Quantifiableedges.com

I don't often discuss trade idea results from the subscriber letter here on the blog. The last time I did was in January. 2012 so far has been a very strong year and many subscribers have written to say they’ve benefitted.  The reason I don’t often...

One notable about Wednesday’s action is that the Quantifiable Edges Capitulative Breadth Indicator (CBI) reached 10 for the 1st time since November of 2012. In the past I have shown a fair amount of research demonstrating CBI levels of 10 or greater...

This is a summary of links featured on Quantocracy on Monday, 05/18/2015. To see our most recent links, visit the Quant Mashup. Read on readers! What Drives the S&P 500 Equal-Weight Return Premium? [Alpha Architect] A recent academic paper, Equal...

Summary: There are several breadth and sentiment indicators that suggest the indices have reached, or are at near, a one month low. But more importantly, for the first time in awhile it is possible to see an endgame to the sideways trading range that...

Well, with that uplifting risk management poster, let's see what inspirations we can find for the coming week! *  My regression model for SPX remains moderately bullish 5-10 days out, though not as aggressively bullish as it had been last week...