Update: Recent Blog Articles
Below is a list of free articles on the Price Action Lab Blog since the last update.
Cap-Weighted Outperformance: A Short-Term Phenomenon?
Historically, the equally weighted S&P 500 index has outperformed its cap-weighted counterpart by a significant margin. However, last year, this pattern reversed. Is this a short-term development or a regime change? Will small caps stage one of the most spectacular rebounds in the history of the markets?
Commodities are Targeting 2022 Highs
Commodities are on the rise and may outperform stocks, based on recent political and economic developments
Stock Market: Nothing Like the 1990s Despite Massive Deficit Spending
Despite massive deficit spending, the performance of the stock market in the last 15 years has not even come close to what was realized in the 1990s. What does this ultimately mean? Here is an attempt to provide clues.
High Beta Vs. Low Volatility Large Caps: Largest Divergence Since GFC
Due to artificial intelligence turmoil, on January 27, 2025, there was a nearly 4-sigma divergence between high beta and low volatility large caps. A few things you should know.
The Huge Optimization Space of Mean Reversion
Despite their popularity, mainly in the retail space, mean reversion strategies have a huge optimization space due to a large number of possible rules and parameters.
Until the next update!
