Tags » Volatility

Volatility: Up She Rises

Volatility in the U.S. stock market is building. While it may not be readily apparent in the headline readings, it is creeping along under the surface. 36 more words

Market Outlook

Market Structure and its relevance to Volatility

In-depth conversation about value and volatility in the markets must first begin by addressing the world we live in today.  Whether you sit on the fence, or are passionately for/against the need for High Frequency Trading (“HFT”) in our markets, is… 634 more words

The 68–95–99.7 Rule

This is one of the building blocks of my trading system particularly in the aspect of position sizing and risk management.

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Concepts

How to beat the market? Just hire a monkey

If you ask ten million monkeys to pick stocks, 99.9% of them will beat the market. This is the result of a research by Andrew Clare, Nick Motson and Steve Thomas who programmed a computer to simulate the stock picking abilities of monkeys and tracked the performance of ten million randomly generated portfolios from 1968 to 2011 using data from the 1000 largest US stocks. 385 more words

Featured

March 21, 2015: Losing Patience With The Fed

Well, now they’ve done it. As we suspected the Fed is having its cake and eating it too, they just did it the opposite way. We thought they were likely to use the word patience in their minutes, then suggest that they could change at any time. 470 more words

Shows

Visualizing volatility with streamgraphs

Streamgraphs provide a useful way to visualize the volatility for a large group of assets over time. You can think of a streamgraph as like a stacked line graph where the data radiates out around a central axis. 252 more words

Stock Market

March Madness - Dividend Grandness & Volatility Blandness

March Madness has arrived once again. This NCAA basketball event, which has been around since 1939, begins with a selection committee choosing the top 68 teams in the country.   728 more words

Themes - Trends