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The following are studies I conducted throughout my undergraduate degree in university
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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


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


MACD Study (Part 1): EMA vs SMA
The purpose of this multi-part MACD study is to validate (or invalidate) its usage and compare results over a variety different settings.
Jan 4, 2021


Month Statistics
Do some months tend to perform better or be more volatile than others?
Dec 12, 2020
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