Mission & Objectives
Intended Audience
July/05/2008 23:55
Anybody interested in the future markets will benefit from the weekly follow up of the COT data and analysis of the setup conditions developing.
Additionally we will conduct quantitative studies. While our objective is to conduct quantitative studies, our background, methodology, results, and discussion will avoid the "academic tone & jargon" of peer-reviewed research papers. Instead the conclusions will be presented in a clear and practical tone adequate for the general public and nonexperts.
Additionally we will conduct quantitative studies. While our objective is to conduct quantitative studies, our background, methodology, results, and discussion will avoid the "academic tone & jargon" of peer-reviewed research papers. Instead the conclusions will be presented in a clear and practical tone adequate for the general public and nonexperts.
Motivation
July/05/2008 23:51
As stated in the welcome page there is a wealth of financial information available. This includes thousands of websites and advisory newsletters, as well as hundres of books ranging from personal finance, portfolio management, and stock investments to day trading and scalping trading. Despite this apparent wealth of information, most of it is unreliable. Many of the simple strategies presented in trading seminars, books, and websites do not withstand even the most basic statistical testing based on historical data.
The purpose of this site is to provide evidence-based conclusions derived from quantitative analysis. At the moment, one of the few works that employs a well-researched and quantitative approach to stock investment is the seminal book by Dr. Jeremy Siegel “Stocks for the Long Run.” This classic is now considered the definitive guide to financial market returns and long-term investment strategies. Our objective is to conduct a similar study to document the performance of some of the strategies available for short-term trading in the stock and futures markes and to offer novel approaches.
The purpose of this site is to provide evidence-based conclusions derived from quantitative analysis. At the moment, one of the few works that employs a well-researched and quantitative approach to stock investment is the seminal book by Dr. Jeremy Siegel “Stocks for the Long Run.” This classic is now considered the definitive guide to financial market returns and long-term investment strategies. Our objective is to conduct a similar study to document the performance of some of the strategies available for short-term trading in the stock and futures markes and to offer novel approaches.
Mission & Objectives
July/05/2008 23:51
This site is devoted to evidence-based investement and trading research. Specifically, it focuses on providing well-researched and quantitative analysis of financial information and strategies for stocks, futures, commodities, ETFs and mutual funds. While the techniques employed draw from technical analysis, fundamental valuation, risk-management, and modern portflio theory, the analysis and conclusions provided are primarily based on the sound fields of statistics and statiscial time-series analysis.
Additionally, we will provide descriptions of classical indicators as well as the novel indicators we develop, portfolio selections and the corresponding benchmarks, and market follow-ups.
Additionally, we will provide descriptions of classical indicators as well as the novel indicators we develop, portfolio selections and the corresponding benchmarks, and market follow-ups.