Author Archives:

VIX Manipulation Identified

Some claim there was VIX manipulation on April 18 due to a spike near the open caused by an order imbalance. I have identified the manipulation on the chart below.

Posted in Market Statistics | Tagged , | Leave a comment

Financial Media and Trading Gurus Provide an Edge

The edge the financial media and trading gurus provide comes in the form of dumb money needed for systematic and skilled traders to realize alpha.

Posted in Risk Management | Tagged , , , , | Leave a comment

Significant Calendar Effect In Cryptocurrencies

Despite a large correction in bitcoin and ethereum year-to-date, significant gains have been realized during two consecutive days of the week.

Posted in Cryptocurrency | Tagged , , , , , | Leave a comment

“Quants are not gonna make it”

“Quants are not gonna make it. They carry too much baggage. Technicians are going to be the ones to make the next big opportunities“. In Twitter, this statement was attributed to John Bollinger and made in the last CMT conference. … Continue reading

Posted in Technical Analysis | Tagged , , , | Leave a comment

Claims that Buy the Dip is New Phenomenon or that it no Longer Works Are False

On February 7 Bank of America (NYSE:BAC) argued in favor of a bullish case after an 8% pullback. But yesterday, the same bank argued that the popular buy the dip strategy is no longer working.

Posted in Trading Strategies | Tagged , , | Leave a comment