Exclusive Content:
Journal
The Overnight Drift a Cumulative Return of +1,700%
INVESTORS SERIES The “night effect” references the strategy of buying the S&P 500 at the close and selling it at ...
US Jobless Claims Total 231,000 Last Week, Falling the Prior Week’s Upwardly Revised 233,000
GOVERNMENT REPORT SERIES UNEMPLOYMENT INSURANCE WEEKLY CLAIMS Initial jobless claims were down last week, and were marginally lower than Govt ...
Real Gross Domestic Product (GDP) Decreased at an Annual Rate of 1.6% in the First Quarter of 2022
GOVERNMENT REPORT SERIES Real gross domestic product (GDP) decreased at an annual rate of 1.6 percent in the first quarter of ...
Higher Tick Size Leads to +10% Drop in Algorithmic Trading
OPINION Order anticipation strategies have attracted intense attention and generated heated debates in the context of high-frequency trading (HFT). The ...
CCI Index Drops to Lowest Level Since February 2021 as Expectations Continue to Decline
GOVERNMENT REPORT SERIES The Conference Board Consumer Confidence Index® decreased in June, following a decline in May. The Index fell ...
Engagement Style Dramatically Increases the Likelihood of Financial Outperformance
FACTS The future success of companies is going to depend on their ability to engage radically on the world around ...
Monthly Advance Report on Durable Goods May 2022
GOVERNMENT REPORT SERIES Orders at U.S. factories for long-lasting goods and heavy machinery rose 0.7%, $267.2 billion +0.7%in May, a ...
Non-Human Knowledge Requires an Alternate Worldview
OPINION We live in a time when the defense of our beliefs threatens our future. Noise and predictability are human ...
Does Any Simple Strategy Beat the Index in Returns?
ASK THE EXPERT Question Does any simple strategy beat the index in returns? The answer is NO. My Advice Buy ...
Building Blocks of Quantitative Finance, Statements
INVESTOR SERIES Proper financial analysis will not only help you understand your company’s financial condition, helping you determine its creditworthiness, ...
+70% Analyst Price Targets are NOT Correct
FACT Analysts price target is a guess linked to their estimates of future performance. Most statistacal backed studies indicate that ...
Fast Facts of Algorithmic Trading
INVESTOR SERIES Algorithmic trading accounts for around 60-73% of the overall US equity trading (source: Wall Street). Benefits of Algorithmic ...