Yes. That's how I pick which options to sell and which to buy to create different spreads based upon my market thesis. If you aren't using that...
I added some metrics at intervals to show the evolution of the daily return distribution of GDX. What I can see is that the total return, mean,...
I am looking for a brief 1–2-day rally: My numbers are: QQQ to 378 SPY to 450 IWM to 189
On a different note the GDX rally finally starts today! Patience is the key.
I am going to call it the end of this leg of the correction. The actuals were: SPY bottomed to 433 on 8/18. IWM bottomed to 181.86 on 8/18. QQQ...
One that will be honest on it's limitations. Technical analysis is analysis of past data. It's useful. You have to start somewhere. Regression is...
No. Everyone needs oil. Not dollars.
The state x(t) of a geometric Brownian motion satisfies an Ito differential equation: d x(t) = μ * x(t) dt + σ*x(t) dw(t), where w(t) follows a...
I don't know. I didn't go through it. I don't use that implementation of it.
Returns are normal. Prices are lognormal. Stock prices are always >=0.
Logging a journal entry for GDX YTD Parameters and a probability matrix. The far left column is the number of standard deviations: [ATTACH] GDX...
Then we should see some tails but an overall shifting of the distribution to the right. [ATTACH] [ATTACH]
I am not super bullish on Gold Miners. Just something to trade in the long direction while the market is in a correction. I modeled GDX with a...
I am going back to dust off the cobwebs and develop the quant. tools again. I neglected it during the AI buzz and market rally. It's time to...
Just adapt, bro. Trade some utility stocks. Collect some dividends. Its good stuff.
I think I like the 9/29 on NUGT: Puts: $42/$27 Vertical Call: $31/$35/$42 Butterfly Take it off around $40.
Over the long term it should all look like this: [ATTACH]
Gold miners are just stocks which mine and stream. They need some love. EEM looks priced to perfection with room for more upside. YTD kurtosis is...
Its due, but it's a commodity. It has a very messy distribution. It doesn't work like a stock market sector.
Use the data to make predictions. The data is showing me that gold miners, healthcare, utilities, and biotechs are coming up next.
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