Saturday, February 23, 2019

Info!! Quantitative Together With Qualitative Perspectives To Get-Go The Weekend

*  Thanks to a savvy portfolio managing director for the measures of buying too selling pressure equally filters to ameliorate this trade; 

*  Influenza A virus subtype H5N1 wise trader passes along this perspective on what options ratios are telling us;

*  Here's a smashing practice that volition demo you lot how slow it is to overfit backtests of data; encounter too this fantabulous newspaper on how to distinguish good, bad, too ugly backtests;

*  There's bear witness that tweets predict stock prices; it's interesting to encounter that IWM stance is quite high inwards the Stock Twits measure, though the Russell 2000 Index has of late underperformed; QQQ stance is too quite high at 70% bulls too 30% bears;

*  Overvalued stock market?  this consider of the CAPE from Brad DeLong;

*  Abnormal Returns asks:  Stock marketplace correlations ascent inwards times of marketplace stress; mightiness correlation regimes move an of import stance measure?  See too this consider of correlation from China's market

Have a smashing weekend!

Brett
.

No comments:

Post a Comment