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Using the Norgate Data functionality, it is simple to plot the unadjusted stock close. How to do it in Amibroker is shown below. You can use the Norgate Data function that returns the unadjusted close on various platforms, but here I ...

The rules for three high-alpha strategies are now available. The strategies follow simple rules and trade ETFs. The high-alpha strategies are suitable for traders and investors with basic knowledge of programming and testing rules on backtesting platforms. We provide only the ...

On Monday, August 5, 2024, equities took a dive and managed futures ETFs plunged, but strategies that buy the dips were up for the day. Due to a rare mix of economic uncertainty and geopolitical turmoil, equities took a dive on ...

On August 2, 2024, the stock of Intel Corp. (INTC) fell 26.1%. This was a 10-standard deviation move based on the available sample of daily returns. However, these left-tail events have not been rare in Dow-30 stocks. The histogram of INTC’s ...

Log charts are useful for identifying long-term trends and measuring relative price changes, but they can be confusing when it comes to more recent drawdowns. This is obvious to many traders, but it appears that some analysts, usually permabulls, are using ...

Going systematic is a sound alternative for investors to navigate the market noise and avoid the large drawdowns of buy and hold. Simple strategies have so far generated high risk-adjusted returns. After accepting the reality that the available market information is ...

Extreme events rather than slowing growth or declining earnings are what cause bear markets. Under normal economic conditions, the equity markets always discount higher prices in advance, regardless of the prevailing level of interest rates or corporate earnings. Equity markets do ...

Although the main aim of both equity trend-following and momentum strategies is to catch outlier trades and trends, there are some unique differences related to their correlation with equity indexes and performance during periods of market stress.

When the market is on a strong uptrend, gloom and doom analysts are under attack, but after a large correction, everyone remembers the broken clocks that were right. Experienced investors know that gloom and doom analysis serves a purpose. Stocks ...

Following the May CPI release on June 12, 2024, here is an inflation update. The significance of the figures and their influence on Fed policy are discussed. Economists concede that inflation means higher prices. In our opinion, the most important development ...