Volatility Based Allocation, Part 2
Read Part 1 here: Volatility Based Allocation . In Part 1 I examined the basic strategy as outlined in Empiritrage’s documentation . Using $SPY as...
Author : System Trading with Woodshedder
What I’m Reading This Weekend
Quant Study: SPX Overbought/Oversold Stochastics Stock Market and the Super Bowl Combine Indicators to Identify High-Probability Reversals Correlation Based Allocation A Wealth of Words...
Death by Cold and Powerful Testimony for the 2nd Amendment
I’ve had a cold slowly wiping out all my strength over the course of this week. I’ve finally succumbed, having come home from work and...
S&P 500 Makes New 1276 Day High. What Happens the Next Year?
The S&P 500 is continuing a steady climb higher. As much as I love to see it, the action is definitely not a surprise. I...
What I’m Reading This Weekend
How Oversold is Enough? Investigations Into the % Above...0dma Indicator (Late edition to this weekend’s list) Position Sizing Using the Kelly Growth Criterion Using VXO...
What I’m Reading This Weekend
Position Sizing Using the Kelly Growth Criterion Using VXO to Time the S&P 500 More on Using VXO to Time the S&P 500 Short Selling...
Fidelity Select Sector Automotive Fund Moves Out of Top 3
The...idelity Select Sector Automotive...und...SAVX has spent a significant amount of time in the top three funds, but has now dropped down to #5. Because of...
New High Tight Flags for Friday
With today’s $SPY breakout to 5 year highs, the number of high tight flags has also exploded… $GRPN would not likely pass Bulkowski’s criteria for...
New High Tight Flags and the Return of $SNFCA
We have some new ones for Wednesday. And $SNFCA has created a new flag pole, pulled back, and is now again a viable HTF... ...
How the Hell Are They Teaching Math These Days?
I...ad...oped to post more tonight on Volatility-Based Allocation , but instead was stymied when I began working with my 6th grade son on...is math...omework. He...