Market Math
Good tools can help us sort through the mass of market data each day to focus on what matters. Of course, there are many things we might want to filter for, and that’s one of the first questions to consider. For my work, one important category of markets are
Market Math
Yesterday, I saw someone on Facebook recommending a buy based on a moving average cross. (We already know that moving average signals are not reliable trading signals.) This person was also suggesting that we should be treating Bitcoin “like a savings account, having some cash flow go into it.” While
Market Math
Cryptocurrencies are in focus recently. Bitcoin has fallen almost 50% from its peak, and the future seems far less certain than it did a year ago. We were able to identify the shift in market dynamics early on, and I want to show you how we did it. Narrative and
Market Math
“The benchmark Dow Jones Industrial Average is off nearly 300 points as of midday today…” You can hear a similar quote on nearly every news outlet many times a day, but I’ve always mentally followed up with the same questions: “So what? Is that a lot or a little?
Market Math
I'm always looking at new ways to look at market data, and specifically new ways to present the data visually. Much of this finds its way into my work at MarketLife and Talon Advisors. A year or so ago, we started presenting correlation tables in the reports. Correlations
Market Math
So, you’ve seen the headlines and, if you somehow missed it when it happened, you know that last week was a period of historically high volatility in the stock indexes. It seems every finance twitter posted something along those lines, but one important thing is missing: what comes next?
Chart of the Day
This will be a very quick blog, as I'm just typing a few thoughts here in the first few minutes of what might be a volatile trading day. This morning, I noticed an extreme negative NYSE TICK reading on the open, and ran some quick stats. * The low
General Comments
This is the last in a series of blogs looking at December seasonality in stocks. To quickly recap, the first post used a simple binary (up/down) classification to look at all months of the year in graphical format. (Lesson: yes/no classifications are useful and so are data visualizations.
Market Math
This is a continuation of a series of posts looking at December seasonality in the stock market. The previous post is here, and the goal of this series is to both examine the seasonal tendency and to share the thought process. Today, we’re going to do something a little
Market Math
This is a followup to my previous post that included a visualization of seasonal tendencies for about 90 years of the US stock market. A visualization like that is a good way to see some patterns in the data, and to maybe get some ideas for further exploration. Today, let&
General Comments
This is the first in a short series of blogs in which we will look at the so-called Santa Claus rally in stocks and find some answers to the question "is there a tendency for stocks to rally into the end of the year?" This is not a
Market Math
As we round the corner into the Thanksgiving holiday, I thought I would share another piece of my old writing. I recently found this paper as I was searching through old documents; it was my first attempt to really crystallize my pattern testing and research into an academic format. Reading