“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
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The following are studies I conducted throughout my undergraduate degree in university
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- Feb 23, 2022
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
- Aug 31, 2021
Mean Reversion Distance Study
How do returns for trading mean reversion change as price deviates farther and farther from the mean?
- Jul 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
- May 26, 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 6, 2021
"Buy on Red" Test
This statistical study will answer the question, "is it better to buy on red or on green?"
- Feb 20, 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 5, 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.
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