Is "Sell in May and Go Away" Alpha?
Testing SqueezeMetrics GEX and DIX IndicesI 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…
If you don't put causality into your models, you won't get it out of them
A spotlight on a replacement for standard deviation and the existential value of science
Evaluating the use of the metal as a leading market indicator
How and why I attempt to separate signal from noise
Conviction should follow confirmation. The only confirmation I see discussed around trading on Twitter are additional untested signals. My goal is to c…
In my previous report I messed up my result by introducing an auto-correlation false positive into my results. I've corrected my infrastructure to prev…
REVISED - ERRORS CORRECTED See this article on how I solved the problem. The stochastics indicator is titled "an accurate buy and sell indicator" by In…
I previously tested the RSI indicator against the Dow Jones Industrial Average using ordinary high school statistics. In this post I'll be pulling out …
When testing RSI I used conditional probability as my statistical tool, thinking that keeping it to high school level statistics would make the analysi…
The Relative Strength Index (RSI) is an oscillator that outputs a value between 0 and 100 which is intended to show how "oversold" or "overbought" a se…