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The following are studies I conducted throughout my undergraduate degree in university
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“Quasi-Momentum” Strategies via Signal Processing (Part 1)
Rolling calculations can often experience sudden spikes and drops as volatility enters and leaves the rolling window of observation
May 2, 2023


VIX Spike Frequency & Magnitude
The goal of this study is to identify the length of time that tends to pass between VIX volatility spikes and the magnitude of those spikes
Feb 23, 2022


Doji Significance?
Do doji candlesticks really have some sort of predictive power?
Sep 16, 2021


Mean Reversion Distance Study
How do returns for trading mean reversion change as price deviates farther and farther from the mean?
Aug 31, 2021


What's Wrong With Traditional Technical Analysis?
I will present information that will cause many to question the validity of what they've been taught about markets and technical analysis
Jul 31, 2021


Weekday Statistics (ANOVA)
Many traders and professional institutions may make decisions based on the day of the week. Is this a valuable practice?
May 26, 2021


"Buy on Red" Test
This statistical study will answer the question, "is it better to buy on red or on green?"
May 6, 2021


Keltner Channel Study: Mean Reversion
The purpose of this test is to evaluate the usage of volatility bands in measuring short-term overbought and oversold conditions, as well as
Feb 20, 2021


MACD Study (Part 3): Asset Classes
The purpose of this third part of the MACD study series is to compare the indicator's performance over a various asset classes.
Feb 5, 2021
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