Conditional distributions, custom candlestick plots, & visualization tricks

  • Test directional signals for statistical significance
  • Make candlestick plots from scratch & visualize signals with shading
  • Import data from free sources & properly index it

Exploring scientific evidence, false claims, prior warnings, & unethical conduct

What can we learn from bond investors’ fear of default risk?

Thoughts on breakouts, seasonality, conditional distributions, and machine learning.

1 — Relative Strength and Breakouts Are Informative

  • Importing packages
  • Making a random time series
  • Transforming data to make new columns
  • Creating logical conditions and visualizing them as signals
  • Simulating a trading…

Value continues lagging growth. Commodity futures violating prior trends.

Trends & Potential Shifts

  • Global stocks: Pulled back after recently making new high. Strong momentum.
  • U.S. stocks: Similar to global socks. Tech, retail, cons dic. are leading.
  • Emerging market stocks: Similar to global stocks.
  • Developed Market, Ex US: Well below 52-week…

For directional bets, cheap calls improve risk-adjusted returns. Most calls are pricey.

Leverage & Position Sizing — Moderation is Key

Volatility speculation, leverage, Income, and Arbitrage

Exposure to Volatility and Timing

Watch What You Trade

A summary of key findings from scientific studies.

The world is struggling to contain the spread of Covid-19, per WHO data.

Is Coronavirus worse than the flu?

Mitchell Rosenthal

B.S. in Fire Protection Engineering, Quant Finance Student | Thoughts on Trading, Markets, Science, Stats |

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