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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
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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
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Doji Significance?
Do doji candlesticks really have some sort of predictive power?
Sep 16, 2021
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Mean Reversion Distance Study
How do returns for trading mean reversion change as price deviates farther and farther from the mean?
Aug 31, 2021
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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
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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
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"Buy on Red" Test
This statistical study will answer the question, "is it better to buy on red or on green?"
May 6, 2021
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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
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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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