A Possible Leading Indicator Of Bear Market

A recent rapid decrease in the correlation of Dow Jones Industrial Average components with the index itself could be a leading indicator of a bear market as this has also occurred in the past around the 2000 and 2007 tops.

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Developing A Trading Strategy For TLT ETF With DLPAL S

In this article we use DLPAL S to develop a trading strategy for TLT ETF. We also discuss two alternatives methods of validation based on out-of-sample testing and tests on comparable securities.

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False Prediction Monitor – November 2017 [Premium Articles]

Last year we started a false prediction monitor for our premium subscribers where we expose attempts to predict longer-term direction of markets and those who make them. Three more failed predictions are included in this report.

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Weekly Market Analysis – November 13, 2017 [Premium Articles]

The weekly premium gives emphasis to quantitative analysis and includes a market recap with commentary, ETF analysis, breadth indicators, weekly mean-reversion signals and directional probabilities for Dow 30 stocks.

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Long/Short Trading of Dow 30 Stocks with DLPAL DQ

This is an example of discretionary quantitative long/short trading of Dow 30 stocks in daily timeframe with DLPAL DQ price action anomaly scanner.

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Emerging Markets Trend Followers Still In Red Despite Recent Rally

Despite a 33.4% year-to-date gain in the iShares MSCI Emerging Markets ETF (EEM), trend followers in the last seven years are still in the red.

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