Blogs about: Evolving Markets
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Weekend Riddle: Connection between Equity Prices and Treasury Yields
Riddle me this… Assume that at the close of trading each day we could know which way the 10-year Treasury yield would move the following day. We begin a portfolio with $1 and each day at the close we … more →
MarketSci Blog
Weekend Riddle: Connection between Equity Prices and Treasury Yields
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MarketSci wrote 1 month ago: Riddle me this… Assume that at the close of trading each day we could know which way the 10-year Tre … more →
What Makes the Market Go Zoom, Growth or Value?
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MarketSci wrote 5 months ago: This week’s “chart to make you say hmmm” … [logarithmically-scaled] Here I’m trying to understand wh … more →
Oddities in Russian Follow-Through: What Do They Say About the US Market?
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MarketSci wrote 5 months ago: Warning: extreme geekiness ahead… In my previous post I looked at the Russian stock market and … more →
Extreme RSI(2) Readings Becoming Less Common
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MarketSci wrote 8 months ago: The indicator RSI(2) has received a lot of attention from traders and the blogosphere (we did our ow … more →
Exploring Multi-day Stock Market Runs
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MarketSci wrote 8 months ago: It has felt like, at least to me, that the last half year or so has brought an increase in what I’ll … more →
When Trading Advantages Die: Bank Leader/Laggard Strategy
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MarketSci wrote 9 months ago: I usually don’t like to talk about strategies that don’t work, but this one was interesting (and I t … more →
Roundup: Short-term Stock Market Mean-Reversion Becoming Stronger
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MarketSci wrote 10 months ago: Just a little housekeeping. This is a roundup of my recent posts talking about short-term (daily) st … more →
Short-term Mean-Reversion Becoming Stronger: Part IV (So What?)
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MarketSci wrote 10 months ago: One last post to wrap up this discussion about short-term (daily) stock market mean-reversion becomi … more →
Short-term Mean-Reversion Becoming Stronger: Part III (Wood’s Light Bulb)
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MarketSci wrote 10 months ago: Recently I’ve shown that daily stock market mean-reversion is becoming stronger at an accelerating p … more →
Short-term Mean-Reversion Becoming Stronger: Part II (The Why)
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MarketSci wrote 10 months ago: This is a (long overdue) follow up to my first post showing that day-to-day stock market mean-revers … more →
Short-term Stock Market Mean-Reversion Becoming Stronger: Part I
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MarketSci wrote 10 months ago: I’m going to write about a pretty cranium-intensive subject this week, so to keep us all sane, I’m b … more →
The Moving Average Spectrum – Part II
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MarketSci wrote 11 months ago: This is a follow up to my post The Moving Average Spectrum. Like the first, this one is a bit on the … more →
The Moving Average Spectrum - Part I
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MarketSci wrote 11 months ago: This post will be a bit on the complicated side, but if you’ll invest in wrapping your head ar … more →
Testing TM, Rule #2: Buy the Market After It’s Dropped Not After It’s Risen
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MarketSci wrote 11 months ago: This is the second part of this week’s series on TradingMarkets.com’s 10 Trading Rules. In this post … more →
Testing TM, Rule #1: Buy New Lows, Not New Highs
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MarketSci wrote 11 months ago: This week I’m going to be looking at TradingMarkets’s 10 Trading Rules (edit: read the entire series … more →
Trading with RSI(2)
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MarketSci wrote 1 year ago: The indicator RSI(2) has been garnering a lot of attention from the blogosphere. A number of fellow … more →
The Simple Made Powerful with Adaptation
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MarketSci wrote 1 year ago: Note: daily signal updates for the adaptive version of this strategy are available in the State of t … more →
A New Approach for Coping with Abnormal Markets: Shades of Grey
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MarketSci wrote 1 year ago: I’ve been writing a bit lately about how our own YK Strategy, despite doing very well in real-time i … more →
When Adaptive Systems Fail Part II: Filtering Abnormal Markets
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MarketSci wrote 1 year ago: This is a follow up to my post When Adaptive Systems Fail. In that post I discussed how our adaptive … more →
