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I am not saying this, the BEA states that on their website but they went ahead and extrapolated a large fall in GDP for second quarter four months into the future. Below are the details. The way second quarter GDP was ...

The performance of the strategy that generates daily signals for trading S&P 500 stocks long/short made a new high on Tuesday, July 28, 2020. We started offering daily long/short signals from the S&P 500 stock universe on March 5, 2020. The ...

Does it make sense to invest in the stock market using a long-only golden cross strategy? In this brief article we include some statistics and consider what could go wrong with this strategy.

Weekly Dow 30 Equity Long/Short is gaining 4.9% as of close of week ending July, 10, 2020. The strategy details may be found here. The signals of this strategy (called DOWW) are included in weekly Market Signals report. Features (predictors) for ...

The market statistics included in this article may not be intuitive based on major index performance year-to-date and permabear financial media analysis but we think they are important and would like to share them with our subscribers. 

Every day there are thousands of posts in financial media that attempt to identify the causes of price action. Most, if not all, of those accounts are wrong. The market is not paying much attention to fundamentals or even technicals ...

Some random traders will always outperform the market. Financial media often submits to sensationalism and fails to convey the essential message. About a week ago, Dave Portnoy stunned financial social media by describing to a fund manager how to pick stocks ...

Quantitative trading strategy development is a complex task. Although there is software that can be used to develop trading strategies, there are no magic solutions. Below are some things users of trading software must be aware of. Software for developing trading ...

Traders using Robinhood app were mocked in financial social media for buying Hertz, a bankrupt company. Those “amateurs” were right on the basis of speculation and financial social media once again failed to understand markets. In financial social media there is ...

Survivorship bias is prevalent in many backtests of cross-sectional momentum strategies and it is caused by index rebalancing. When delistings are properly accounted for, the annualized return of strategies may fall more than 50% and maximum drawdown may also increase ...