- An Interesting Price Action Anomaly [Premium Articles] September 30, 2019
This price action anomaly is interesting because it is very simple and has endured in the last 26 years. That is is surprising.
- Correlation between VIX and S&P 500 [Premium Articles] July 16, 2019
The S&P 500 and VIX relate in a complex manner. Below are two charts that depict this relationship.
- Price Action Analysis with Quantitative Indicators [Premium Articles] July 12, 2019
Stock market price action analysis with two key quantitative indicators offers some interesting observations.
- An Interesting Price Action Anomaly in Volatility [Premium Articles] June 18, 2019
This is an interesting price action anomaly in a volatility ETN . We include analysis and backtests.
- Is There a Volatility Regime Change? [Premium Articles] June 17, 2019
This came up in a discussion in Twitter and I thought it is maybe interesting to look at some data.
- Indicator Update [Premium Articles] May 14, 2019
We look at five important indicators after yesterday’s sell-off in an attempt to gauge price action.
- Meta-Indicator Signal [Premium Articles] May 3, 2019
There is a signal as of the close of yesterday, May 2, 2019, from one of our meta-indicators regarding stock market price action.
- Academic Illusions About Moving Average Performance [Premium Articles] April 18, 2019
Some academics point to performance results of moving averages in trend-following and claim they can predict returns. Are these claims sound?
- Mean-reversion Fables [Premium Articles] April 10, 2019
There is a lot of misinformation about mean-reversion trading in financial blogosphere and even papers. Below are some comments with examples.
- Another Unique Development in Stock Market [Premium Articles] March 5, 2019
Based on quant analysis there is another development in the stock market that warrants close attention. We briefly commented on this development in the stock market in our last weekly premium report. This article provides more details. Disclaimer: No part of the analysis in ...