Tag Archives: SPY

Low S&P 500/Nasdaq-100 Correlation Positive For the Market

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.

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End Of Discretionary Trading Era

As far as I am concerned, this year marks the end of discretionary trading. Although this is done on a positive note for this blog, it is clear that discretionary trading, especially the type that is based on classical technical … Continue reading

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TLT Total Recall

After reaching a high of 20.5% last July, the TLT ETF year-to-date return just turned negative yesterday. Investors in passive stock-bond portfolios have watched part of gains evaporating after July due to the rally in bond yields.

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S&P 500: Never Down in December Three Years In A Row Since 1950

Although most seasonal patterns and calendar effects suffer from small samples and their statistical significance is limited, they are nevertheless interesting. For example, since 1950, the S&P 500 has never dropped in December three years in a row. In addition, … Continue reading

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Machine Learning With DLPAL PRO (And R): Part Four

In this article we include R code for applying binary logistic regression classification to attribute data generated by DLPAL PRO and scoring a new instance.

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Machine Learning With DLPAL PRO: Part Two

In this article we show how to prepare historical files with continues features and a discrete target for an ensemble of securities using DLPAL PRO. Then, we apply machine learning on a random sample of half of the data and … Continue reading

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S&P 500 Getting Close to Its 200-day Moving Average. Should You Worry?

According to comments made in the past by experts, a drop below the 200-day moving average is important. But paying too much attention to expert comments from the past can cost money when market dynamics change.

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It’s Now Official: The S&P 500 Has Gone 595 Days Without A 6-Day Win Streak, Longest Period Since 1950

Is a long period without a 6-day win streak an important indicator or just another random pattern? We try to answer this question below.

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