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  • Results of Price Action Anomaly Detection For Week Of March 21, 2022 March 28, 2022

    Below are the results of price action anomaly detection for the week of March 21, 2022. The price action anomaly detection in the weekly timeframe is performed by DLPAL DQ software. The following markets are considered: Dow 30 stocks S&P 500 stocks Nasdaq – ...

  • There Are Many Bluffers in the Markets March 25, 2022

    Sentiment drives markets, and many participants have known that for a long time. You can never know what market participants actually do, and you should never rely on their social media posts or public comments. Markets, like card games, are ...

  • Optimal Leverage Another Mirage Of Quantitative Finance March 23, 2022

    There is a huge divergence between theory and practice in quantitative finance. Finance professionals often use fancy terminology during podcasts and in articles, but in reality they employ simple and common sense methods because they work. Optimal leverage, also known as ...

  • Results of Price Action Anomaly Detection For Week Of March 14, 2022 March 22, 2022

    Below are the results of price action anomaly detection for the week of March 14, 2022. The price action anomaly detection in the weekly timeframe is performed by DLPAL DQ software. The following markets are considered: Dow 30 stocks S&P 500 stocks Nasdaq – ...

  • The Illusion Of 1% Up Days Winning Streaks March 19, 2022

    The S&P 500 had four consecutive up days with gains of more than 1% this week. Since 1942 this has occurred only five times. There is the right and the wrong way of looking at this pattern and also similar ...

  • March 17, 2022, Higher Risk Equity Long/Short Update March 17, 2022

    A relatively large number of stocks in S&P 500 are classified as having higher short-term risk according to our metric. As of close of March 16, 2022, 69 stocks have ATR(5) > 5% (based on closing price.) We use these stocks (EOD ...

  • The “Death” of the “Death Cross” March 14, 2022

    A “death cross” signal in S&P 500 was formed on Monday, March 14, 2022. In the last 12 years this indicator pattern has consistently generated large losses for short trades. Has the time come for its resurrection? Edit 03/31/2022: Since this ...

  • Spot Nickel Volatility 10-Sigma Event March 13, 2022

    Despite cancellation of trades after spot nickel reached $100,000 per tonne on Tuesday, March 8, 2022, volatility of the metal increased by staggering 10 standard deviations based on the available sample since 1993. The weekly return was an extreme 12 ...

  • Structural Misinformation in Financial Markets March 12, 2022

    Recent events have brought attention to misinformation, both during the pandemic and with the geopolitical conflict and war. But misinformation has always been present in financial markets and often disguised as analysis. It was just impossible to differentiate between actual ...

  • Announcing the Release of DLPAL LS v7.0 March 10, 2022

    We are pleased to announce the release of DLPAL LS v7.0. This new version offers capability for automated execution plus other updates and fixes. DLPAL LS calculates features that measure the probability and significance of short-term directional bias of any number ...