Machine Learning
A Gaussian Mixture Hidden Markov Model for the VIX
A Hidden Markov Model (HMM) is used to model the VIX (the Cboe Volatility Index).
Blog
Crypto
UNISWAP: Impermanent Loss and Risk Profile of a Liquidity Provider
UNISWAP is a decentralized exchange (DEX) and part of an ecosystem of products in decentralized finance (DeFi).
Fundamental
Startup & Unicorn Growth Valuation
How do you value companies which have IPOed recently?
Technical
The Power of Growth Stocks
Feature Article in the Magazine: Technical Analysis of Stocks & Commodities
Technical
Trend Trading Explained
It's a mechanical trading rule used by many day traders and long term investors.
Technical
The Philosophy of Trend Following
Trend following is common sense and we use it without knowing daily in our lives.
Fundamental
Graham's Formula for Valuing Growth Stocks
Explained: Benjamin Graham's formula to forecast the future value of a company based on its earnings history and growth forecasts.
Technical
The Hindenburg Omen
The Hindenburg Omen predicted the crash of 1987 and also triggered many times before the crash of the great financial crisis (GFC) in 2008.
Fundamental
Piotroski F-Score
Piotroski only looks at stocks in the lowest third of the market cap population and the highest fifth of the book-to-market population.
Technical
The Arms Index
If the market were a wristwatch, it would be divided into shares, not hours. (Richard Arms)
Technical
The $Arms Index ($TRIN)
Based on the analysis of the conventional Arms Index (TRIN) calculation we have deduced an improved version of the TRIN, which we showcase here.
Technical
McClellan Oscillator & Summation Index
The McClellan Oscillator was developed by Sherman and Marian McClellan in 1969. It is based on the Advanced-Decline-Line (ADL).
Technical
HILO Index
The HILO Index is the difference between the number of new highs and new lows per day
Technical
TD Buy & Sell Perfection
This indicator is a signal for a trend exhaustion. It signals when an underlier is oversold or overbought.
Technical
Fibonacci Retracements
If people trade w.r.t Fibonacci or whether subconsciously the golden ratio affects the objectivity of the people trading is still open for debate.
Technical
The Power of Growth Stocks
Feature Article in the Magazine: Technical Analysis of Stocks & Commodities
Technical
Trend Trading Explained
It's a mechanical trading rule used by many day traders and long term investors.
Technical
The Philosophy of Trend Following
Trend following is common sense and we use it without knowing daily in our lives.
Technical
The Hindenburg Omen
The Hindenburg Omen predicted the crash of 1987 and also triggered many times before the crash of the great financial crisis (GFC) in 2008.
Technical
The Arms Index
If the market were a wristwatch, it would be divided into shares, not hours. (Richard Arms)
Technical
The $Arms Index ($TRIN)
Based on the analysis of the conventional Arms Index (TRIN) calculation we have deduced an improved version of the TRIN, which we showcase here.
Technical
McClellan Oscillator & Summation Index
The McClellan Oscillator was developed by Sherman and Marian McClellan in 1969. It is based on the Advanced-Decline-Line (ADL).
Technical
TD Buy & Sell Perfection
This indicator is a signal for a trend exhaustion. It signals when an underlier is oversold or overbought.
Technical
HILO Index
The HILO Index is the difference between the number of new highs and new lows per day
Technical
Fibonacci Retracements
If people trade w.r.t Fibonacci or whether subconsciously the golden ratio affects the objectivity of the people trading is still open for debate.
Fundamental
Startup & Unicorn Growth Valuation
How do you value companies which have IPOed recently?
Fundamental
Graham's Formula for Valuing Growth Stocks
Explained: Benjamin Graham's formula to forecast the future value of a company based on its earnings history and growth forecasts.
Fundamental
Piotroski F-Score
Piotroski only looks at stocks in the lowest third of the market cap population and the highest fifth of the book-to-market population.
Machine Learning
Hidden Markov Model
A Hidden Markov Model is a Machine Learning Method used in many everyday applications.
Crypto
UNISWAP: Impermanent Loss and Risk Profile of a Liquidity Provider
UNISWAP is a decentralized exchange (DEX) and part of an ecosystem of products in decentralized finance (DeFi).