Trading Correlation Manager

Thursday, January 14, 2021

Some things

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You can beat efficient markets through management. A stock in an efficient market spends 85% of its trade in a price range. At the edges of ...
Thursday, March 5, 2020

Inversion of logic

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The counterintuitive move at first glance seems to be an inversion of logic but where you can invert logic and find it still might work, you...

Markets Have Their Reasons

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The markets have to behave in certain ways because of what they are and how humans behave. For instance, deflation might be scary, it might ...
Saturday, February 15, 2020

Highs vs low

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On the right is % of stocks in the industry within 5% of the 52 week low On the left is the percentage of stocks within 5% of the 52 wee...
Monday, March 26, 2018

How Does Statistical Arbitrage Work?

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  Statistical arbitrage is the term usually involving both long and short hedged positions or paired trades that tend to revert to the...
Saturday, March 10, 2018

Modeling expectations of a portfolio Part 1

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Some people like to use a combination of options, long term investments and short term trades in a more complex portfolio. This can be trick...
Friday, April 7, 2017

How FindingThe Best Stocks is A Needle in The Haystack Problem

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Finding the best stocks in certain ways is like finding a needle in the haystack. I don't mean with regards to difficulty necessarily bu...
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