- Most Seasonality Statistics Are Worthless Random Results December 24, 2018
This month’s large stock market drop is a reminder that most seasonality statistics are worthless random results. Yet, some websites charge s fee for such statistics. One of the first step in becoming a successful trader or investor, or even ...
- Efficient Market Hypothesis: A Farce? December 15, 2018
The Efficient Market Hypothesis (EMH) says that market timing can not give you consistent risk-adjusted excess returns because security prices take into account all the information that is available and only react to new information that is not available to ...
- M4 Conference Presentation December 14, 2018
My PowerPoint presentation for the M4 conference held in New York City, December 10–December 11, 2018, at the Tribeca Rooftop. Below is my PowerPoint presentation for the conference under Forecasting Challenges, with the title “Reflexivity in Financial Market Forecasting.”. Harris Presentation ...
- “Death Cross” Means “Loser” December 4, 2018
There were multiple references to a “death cross” in NASDAQ-100 index in financial media yesterday, as well as, to one pending in S&P 500 index.
- A Notorious Market Anomaly And Reasons It May Not Disappear Soon November 28, 2018
Outside of regular trading hours, SPY ETF has increased by 11.4% versus 1.9% for year-to-date buy and hold. This implies that during regular trading hours the ETF has declined in value year-to-date. This is a notorious anomaly that may not ...
- DLPAL LS for Professional Traders and Hedge Funds November 7, 2018
DLPAL LS is a software tool for professional traders and hedge funds to facilitate the development of long/short strategies. DLPAL LS is used by professional traders and fund managers around the world to develop directional and long/short trading strategies using the ...
- Another Triumph For DLPAL DQ Software October 25, 2018
Only 13 of the 84 S&P 100 stocks we track in our daily Premium Stocks report gained on Wednesday, October 24, 2018, with the S&P 500 falling 3.09%. The two top stocks that gained, DUK and NEE, were identified by ...
- Not An Ominous Sign Of Market Top October 21, 2018
A bear market may or may not be around the corner but this indicator is not an ominous sign of one. Anyone relying on it is being fooled by randomness and small samples. In recent days a chart appeared in social ...
- Unleashing the Power of DLPAL S Price Action Anomaly Detection October 15, 2018
An increasingly large number of quant traders focus on short-term price action anomaly detection for developing trading strategies. In this article we show how the power of DLPAL S in detecting price action anomalies is unleashed via the use of ...
- Wrong Investment Advice Worse than Random Trading Tips October 10, 2018
Offering the wrong investment advice to the public to invest their hard-earned money is much worse than providing random trading tips to market speculators. The impact of wrong decisions on the former group can be devastating especially near retirement age.