TagsADX allocation arc average balance Bandy bonds breadth bubble bull CAPM Connors control correlation currency Demand Demand curve Dot-com bubble Econoday ECRI Fed feedback gauge gold hedge histogram Inventory JCJ Keltner lag Levy Livermore Loeb loop MACD mean median momentum Moving average NASDAQ Options parabola peak POMO portfolio predictive Price QE quintile rank ratio regression reversion robot rotation RS scaling sectors Sharpe signal sine Standard deviation stop strength Supply and demand testing top trend USD VIX volatility wave Wilder WLI yield
- Follow ziggy lines on WordPress.com
Mark Virag on 190 Weeks without a Corre…
- Information contained on this web site is provided for educational purposes only. Under no circumstances is it to be used or considered as an offer to sell, or a solicitation of an offer to buy securities. While information contained herein is believed to be accurate at the time of publication, we make no representation as to the accuracy or completeness of any data, statistics, studies, or opinions expressed.
Tag Archives: correlation
Hat tip to Gökhan Kula for sending this along. For the few years I have been trading, bond yields have been strongly correlated with stocks. Stocks go up when bonds go down, so much so that I regard SPY and … Continue reading
Mean reversion is aided by volatility, and momentum trading is aided by relative strength. I have been exploring the distribution of relative strength. Market strength and breadth are handily characterized by the mean and standard deviation of this distribution. It … Continue reading