- Two Lies About the U.S. Dollar Index [Premium Insights] August 10, 2020
Selective perception of information is prevalent in financial social media and blogosphere because many are trying to talk their book. In the case of recent U.S. dollar index analysis, these biases were obvious. A few general heuristics we use are ...
- A Quantitative Explanation of the S&P 500/NASDAQ-100 Divergence [Premium Insights] August 3, 2020
Year-to-date, the S&P 500 is gaining 1.2% while NASDAQ-100 is up +24.9% The return divergence is wide and in this article we provide a quantitative explanation that we think makes sense in the context of risk and reflexivity. Access to ...
- A Few Thoughts About the Silver Rally [Premium Insights] July 27, 2020
Silver rose more than 17% last week and this is the most after a gain of 29% for week ending February 6, 1998. Below are a few thoughts about the significance of this rally and a reference to 1980 ...
- EURUSD Forecast Based on Technical and Fundamental Analysis [Premium Insights] July 21, 2020
In this article, we include technical and fundamental analysis of EURUSD pair. Access to article requires Premium Insights subscription.
- Two Important But Rarely Discussed S&P 500 Indicators [Premium Articles] July 17, 2020
These two indicators of S&P 500 price action are rarely discussed but are nevertheless interesting to know because they reveal strength of the market.
- Significance of NASDAQ-100 Daily Reversal on Monday, July 13, 2020 [Premium Insights] July 14, 2020
On Monday, July 13, 2020, the NASDAQ-100 rose 2.15% from previous close but closed down 2.16% for the day. In this article we look at the significance of this one-day reversal pattern. Access to full article requires Premium Insights subscription.
- Reflexivity and How it Affects Price Action [Premium Insights] July 2, 2020
Market participants should understand reflexivity and how it affects price action. It is clear from social media posts that many market participants do not understand the impact of reflexivity on market behavior.
- Performance Of Market Groups [Premium Articles] June 30, 2020
Year-to-date performance and drawdown levels from all time highs of international equity indexes, ETFs, ETNs, forex pairs and commodities.
- From Extreme Momentum to Extreme Mean-Reversion [Premium Articles] June 26, 2020
We cannot overemphasize enough the importance of understanding the significance of the transition from extreme momentum to extreme mean-reversion. This is a must read Premium Article for subscribers who are active traders. Access to article requires Premium Articles subscription.
- When Over-fitted Strategies Fail [Premium Insights] June 25, 2020
Over-fitted strategies usually fail when there is a market regime change. Here is an example based on a strategy touted in Twitter by a quant a couple of years ago. Access to full article requires Premium Insights subscription.