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  • Long/Short Results For Week Ending April 22, 2022 April 24, 2022

    Below are the results of long/short algo for the week of April 18, 2022. The long/short identification is in the weekly timeframe and performed by DLPAL LS software. The following markets are considered: Dow 30 stocks S&P 500 stocks Nasdaq – 100 stocks Higher Risk ...

  • The Battle of Heads & Shoulders April 20, 2022

    Some traders see a head and shoulders pattern in S&P 500, some other traders see a reverse head and shoulders and even some others see a complex top formation. They all have something in common: they are fooled by randomness. I ...

  • Market Analysts Typically Present Only One Side Of The Story April 16, 2022

    Many analysts in financial media, blogs, and social media will tell you when they think it’s a good time to place a trade but won’t tell you when to exit it. Exiting a position is much harder than entering one. Long ...

  • There Is No Correction In Low Volatility Large Caps April 9, 2022

    Despite increased selling pressures in the S&P 500, NASDAQ-100, and Russell 2000, low volatility large caps reached new highs this week. The chart below depicts the S&P 500 total return index since 1972. The index made new, all-time highs this week as ...

  • “US Dollar Rally Coming To An End” April 7, 2022

    The US dollar’s value versus other currencies is an extremely complex equation that involves political, geopolitical, and other known and unknown variables. Do not even try to forecast currency moves, especially where the US dollar will be in the future. Below ...

  • PSI5 Strategy Q1 2022 Performance Update April 5, 2022

    This article includes the performance of the PSI5 strategy applied to SPY, QQQ ETFs, and Dow 30 stocks, for Q1 2022 and year-to-date. Long-term performance results are also included, from the inception of the ETFs and since 1993 for Dow ...

  • Results of Price Action Anomaly Detection For Week Of March 28, 2022 April 4, 2022

    Below are the results of price action anomaly detection for the week of March 28, 2022. The price action anomaly detection in the weekly timeframe is performed by DLPAL DQ software. The following markets are considered: Dow 30 stocks S&P 500 stocks Nasdaq – ...

  • Bear Markets Are Born on Optimism March 29, 2022

    There’s plenty of optimism during bear markets, usually by those who were pessimists during bull markets. Here are two examples from the past. 70’s Bear Market The top was put in place on November 1, 1973, when the bull market looked strong. ...

  • Results of Price Action Anomaly Detection For Week Of March 21, 2022 March 28, 2022

    Below are the results of price action anomaly detection for the week of March 21, 2022. The price action anomaly detection in the weekly timeframe is performed by DLPAL DQ software. The following markets are considered: Dow 30 stocks S&P 500 stocks Nasdaq – ...

  • Optimal Leverage Another Mirage Of Quantitative Finance March 23, 2022

    There is a huge divergence between theory and practice in quantitative finance. Finance professionals often use fancy terminology during podcasts and in articles, but in reality they employ simple and common sense methods because they work. Optimal leverage, also known as ...