- Volatility Strategy with Nearly 300% Year-to-Date Return [Premium Insights] October 27, 2020
A simple volatility strategy that is fully disclosed in this article is up nearly 300% year-to-date. Risk analysis is also included based on Monte Carlo simulation.
- Common Issues with Academic Research on Machine Learning Applications in Trading [Premium Insights] October 20, 2020
Common issues found in academic papers about the use of machine learning in trading include among others, data snooping, p-hacking, selection bias and above all in many cases lack of skin-in-the-game and understanding of the field. In this article we ...
- Probability Puzzle Analysis and Relation to Trading Risk [Premium Insights] October 13, 2020
The poll results of the probability puzzle in Twitter on October 11, 2020, show that risk of ruin is often underestimated. We offer more details in this article and discuss how this puzzle is related to trading. Access to article ...
- Simple But Interesting Indicator [Premium Insights] October 5, 2020
This is a simple but interesting indicator in NASDAQ-100 and S&P 500 daily charts. Access to article requires Premium Insights subscription.
- Fooled By Upward Market Bias [Premium Insights] September 29, 2020
Technical analysts and even some quasi-quant types forecasting continuation of the stock market uptrend due to the formation of some patterns are in most cases fooled by the market upward bias. Access to article requires Premium Insights subscription.
- Hurst Indicator: Conditions for False Signals [Premium Articles] September 24, 2020
The Hurst Indicator may identify the start of major market tops and corrections but there are certain conditions under which it may generate false or no signals.
- Same Sign Changes and Correlations [Premium Insights] September 22, 2020
In this article we look at same sign changes of S&P 500 and VIX and at the correlation of S&P 500 with dollar index to clarify a few misconceptions. Access to article requires Premium Insights subscription.
- Seasonality and Anomalous Price Action Of Two Major ETFs [Premium Insights] September 16, 2020
We look at seasonality and anomalous price action of two major ETFs used in strategic and also tactical investment allocations. Access to article requires Premium Insights subscription.
- Misconceptions About NASDAQ-100 Volatility and S&P 500/VIX Correlation [Premium Insights] September 10, 2020
These misconceptions are widespread mainly due to narratives in permabear blogs and claims from traders with recency bias. Access to article requires Premium Insights subscription.
- Do Bonds Always Rally When Stocks Plunge? [Premium Insights] September 4, 2020
Yesterday bonds delivered dismal performance while stocks were crashing: Aren’t bonds supposed to rally when Stocks Plunge? Below are some data to help answer this question. Access to article requires Premium Insights subscription.