Recent Blog Articles
These are the recent articles on Price Action Lab Blog since the last update:
The Good, Prediction-Free Beta
Trying to understand how the economy works for investing in equity markets is a difficult task that can lead to failure. Smart investors take the beta with minimal effort.
Interest Rate Volatility: Measures and Implications
After a long period of higher interest rates, the Fed surprised with a 50 basis points cut. It is now time to review interest rate volatility and its implications.
Using Norgate Data to Analyze the Impact of Dow-30 Stocks on Trend-Following
Using delisted series from Norgate Data, we analyzed the impact of Dow-30 stocks on an equity long-short trend-following strategy for the S&P 100 constituents.
Effect of Position Score Randomness on Momentum Strategies
With the advent of portfolio backtesting software and platforms, in the last few years there has been a proliferation of equities momentum strategies with very attractive backtesting metrics.
Think of Something New Instead of Trying to Improve Old Ideas
Attempting to enhance outdated investing or trading strategies and ideas that have not yielded expected results is rarely successful due to data snooping. It is tempting — so tempting that even people who understand the dangers of data snooping cannot escape it.
Passive Investors Are Trend Followers
Passive investors in equities are trend followers who do not try to minimize drawdowns with tactical models.
Data Mining, “Momentum Monkeys”, and Survivorship-Free Data
Monkeys can throw darts at stock quote pages of newspapers. Is long-only momentum better than the monkeys?
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