Tristan Abet, Investment Strategist at Louis Capital Markets, outlines his volatility strategy and trade ideas for the major equity indices, US ETFs and currencies.
AI & Data Science
Retail investors buying high risk stocks when sentiment is bullish leads to their overpricing and eventual underperforming, according to new research from Warwick Business School.
There is no evidence that exponential moving averages are more effective than simple moving averages, according to new research from the University of Agder in Norway.
Walter Zimmermann, Senior Technical Analyst at United-ICAP, discusses the bearish rising wedge – a pattern where prices rise in a slowing ascent while gradually but inexorably losing momentum.
Momentum in firm fundamentals, i.e., earnings, explains the performance of strategies based on price momentum, according to Robert Novy-Marx, a professor at the Simon Business School, University of Rochester.
Amber Hestla-Barnhart, winner of the MTA’s Charles H. Dow Award, shows how to build a trading strategy around the ‘VIX Fix’.
Shipping sentiment can be an effective contrarian predictor of stock market returns outperforming buy-and-hold, according to new research from Nikos Papapostolou at Cass Business School.
We review Jeremy Du Plessis’s latest book, “21st Century Point and Figure: New and Advanced Techniques for Using Point and Figure Charts”.
Stock market data going back to 1876 shows that momentum remains a profitable strategy and that momentum market crashes are to some extent predictable, says research headed by the Federal Reserve Bank of Chicago.
The profitability of technical analysis varies greatly across national stock markets as the propensity of investors to herd differs from country to country, according to a report by Jiali Fang at Massey University in New Zealand.