Is the big cycle turning?
Ron William, director of RW Advisory, looks at the evidence for a major market drop in the S&P 500.
AI & Data Science
Sentiment signals are strong but decay rapidly
J.P.Morgan’s Quantitative & Derivatives Strategy team has found a significant signal in news sentiment data. The signal, however, seems to decay rapidly after about two days.
Sentiment-based stock screening
Peter Hafez, chief data scientist at Ravenpack, proposes a simple quantitative method to help discretionary investors reduce the universe of stocks from which they select their final portfolio.
TA & higher returns in crypto FX
Researchers from Hull University and the ICMA Centre have tested technical trading rules in several cryptocurrency markets and found they yield higher risk adjusted returns than a simple buy and hold strategy.
TA good for small caps
A new study by researchers at Massey University and Auckland University of Technology has found that technical indicators are especially good at forecasting the price movements of individual small cap stocks.
Relative Rotation Graphs explained
At a recent seminar hosted by The Technical Analyst in central London, Trevor Neil gave a talk on the methodology behind Relative Rotation Graphs (RRGs).
News sentiment & global equities
Trading equities using news sentiment produced positive returns in 41 out of 49 studies in a new study by Ravenpack.
Media attention and stock returns
Peter Hafez, Chief Data Scientist at RavenPack, discusses how stocks with ‘abnormal’ levels of news volume are more likely to experience strong price movements.
Techniques for Bloomberg users
In their latest Quarterly Global Macro Overview, the technical analyst team at Bloomberg show how Relative Rotation Graphs™ can be used to highlight which of the global equity indices are leading and which are lagging.
Trading inversions in the VIX curve
Dan Russo, Technical Analyst and Principal of Institutional Sales at Needham & Company LLC in New York, looks at VIX curve inversions and describes how they are usually a harbinger of short-term rallies for the S&P 500.