The net quantitative assessment of GBP shifted from a 30 points to - 5 points. This shift showed that the current long state of the pair was short lived. Simultaneously NZD quant score shifted from 0 to 28 showing an increase in strength. After waiting for a candlestick confirmation entered the trade, and still waiting for the position to materialise. 25% of the...
Recently I have noticed that many CFD and spread betting providers (I wont mention which ones but they are easy to find with a quick google search) are letting users "trade" the CBOE Volatility Index (VIX). I thought this was unusual as the VIX is not a purchasable asset; it is a measure of implied volatility (both long and short) on the S&P500 calculated through...
Based on my trading system "R Difference" (see my published scripts) PAYC is looking like a solid buy.
Quant strategy Equity Trend sets long position in MTBC.
Quant system Equity Trend starts to add long position in Okta, Inc.
Quant strategy Equity Trend sets long position in PIMCO Income Strategy Fund.
Automated Trading Strategy went on long Paypal.
Poor support established on meteoric rise. Correction seems to be inbound. Support levels and time series based trend lines generated from TA and QA. TA includes elliot wave theory, top analysis, fib levels. QA includes stochastic control process algorithms + brute force path optimization with reinforcement learning. Could be dead wrong, but maths and history...
Fed will crash the Markets, if they start Quantitative Tightening by end of the November.
Ok this one is interesting. Let's check out the divergence between the equity market and gold. No statistical arbitrage opportunity on this one, but this seems to indicate to me that once the correlation between the two starts to get closer to equilibrium, gold will already be rising and equities should begin a descent down, although likely not for long. The...
Using the Harmonic Mean (Pythagorean Means), we focus on "three values" using the Cross Ladder Problem by drawing the geometric shape - vectored R/S points. These values are taken from the harmonic mean of "B" "A" "h". The calculation inputs are Log Normal, Exponential, and Skewness. (Arithmetic mean gives higher data points that will error your weight);...