"I love Quintuitive - Quantitatively Intuitive Views on Markets"

2022-05-05 22:00:52

Mobile Nav Quintuitive Quantitatively Intuitive Views on Markets NavigationResearchARMA/GARCHSVMProgrammingPythonRFuturesContactAboutFollowBlogrollCSSAMarketSciQuantitative TradingQuantocracyQuantum FinancierQUSMAR-bloggersSystematic Investor 2018 Volatility Recap 2019-01-06 2018 brought more volatility to the markets, which so far has spilled into 2019. Let’s take a look at the long term volatility history picture using the Dow Jones Industrial Average:Read More 2018 Winners and Losers 2019-01-06 2018 was very different than 2017. The stock market already made the headlines, registering its first down year in a while.Read More The Christmas Eve Selloff was a Classic Capitulation 2018-12-26 The selloff on Christmas eve was so bad it looked like a typical bear market capitulation. The following rally merely confirmed it.Read More The Bear is Here 2018-12-22 October and December have been devastating for stocks. It wasn’t until Friday though that we officially reached the depths of a bear market.Read More Seasonalities: Bad Period for Stocks? 2018-07-29 I just finished the implementation of another approach to finding repetitive calendar behaviour, and was quite surprised that the only short period for stocks, has just began. What are the odds of this? ?Read More Seasonalities: The Near-Term Future for the Market 2018-04-14 Sell in May and go away. Is there any truth to this? Did some work on seasonalities recently and applied it to the stock market to quantify the truthfulness of this statement.Read More Package Paths in R 2018-03-31 Recently, while working on the Azure Data Lake R extension, I had to figure out a good way to create a zip file containing a package together with all its dependencies. This came down to understanding where does R store and search for packages. Despite the documentation, it did require additional reading and experimentation.Read More The Bull Survived on Friday, but Barely 2018-03-24 There are only a few well-known signals which I consider reliable. One of them is the Dow Theory. According to it, or at least to some interpretations of it, the bull market cycle almost ended this Friday.Read More Interactive Broker’s SNAP Orders for Delayed Trading 2018-01-03 For a person who doesn’t work in the financial industry, I write a lot of trading-related code. I also like automation. Despite all that, I still don’t automate my trading 100%. My trades are manual, but I do use a few fancy tricks possible on Interactive Brokers.Read More 2017 Winners and Losers 2017-12-27 At this point it is pretty clear that the stock market was a yuge winner in 2017. So was bitcoin. How did other assets do? Currencies? Energies? Let’s take a look.Read More Pages:1234567...19»