- When Titans Clash: N. Taleb Vs. C. Asness [Premium Insights] May 22, 2020
A few subscribers were stunned by the clash in Twitter between N. Taleb and C. Asness. Here are some thoughts and even some data that may help to clarify what occurred. Access to article requires Premium Insights subscription.
- Interesting Trading Range [Premium Insights] May 18, 2020
The S&P 500 range in the last 26 trading days has an interesting property.
- ETFs to Watch – May 18, 2020 [Premium Articles] May 16, 2020
This report includes quantitative analysis of 34 ETFs for week of May 18, 2020. Access to article requires Premium Articles subscription.
- Significance of the Market Reversal on Thursday, May 14, 2020 [Premium Articles] May 15, 2020
Technical and statistical analysis of the market reversal on Thursday, May 24, 2020. Included are comment on its importance and possible significance. SPY rebounded 4.4% from its lows to finish the day up 1.2%.
- Performance Misinformation and Only Robust Sector Year-to-Date [Premium Insights] May 14, 2020
There is some misinformation in social media and financial blogosphere about sector performance year-to-date. In this article we include several examples and show the only robust sector year-to-date.
- Volatility Patterns During Bear Markets [Premium Insights] May 10, 2020
We look at past volatility patterns in an effort to infer what may lie ahead for the stock market.
- The Disconnect Between Statistics and Strategies: An Example [Premium Insights] May 4, 2020
There is a difference between popular market statistics often presented in popular trading websites and strategies, as we demonstrate with an example.
- Performance of Five S&P 500 Total Return Indexes [Premium Insights] April 27, 2020
Total return performance of five key S&P 500 indexes, including high dividend, growth and value, since 2010 with emphasis on year-to-date performance
- A Significant Price Action Anomaly with 40% Return Year-to-Date [Premium Articles] April 22, 2020
This is a significant price action anomaly that has generated up to 40% return year-to-date and it is not momentum or mean-reversion and not in the stock market.
- From S&P 500 to S&P 1500 and to Russell 3000 [Premium Insights] April 20, 2020
We looked at an important indicator applied to S&P 500, S&P 1500 and Russell 3000 index constituents. We would like to share these findings with our subscribers because we believe they are important.