S&P 500 Price Action Since The November Elections

Price action in S&P 500 since the November elections indicates that mean-reversion is still persisting in this smoothly uptrending market.

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Stock Market Short-Term Signal [Premium Articles]

This is a signal of short-term direction of the stock market based on machine learning.

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Is the Bulk of Technical Analysis “Thinking in Words”?

Until now I thought that the main problem of technical analysis is bias of all kinds. A tweet from N. N. Taleb yesterday got me thinking. Maybe there is a more serious problem than bias: thinking in words.

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Weekly Market Analysis – February 21, 2017 [Premium Articles]

Weekly premium reports include a market recap with commentary, performance report of selected ETFs and portfolios, technical analysis with unique indicators and directional probabilities based on machine learning.

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Are Six Months Responsible For All Gains in Stocks Since 2000?

Six months are not responsible for all gains in stock market since 2000. This conclusion in some articles was based on the wrong choice of returns. The correct number is about 32.

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Noise And Misinformation Hit All-Time Highs [Premium Articles]

Major U.S. stock indexes are at new all-time highs but so are noise and misinformation. A recent example from this high entropy state is included.

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Momentum And Mean-Reversion Update [Premium Articles]

This is an update on the status of momentum and mean-reversion.

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Selective Perception

Good out-of-sample results of a unique hypothesis may impress me but not naive statistics that demonstrate selective perception bias. Here is a recent example.

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