confirm signal? sir, this is a casino

Reviewing My Own Lack of Skepticism

Good tools don't do much good if you use them wrong

Jul 8, 2024 • 

Matt

1

October 2023

Evaluating Home Bias (In Hindsight) for Canadians

Should our wealth grow at home, or abroad?

Oct 2, 2023 • 

Matt

June 2023

The Wicked Problem of Trading

Or, why I've been gone for a year

Jun 26, 2023 • 

Matt

1

2

July 2022

The Profits of Trading is in Dopamine, not Dollars

Pithy wisdom is for managing your "high", not your profit

Jul 24, 2022 • 

Matt

1

False Precision in Modelling

When I was younger I believed in a kind of physical determinism.

Jul 3, 2022 • 

confirmsignal

1

2

December 2021

Position Sizing Based on Conviction or Volatility

I’ve developed an approach for position sizing that allows for conviction-adjusted sizing based on a quantitative measure of statistical significance.

Dec 26, 2021

1

October 2021

Checking for Seasonality in the S&P 500

Is "Sell in May and Go Away" Alpha?

Oct 2, 2021

September 2021

Testing SqueezeMetrics GEX and DIX Indices

I previously looked at @SqueezeMetrics GEX and DIX indices to see if they had any casual impact on future returns in the S&P 500 index but my an…

Sep 25, 2021

3

5

Don't Do Statistics Before Causality

If you don't put causality into your models, you won't get it out of them

Sep 19, 2021

August 2021

Mean Absolute Deviation and MAD About Shaming Science

A spotlight on a replacement for standard deviation and the existential value of science

Aug 29, 2021

Taking the Temperature of Dr. Copper

Evaluating the use of the metal as a leading market indicator

Aug 22, 2021

My Analysis Approach and What Motivated It

How and why I attempt to separate signal from noise

Aug 14, 2021

1