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Unprecedented Volatility Collapse

Unprecedented volatility collapse  in S&P 500. The 11-day range is < 0.93%.

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Another Rare Pattern Just Formed in S&P 500

In the last two years the market has formed some very rare patterns, including the longest consolidation channel in its recent history, a record period with no back-to-back gains and some rare intraday reversals. The latest rare pattern is related … Continue reading

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A Few Comments About System Parameter Permutation

System Parameter Permutation and its recent variant, System Parameter Randomization, called SPx, are methods of evaluating trading strategies that I mention in my paper “Limitations of Quantitative Claims About Trading Strategy Evaluation.” In this article I respond to comments I … Continue reading

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When Did The Bull Market Begin?

Permabears complain constantly in social media that this is the longest bull market in stocks for over six years. This is a way of justifying their wishful thinking. When did the bull market really begin? Let us think about it.

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Johnson & Johnson New All-Time Highs

The stock of Johnson & Johnson (JNJ) rose 1.7% yesterday to all-time highs. Earlier this month StockTwits asked its subscribers what their pick would be if they had to invest in just one American stock. I replied with JNJ because I … Continue reading

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Stock Market Bears On The Run

Despite calls for a 15% to 25% correction, this stock market has shown resilience, ignoring geopolitical and financial risks. Bears are on the run and permabear analysts are busy deleting gloom and doom tweets from the past. In a period … Continue reading

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Paper: Limitations of Quantitative Claims About Trading Strategy Evaluation

My paper, “Limitations of Quantitative Claims About Trading Strategy Evaluation”, is now available for download at SSRN. More details below.

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