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Tag Archives: SPY
Price action in S&P 500 since the November elections indicates that mean-reversion is still persisting in this smoothly uptrending market.
Six months are not responsible for all gains in stock market since 2000. This conclusion in some articles was based on the wrong choice of returns. The correct number is about 32.
Good out-of-sample results of a unique hypothesis may impress me but not naive statistics that demonstrate selective perception bias. Here is a recent example.
Although the high of VIX was below 11 on January 27 of this year, the SPY ETF has gained 1.11% since. Some traders expected a quick rise in volatility and shorted the market but any gains in VIX evaporated fast … Continue reading
The 60-day correlation between SPY and QQQ ETFs has plunged near pre-dotcom crash and below pre-2007 top levels. Caveat lector included.
Even if the stock market is a casino, as some believe, it nevertheless offers very high odds to participants. As the simulations below show, the stock market has been very generous to the majority of traders who know how to … Continue reading
The Dow Jones Industrial Average has made a high within 0.5% of the 20,000 level 21 times in the last 28 trading days. This is amazing persistence. Will this persistence be rewarded and what could it mean for the broader … Continue reading
The 60-day correlation between S&P 500 and Nasdaq-100 has dropped to levels reached along the 2000s uptrend. Although correlation can be dubious measure, current low levels may indicate that there is potential in the market for further gains.