Since March 1st!? Not a big enough N. Backtest this simple strategy from 1960 and report back on percent up and down days. Then let us know if it...
The obvious action to a stock you have identified as being pumped is to wait for the dump and quickly pull the trigger. Assuming you can find...
I hope this article can help give you some ideas: https://falkenblog.blogspot.com/2020/02/simple-vol-estimators.html
Truth, as always, in financial markets is relative. The market is always moving in its' search for "true" valuation. There is always instability...
TastyTrade has a good series on options math. Only one new episode in a while, but the math doesn't change....
Delta approximates the probability of finishing ITM. The probability of touching the strike during contract lifetime is approximately twice the...
How do you then monetize your time and efforts? Are you expecting to get it back through inheritance?
This code uses the method of bisection to find IV #include <cmath> #include "fin_recipes.h" double...
Except in trading the odds of a given event occurring are never known with fixed certainty. Whereas in gambling they are fixed and known...
Absent any other information, low and going lower.
Lag is why MAs don't work, at least the traditional way people view and use them. I've written a few posts in this thread about how to deal with...
The problem with that logic is that what is low can always go lower (down to zero of course), and what is high can always go higher. That's why...
To measure fear in the broader equity markets, why not just use the VIX or possibly the VIX/VIX3M ratio?
Have you all read about rescaled range (R/S) analysis, with values between 0 and 1. A value of 0.5 means a random walk. A value greater than 0.5...
J.M. Hurst did his work and by analyzing cycles of floods from the Nile river. Cycle analysis from the physical world applied to finance is only a...
That is the philosophical debate everyone needs to have with themselves. If price evolves as a random walk, then all of TA is bullshit. If price...
If you want to filter data, look at the work of John Ehlers, and specifically his zero-lag filter for a lowpass. If you want a stationary series...
Correlation is the wrong metric to be looking at in the first place. Cointegration is the proper metric. Now down that rabbit hole you go.
Nobody can give you absolute positive returns under all market regimes. When the market is down big, I'll bet even Jim Simmons is down big. There...
The person whose done a lot of work in measuring market periodicity is John Ehlers, with his MESA and autocorrelation periodogram algorithms. I...
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