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What are some trading strategies for stocks (just stocks, no derivatives) using freely available online data sources?

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kefeizhou
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    Questions asking for strategy ideas are most definitely off topic: http://meta.quant.stackexchange.com/questions/11/are-help-me-develop-this-strategy-questions-in-scope – chrisaycock Feb 08 '11 at 16:41
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    "Those who say don't know. Those who know don't say." --Lao-tzu, Tao Te Ching (via Patrick Burns) – Joshua Ulrich Feb 08 '11 at 16:46
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    is it just because he didn't phrase his question with the word 'alpha' in it? Strategies, alpha generation in gneral, are central to quant work. How could this question possibly be off topic? – glyphard Feb 09 '11 at 03:36

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There are two broad categories of trading strategies.

  1. Momentum strategies(e.g trend following)
  2. Mean reversion strategies.

Elder's book outlines the major ones: http://www.amazon.com/Trading-Living-Psychology-Tactics-Management/dp/0471592242

And the depressing truth about most of these strategies is outlined by Aronson: http://www.amazon.com/Evidence-Based-Technical-Analysis-Scientific-Statistical/dp/0470008741/

glyphard
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