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April 26, 2017

Quantutorial – Garbage In Garbage Out

One of my readers, let’s call him Francis, sent me an interesting email yesterday. Apparently he had been inspired by Scott’s original post on the use of scatter charts for what I call raw edge discovery (RED), for lack of a sexier term. So he proceeded to spend a significant amount of time on slinging spreadsheets in Excel, which can get quite involved and in my opinion is rather error prone as each extra condition requires the addition of at least one more column. His primary focus thus far had been mean reversion and he is now attempting to apply a similar approach to trending or momentum systems.

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April 25, 2017

Mind The Gap

Sorry lads (and ladies), we’re not going to talk about thigh gaps today although it may easily double traffic numbers here. Instead we’re up for another lesson in tape reading but I think it’ll be very worth your while. So, courtesy of our croissant dipping friends in France we all were bestowed with a fairly large opening gap across U.S. equities on Monday morning. Now opening gaps, especially in equities, often have a nasty habit of filling shortly thereafter, which then offers participants a tasty inflection point for getting positioned.

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April 24, 2017

Like Clockwork

If you haven’t had a chance to read my most recent momo update then I strongly suggest that you do now as equity markets seem to be catching up with the two main scenarios I had outlined in my bottom line summary. Now if you aren’t a sub then you may have missed out on much of the meat of that post and now may be a good time to join up. PayPal may have been a hurdle for some readers over the past few years and I am very pleased to announce that Evil Speculator now finally accepts regular CC payments as well. So you’re officially fresh out of excuses 

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April 21, 2017

Quantutorial – Linear Regression

A few weeks ago during my trip to Tenerife Scott produced a post on testing mean reversion in the context of parsing for what I personally categorize as ‘Raw Edge Discovery’ (RED). Since I was on vacation I had very little time to contribute to the ensuing discussion but I had been planning to circle back on Scott’s post for two reasons: First I was positively surprised by the high level of interest regarding machine learning and basic system development. Secondly, although being rather comprehensive, I had felt that his post could benefit from a more in-depth explanation of the math behind scatter charts, which of course directly relates to linear regression.

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Cognitive Bias Carousel
  • Herding BiasHerding Bias
    Something very interesting happened during our trip back to Valencia last Sunday. After checking our luggage and passing through the airport’s security procedures we had a … more
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