The holdings of the VXX ETN are just the front two VIX futures, VX Mar 2022 and VX Apr 2022 at the moment (and Mar is about to expire). Can...
Cool. I don't know WEAT well, but for anyone else thinking about something similar, don't forget to have a look at the term structure of the...
I'm very interested if you back-tested this and, if so, what data source(s) you used for the historical fundamental data (hopefully without...
EXACTLY!
Here's my view on GFT in general terms: When you have an irrational bubble brewing, it is usually an excellent trend following opportunity. Some...
I agree with John (and what follows isn't "aimed" at anyone in particular...) The only thing that *MIGHT* beat what I predict BTC will do over...
Thanks for sharing, Mark. I've considered something similar, but was not sure if/why BTC/ETH will continue to maintain their relationship in the...
Of course I can't speak for Mark, but there are options markets for BTC. It's pretty easy to hedge while remaining exposed for potential further...
Do you mean the 34 cryptowallets Canada banned after invoking the Emergencies Act recently? This has nothing to do with cryptocurrencies. They...
I feel your pain! I had a bad losing streak the same month I got married. As if the stress of planning and pulling off the wedding wasn't...
That's interesting. Thanks for sharing. I'm not that surprised they called a cab, though.... What's the second-hand market for your phone?...
Again, just in case it is of interest to others, here is a list of all irregular exchange closures back at least to 1954, according to Norgate:...
In case anyone is interested, the Canadian Prime Minister is about to hold a news conference... https://www.cbc.ca/player/play/1998098499751
I define ‘edge’ as a positive expected value, after commissions. I think that different people define ‘edge’ in different ways, but we are...
Depending on exactly what you want to do with the data, I vouch for Norgate (no affiliation) in conjunction with an analysis platform. It is very...
Thanks for your reply. Just to be clear, are you saying that the data is incorrect or are you saying that it is better to trade near the daily...
Hi Everyone, I'm just looking for opinions on the QUALITY OF DATA provided by Barchart. I'm about to do a quick one-off analysis on some EOD...
By definition, the expected value does not depend on the distribution. The formula is the same irrespective of the distribution. The...
Not everyone wants out of their day job. There are people who are successful traders AND enjoy the challenge, satisfaction, sense of...
It depends on your account size. If you you're getting information from Bloomberg that you calculate translates into a boost in annual return by...
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