Category Archives: Market Statistics
A few charts and lessons from the most dramatic crash in the history of the stock market, actually a 25-sigma event as shown below.
False and irrelevant information about the markets dominates social media because most people are probably unwilling to share valuable information.
In the last three days the S&P 500 has moved less than 0.33% overall but this has also happened a few times in the 60s and 70s. Extremely low volatility in stock market indexes is not a new phenomenon but its … Continue reading
The U.S. equity markets are in their ninth year of gains after the bottom of the financial crisis in March 2009. On a quarterly basis, the S&P 500 has been up 80% of the time with only seven losing quarters in … Continue reading
Yesterday was the perfect “buy the dip” day in the U.S. stock market. The S&P 500 opened about 0.5% below its previous low but closed nearly 0.1% above last close. But all this infatuation with “buying the dips” in social … Continue reading
Negative autocorrelation is not necessary for a major top but when it becomes significant and keeps increasing it may be a warning sign. This is the case this month.