General Comments

Midweek links and reading

AdamHGrimes

13 Aug 2014 — 1 min read

Instinct can beat analysis. Read this. (Harvard Business Review)

At one time, I did a lot of quantitative work on fundamentals. Not surprisingly, what most people think works in "fundamental land" doesn't work as well or, in many cases, quite like we are taught (same is TA-land). One thing that does work is that stocks with a high short interest tend to outperform. Here's a look at recent history. (Bespoke)

It is always important to challenge assumptions and, sometimes, to build things from the ground up and even question core, accepted beliefs. (the research puzzle)

And along the lines of questioning everything, the title of this post is "Why technical analysis is shunned by professionals." Certainly worth your time, as is the wealth of material on this blog. (Andreas Clenow)

Mentoring and education will not make you a trader. Nothing can make you a trader, except your hard work on yourself, but there are some good resources to get you started in the right direction. (TraderFeed)

History matters, and a look at some historical yield curves might yield some insight. (The Aleph Blog, and part II here.)

Less market related:

A voice of kindness, compassion, and genius was silenced this week; Robin Williams will be sorely missed. (New York Times)

Have a documentary... or 300. Some very interesting things here: (Collectively Conscious)

From Noise to Signal: Building the Rvol Relative Volume Measure

In my previous post, I shared some perspectives on how I turned my lack of quantitative education into strengths. The structure that came from that process—not being afraid to get my hands dirty with the data, simulating multiple outcomes, and being willing to ask very basic questions—has served

Brute Force, Bad Math, and the Trader’s Edge

In this post, I want to share some insights into my thought process as a trader. I will follow up with a post looking at Relative Volume. I originally defined, quantified, and coded that tool in 2009-2010, but it grew out of a foundation much deeper. My thought process might

When to Trade (And When to Stay Out)

Markets are always a mix of signal and noise — the trick is knowing when the balance shifts in your favor. This post breaks down how to spot those rare moments when an edge appears, and when to stand aside to avoid bleeding money in choppy conditions.

Markets Evolve. So Do We. Here's What's Next.

Everything changes—the only constant in life and markets. When we think we have it figured out, it changes. This is true in markets, life, and everywhere else. Over the past few months, I’ve been getting a lot of solid work done on the coding front. I’ve launched

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From Noise to Signal: Building the Rvol Relative Volume Measure

Brute Force, Bad Math, and the Trader’s Edge

When to Trade (And When to Stay Out)

Markets Evolve. So Do We. Here's What's Next.