Confirm Signal Newsletter
Subscribe
Sign in
Home
Archive
About
More
return
;
New
Top
Discussion
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
Comment
2
Share
Share this post
Testing SqueezeMetrics GEX and DIX Indices
confirmsignal.substack.com
Copy link
Twitter
Facebook
Email
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. I…
Dec 26, 2021
1
Comment
Share
Share this post
Position Sizing Based on Conviction or Volatility
confirmsignal.substack.com
Copy link
Twitter
Facebook
Email
Checking for Seasonality in the S&P 500
Is "Sell in May and Go Away" Alpha?
Oct 2, 2021
Comment
Share
Share this post
Checking for Seasonality in the S&P 500
confirmsignal.substack.com
Copy link
Twitter
Facebook
Email
My Analysis Approach and What Motivated It
How and why I attempt to separate signal from noise
Aug 14, 2021
1
Comment
Share
Share this post
My Analysis Approach and What Motivated It
confirmsignal.substack.com
Copy link
Twitter
Facebook
Email
Primer on Conditional Probability
When testing RSI I used conditional probability as my statistical tool, thinking that keeping it to high school level statistics would make the analysis…
Jul 12, 2021
1
Comment
Share
Share this post
Primer on Conditional Probability
confirmsignal.substack.com
Copy link
Twitter
Facebook
Email
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
Comment
Share
Share this post
Don't Do Statistics Before Causality
confirmsignal.substack.com
Copy link
Twitter
Facebook
Email
Taking the Temperature of Dr. Copper
Evaluating the use of the metal as a leading market indicator
Aug 22, 2021
Comment
Share
Share this post
Taking the Temperature of Dr. Copper
confirmsignal.substack.com
Copy link
Twitter
Facebook
Email
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
Comment
Share
Share this post
Mean Absolute Deviation and MAD About Shaming Science
confirmsignal.substack.com
Copy link
Twitter
Facebook
Email
Stochastics: Testing the Trading Oscillator
REVISED - ERRORS CORRECTED See this article on how I solved the problem. The stochastics indicator is titled "an accurate buy and sell indicator" by…
Jul 14, 2021
Comment
Share
Share this post
Stochastics: Testing the Trading Oscillator
confirmsignal.substack.com
Copy link
Twitter
Facebook
Email
Testing the RSI Indicator with Bayesian Estimation
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…
Jul 13, 2021
Comment
Share
Share this post
Testing the RSI Indicator with Bayesian Estimation
confirmsignal.substack.com
Copy link
Twitter
Facebook
Email
We should confirm our signals
There are countless signals that we base our decisions on. Few of them stand up to critical scrutiny. I believe that conviction should follow…
Jul 9, 2021
Comment
Share
Share this post
We should confirm our signals
confirmsignal.substack.com
Copy link
Twitter
Facebook
Email
Does the RSI Indicator Give a Trading Edge?
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…
Jul 11, 2021
Comment
Share
Share this post
Does the RSI Indicator Give a Trading Edge?
confirmsignal.substack.com
Copy link
Twitter
Facebook
Email
This site requires JavaScript to run correctly. Please
turn on JavaScript
or unblock scripts