Premium Blog

It is a contradiction, but it appears to be the position of some CTAs, who do not like the Sharpe ratio but like their risk-adjusted returns. Passive equity investors respond to those who dismiss the value of the Sharpe ratio by ...

A significant divergence between two ETFs in related markets could present an opportunity for a pairs trade if normalization starts. Access to the article requires a Premium Articles or All-in-One subscription.

One of the strategies that have turned into unmitigated disasters was proposed in a popular Twitter Space, while another one has been popular with those who were expecting a recession. The third one came with an ETF. Access to the ...

Along with the excessive use of trendlines, chart patterns, dual-axis, and ratio charts, any references to market correlations can serve as a good indicator of financial literacy. Access to the full report requires a Premium Articles or All-in-One subscription.

We backtested six trend-following and two mean-reversion popular strategies since inception and also since 2022 in SPY ETF.  The results are interesting. Access to the full report requires a Premium Articles or All-in-One subscription.

Forex traders need a significant edge to deal with the zero-sum game nature of this market. Read the article with a Premium Articles or an All-in-One subscription.

The stock market price action this week provides hints on whether the correction is due to a rotation or weakness. Read the article with a Premium Articles or an All-in-One subscription.

The chart in this article is yet another proof that financial social media is mostly noise. Some people provide value, but the signal-to-noise ratio is hopelessly low.

In this article, we look at recent volatility, a volatility compression strategy, and what we could infer from its performance about the direction of the S&P 500 index. Read the article with a Premium Articles or an All-in-One subscription.

Analysts have identified a pattern that they claim has 100% historical accuracy in predicting bull equity markets and new all-time highs. In this article, we look at this pattern in more detail. Access to the article requires a Premium Articles ...