Simple Explanation For Stock Market Rally

There is a simple explanation for the rally in stocks this year. Explanatory hypotheses are valid if they generate testable predictions. This one does unlike a number of suggested alternative hypotheses that are not falsifiable.

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Weekly Market Analysis – February 27, 2017 [Premium Articles]

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Statistical Tests Of Unique Hypotheses [Premium Articles]

This article discusses the application of statistical significance tests in the case of unique trading strategy hypotheses. As an example we use a strategy based on the current 5-week winning streak in S&P 500.

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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]

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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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