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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…
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I’ve developed an approach for position sizing that allows for conviction-adjusted sizing based on a quantitative measure of statistical significance. I…
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Is "Sell in May and Go Away" Alpha?
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…
confirmsignal
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How and why I attempt to separate signal from noise
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When testing RSI I used conditional probability as my statistical tool, thinking that keeping it to high school level statistics would make the analysis…
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Pithy wisdom is for managing your "high", not your profit
Matt
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Evaluating the use of the metal as a leading market indicator
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
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…
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