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This is a very simple edge based on a seasonality anomaly that has survived 2017 markets although performance in the last three months is flat.

In the last few days and due to bitcoin futures launch, it became apparent than very few people understand futures markets. Below is my analysis of how bitcoin futures will affect the market and an example of misunderstanding futures from ...

The bitcoin chart shows an exponential rise and that may cause certain illusions. The recent exponential rise in bitcoin does not mean that profit potential has necessarily increased. On the contrary, it has decreased when compared to past. This may be seen ...

A 3% drawdown in S&P 500 has not occurred for a record number of days since 1960 but the misconception is revealed below. A 3% drawdown has not occurred in S&P 500 for 271 days as shown in the second pane ...

In this article we look at the past performance of two popular trend-following strategies applied to the Dow 30 group and attempt to explain the reasons this style has fallen out of favor among some fund managers. The two strategies we ...

Trading short volatility via VIX-related ETFs is very popular nowadays but involves extreme tail risk. Many strategies to trade short volatility via ETFs are optimized so that tail risk in past data is avoided but risk of ruin has high probability ...

Doing anything else does not make any sense. The Dow Jones Industrial Average is closely followed by many, especially more conservative investors. It is up 21.3% year-to-date on a total return basis. The RSI(14) of this popular index has stayed above ...

This is an update of the overnight anomaly in a major sector ETF and related equities. The overnight anomaly results in a large divergence of cumulative returns from the close of a day to the open of the next day and ...

When people have little of value to say about the markets, they spend their time looking for impressive statistics. The probability is high that many of those who are impressed with trivial statistics will not be around after the next ...

The talk about these recent patterns is senseless. You can also use this as a metric of judging the quality of the analysis involved. For example, there is a lot of talk about the fact that in the last 24 days ...