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…
I’ve developed an approach for position sizing that allows for conviction-adjusted sizing based on a quantitative measure of statistical significance. I…
Is "Sell in May and Go Away" Alpha?
How and why I attempt to separate signal from noise
When testing RSI I used conditional probability as my statistical tool, thinking that keeping it to high school level statistics would make the analysis…
If you don't put causality into your models, you won't get it out of them
Evaluating the use of the metal as a leading market indicator
A spotlight on a replacement for standard deviation and the existential value of science
REVISED - ERRORS CORRECTED See this article on how I solved the problem. The stochastics indicator is titled "an accurate buy and sell indicator" by…
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…
There are countless signals that we base our decisions on. Few of them stand up to critical scrutiny. I believe that conviction should follow…
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…