Lessons From The October 1987 Stock Market Crash

A few charts and lessons from the most dramatic crash in the history of the stock market, actually a 25-sigma event as shown below.

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Weekly Market Analysis – October 16, 2017 [Premium Articles]

The new format of weekly premium market analysis gives more emphasis to quantitative analysis and includes a market recap with commentary, ETF analysis, breadth indicators, weekly mean-reversion signals and directional probabilities based on machine learning for large cap stocks.

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Expected Stock Market Correction Levels [Premium Articles]

This indicator measures the expected correction level of the S&P 500 assuming that it will not turn into a bear market but the uptrend will resume.

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“Dow is Overbought” Is More Bullish Than Bearish

The Dow Jones Industrial Average has been in overbought territory since the first trading day of this month and for a total of 10 days, according to a popular technical analysis indicator. But usually overbought conditions occur along uptrends.

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Evaluation Of New DLPAL Clusters For Feature Generation

We evaluate the performance of two new clusters implemented in DLPAL LS for feature generation. We find that the new clusters can lead to increased performance. Especially one of these new clusters appears quite promising.

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S&P 500/VIX Correlation And The Perils Of Visual Charting

Another indicator of market tops surfaced yesterday: When the 10-day correlation between the S&P 500 and VIX is positive, then this indicates a price top. The problem is that this does not work in practice unless one is just a market spectator.

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