(LDMR)Long Derivative Mean Reversion is primarily a tool for measuring risk and capital efficiency.
It's secondary functions include identify outliers in the assignment value of derivatives, maintaining a price target and producing trade placement recommendations.
This strategy has one simple input: the symbol of a correlated asset or index. It is recommended to...
Recently I was following BTCUSD through its consolidation up until break of structure last Friday 6/10. That series was a local analysis/predictive tool using continuous-time markov chain (CTMC). This is a bigger picture analysis using charting techniques centered around supply/demand trendlines and a statistical method I developed in R studio that measures...
Upon analysis of the long term it looks like silver is going to struggle for a while to break $30.00. This chart chops up the last 13 years and then projects about 8 years into future (above orange, above yellow would be the levels) which may or may not be important. It's hard to say, but when I see the price breaking over those levels I will know we are on the...
I published an idea about a week ago discussing this channel we have been trading in since the ~$2100 peak we hit back in August 2020. This formation is clearly a bull flag, while they do break down from time to time this hasn't yet and if it recovers we are still all cylinders forward on breaking out to new all time highs. With the monetary situation globally...
The recent sell of was quite scary for some, but it looks like we probably are finished selling off (even it means we're going flat for a while). With the huge move in $GME today after hours and the major crypto's finding bids, I would keep an eye out for a move upwards. There is still 5x or more potential for doge coin in the long term and that massive upside...
The technical analysis on the USD is bad, but not as bad as the macro problems we are currently having. There is a very high chance the dollar is going to weak substantially from it's recent highs and will take decades to recover if it ever does.
The bottom is in on oil and with the US cutting back supply we have a macro economic scenario where can actually see oil rise to levels we haven't seen in 15 years.
This pattern has strength and indicates that higher rates will be here to stay for quite a while. This could cause issues in other markets and the dollar strength.
After coming out of arguably the most beautiful bull flag I have ever seen, we have had quite a nice run and a nice additional push by the man Elon Musk himself. I fear we are going to pull back quite a bit here, possibly 20-25% with a bottom somewhere around 42k. This will probably drag down most of the other coins as well medium term. With the bond yields taking...
