Pithy wisdom is for managing your "high", not your profit
When I was younger I believed in a kind of physical determinism. I thought that if you knew exactly where everything was and exactly how fast it was…

December 2021

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

October 2021

Is "Sell in May and Go Away" Alpha?

September 2021

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

August 2021

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…

July 2021

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…
REVISED - ERRORS CORRECTED See this article on how I solved the problem. The stochastics indicator is titled "an accurate buy and sell indicator" by…