- Analysis of Divergence of S&P 500 and VIX Returns [Premium Articles] October 28, 2019
A few interesting conclusions arise from the analysis of divergence of S&P 500 and VIX returns in the daily timeframe.
- Outside Days and Patterns Formed Near All-Time Highs [Premium Articles] October 23, 2019
We look at the significance of the outside day formed in SPY ETF on October 22, 2019, and we comment about patterns formed near all-time highs in general.
- Most Retail Traders Do not Understand Price Action [Premium Articles] October 22, 2019
Most retail traders do not understand price action because they are not spending any time studying it while many believe they are smarter than the market and are in a hurry to make money.
- Momentum and Trend-following Strategy Variants [Premium Articles] October 15, 2019
In a recent article we compared monthly momentum and trend-following in the case of SPY ETF. In this article we go one step beyond a simple comparison and consider two strategy variants.
- An Interesting Price Action Anomaly [Premium Articles] September 30, 2019
This price action anomaly is interesting because it is very simple and has endured in the last 26 years. That is is surprising.
- Correlation between VIX and S&P 500 [Premium Articles] July 16, 2019
The S&P 500 and VIX relate in a complex manner. Below are two charts that depict this relationship.
- Price Action Analysis with Quantitative Indicators [Premium Articles] July 12, 2019
Stock market price action analysis with two key quantitative indicators offers some interesting observations.
- An Interesting Price Action Anomaly in Volatility [Premium Articles] June 18, 2019
This is an interesting price action anomaly in a volatility ETN . We include analysis and backtests.
- Is There a Volatility Regime Change? [Premium Articles] June 17, 2019
This came up in a discussion in Twitter and I thought it is maybe interesting to look at some data.
- Indicator Update [Premium Articles] May 14, 2019
We look at five important indicators after yesterday’s sell-off in an attempt to gauge price action.