining multiple short-term indicators for higher probability entries.

Each strategy is presented with specific, quantified rules, backtested results, and implementation guidelines. The approach is mechanical and rule-based, designed to remove subjective judgment from trading decisions.