Market Analysis For Week of Monday, August 31, 2015 [Premium Articles]

This premium report includes technical and quantitative analysis for:

  • Indexes: S&P 500, NASDAQ, Russell 2000
  • ETFs:      Thirty liquid issues
  • Stocks:    All Dow-30 components

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Death Cross in SP500 After 1016 Days

Unless the S&P 500 closes on Friday above 2047.86, there will be a 50-200 death cross. The last one occurred 1016 ago on August 12, 2011. It appears that this type of signals like the month of August.

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Projections of Closing Prices Required for Moving Averages to Cross

The calculation of the closing price required for a moving average crossover to occur is straightforward as shown in this blog.

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Robots Do Not Take Vacations and Six Other Facts of Markets

The robot is the modern slave: no vacation, no coffee break. It is also a good tool to execute a correction during times humans are on vacation. This and other facts are included below.

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Performance of Two Strategies in Momersion Regimes

In this blog we analyze the performance of two popular mean-reversion trading systems in momersion regimes, i.e., when there is no clear indication whether a market is driven by momentum or mean-reversion. One conclusion is that one of the systems may not operate based on pure mean-reversion.

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Market Analysis For Week of Monday, August 24, 2015 [Premium Articles]

This premium report includes technical and quantitative analysis for:

  • Indexes: S&P 500, NASDAQ, Russell 2000
  • ETFs:      Thirty liquid issues
  • Stocks:    All Dow-30 components

This is premium content. Please login or subscribe to continue reading...

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Quantitative Analysis of the Stock Market Correction

The return of the last four days is slightly not normal and the Hurst exponent indicates a possible painful process towards a bottom.

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