DLPAL DQ Long Signal In $ROST

The long signal for $ROST was for the open of Tuesday, November 14, 2017. The profit target was hit yesterday.

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Delusions, Illusions And Technical Analysis

We are at the point of debating centralization versus decentralization with bitcoin and blockchain at center stage. Despite that there is a lot of delusional analysis about the markets that is free or even on subscription basis.

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Indicator of Stock Market Tops And Bottoms [Premium Article]

Although identifying tops and bottoms is hard, this does not mean we should not try.

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Using Leveraged ETFs With Mean-Reversion Strategies

In this article we analyze the performance of our mean-reversion strategies with three leveraged ETFs. Returns increase along with risk as expected.

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Serial Correlation Of S&P 500 Total Returns

According to a Bloomberg article, the rare S&P 500 total return 12-month winning streak can be attributed to positive serial correlation. However, monthly returns appear to have negative serial correlation, i.e., they are mean-reverting.

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A Possible Leading Indicator Of Bear Market

A recent rapid decrease in the correlation of Dow Jones Industrial Average components with the index itself could be a leading indicator of a bear market as this has also occurred in the past around the 2000 and 2007 tops.

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