Tag Archives: forecasting

All Actions In The Markets Amount To Forecasts

All actions in the markets based on any method, technical or fundamental, amount to forecasts. Any claims that technical or fundamental analysis are not used to make forecasts but for risk management purposes only are naive and demonstrate ignorance.

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Forecasting Weekly Market Returns With DLPAL PRO

We use the ensemble feature generation of DLPL PRO with weekly data of Dow-30 stocks to forecast weekly returns. The strategy based on the ensemble features has less drawdown but the same MAR ratio as buy and hold.

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Personal Beliefs Masquerading as Forecasts

Fund managers and other finance professionals that make forecasts, especially at the beginning of a calendar year, in reality express personal beliefs. Their models, if they have any, are based on descriptive statistics that can say little about the next … Continue reading

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Further Analytical Evidence that VIX Just Tracks the Inverse of Price

In two separate posts this week I argued that VIX has no predictive capacity¬†and that it simply tracks the inverse of price. I also asserted that a new paradigm has emerged in the markets according to which equity investment risk … Continue reading

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