- A Few Facts About CRB Index [Premium Content] June 18, 2021
Large part of the financial media and blogosphere appear not to be aware of certain facts about the CRB index, which are demonstrated with charts below. Access to article requires premium articles or premium insights subscriptions.
- Narrative About Trading Debunked [Premium Insights] June 14, 2021
The particular narrative about trading has been repeated many times in the past and bagholders, present and future, will applaud while not understanding what’s truly involved. I debunk every statement presented as a general rule. Access to article requires Premium ...
- Asset Correlations [Premium Insights] June 3, 2021
Key asset correlations and why traders should ignore academic claims about correlations being not useful or random. Some academics don’t understand trading. Access to article requires Premium Insights subscription.
- Chart Crime is Peaking with Two Worst-Ever on Same Day [Premium Content] May 31, 2021
Chart crime is peaking with bears becoming desperate. Two worst-ever charts appear on the same day. The sources are usually permabears who have turned crypto enthusiasts late in the game. Below are two examples. Access to article requires premium articles ...
- Differences in Backtest Results For Indexes, ETFs and Futures [Premium Insights] May 27, 2021
An example that illustrates differences in backtest results for indexes, ETFs and futures. Access to article requires Premium Insights subscription.
- Bitcoin Volatility, Correlation and Mutual Information With Equities [Premium Insights] May 20, 2021
Current trends in Bitcoin volatility, correlation and mutual information with equities. Access to article requires Premium Insights subscription.
- The Stock-Bond Correlation [Premium Insights] May 18, 2021
Short-term correlation between stocks and bonds has turned positive lately. Here’s what we think about this development. Access to article requires Premium Insights subscription.
- Beware of These Backtests [Premium Insights] May 14, 2021
There are some tricks people employ to create impressive backtests results beyond optimizing and over-fitting. There is a simple test for backtests in the equities markets to determine whether impressive results are due to an overfit. Strategies that show large ...
- Trend-Following Strategy for S&P 500 Stocks [Premium Insights] May 5, 2021
This article includes the details of a trend-following strategy for S&P 500 stocks that can be used as the basis for more advanced analysis. Access to article requires Premium Insights subscription.
- Overnight Anomaly in SPY ETF Finally Explained [Premium Insights] April 28, 2021
After many articles in this blog going back several years on the overnight anomaly, a recent article in another blog suffering from serious data snooping provided the motivation for a closer look and an explanation of its cause. Access to ...