Due to the impact of short volatility strategies on recent correction, we include below a technical development in volatility space as of the close of yesterday. For access to premium content, you must be a subscriber. Please login if you … Continue reading
A robust market neutral long/short equity strategy during corrections usually identifies a few stocks that buck the trend. This is an example from yesterday, February, 20, 2018.
This is a major technical cause of the recent correction and apparently it is still active. For access to premium content, you must be a subscriber. Please login if you are already a subscriber or subscribe to continue reading…
The weekly premium market analysis includes a market recap with commentary, directional probabilities of DJIA stocks, unique equity index breadth indicators, weekly mean-reversion signals and cryptocurrency analysis. For access to premium content, you must be a subscriber. Please login if you … Continue reading
In articles in blogs and in financial and social media, quants identify patterns in some securities that appear profitable or unprofitable. In many cases these attempts reflect a fight against infinite possibilities and insufficient samples but also show lack of … Continue reading