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GBP/NZD short on Wednesday
In this article we will look at a particular behavior of the GBP NZD currency future, which has been fairly constant over time.
AUD futures Monthly Trend-following
TREND FOLLOWINGIn this analysis we will consider the AUD futures. Dividing the time series starting in 2003, we will look for an entry that breaks a monthly high-open candle formed the same month as the year before.
AUD futures daily range
Mean Reversion
In this analysis we will see how the AUD futures fits into a particular mean reverting strategy.
CAD futures monthly bias
Mean Reversion
In this analysis, we will consider the CAD futures. Dividing the time series starting in 2002, we will look for the existence of a correlation between the various months.
CHF quarterly mean reversion
Mean Reversion
In this analysis we will look at the CHF futures to investigate the presence of any anomalies related to the mean reversion.
AUD Futures: Last-days-of-the-month bias
Month end Bias
In this analysis we will present a bias in the AUD futures, that recurs in the market with a certain regularity linked to specific days of the month.
Mean Reverting Bias on CAD Futures
Mean Reversion
In this analysis on CAD futures we will conduct a simple study on the presence of a mean reverting characteristic of the cross.
EUR/CHF before and after 60-minute break
Day bias
In this analysis we will look at the EUR/CHF futures and present a bias linked to two different times of the trading day.
GBP/CHF day-of-the-week bias
Day bias
In this analysis we will present a Bias identified in the GBP/CHF futures, an inefficiency that recurs in the market with a certain systematicity linked to specific days of the week.
AUD/CAD Mean Reverting strategy in a medium-short timeframe
Support trading level
In the following analysis we will attempt to extrapolate a mean reverting trend of the AUDCAD currency futures.
Identifying GBP Futures’ Effective entry price levels
Support trading level
In this study we will examine the British pound to find elementary and effective entry price levels in GBP Futures.
Split Time Series in Two Semesters
CONTRARIAN INVESTING
In this analysis we will consider the majors FX futures in order to identify correlations that support Contrarian Investing.
GBP/CAD Mean Reverting Time Bias
MEAN REVERSION TIME BIAS
This analysis focuses on the presence of a mean reverting characteristic of the cross for GBP/CAD currency futures.
Time-band bias in GBP/USD currency futures
Time-band bias
In this analysis we present a Time-band Bias identified in GBP/USD currency futures.
CAD futures daily range
Mean Reversion
In this analysis we will see how the CAD futures fits into a particular mean reverting strategy.
GBP/NZD short on Wednesday
Day Bias
In this analysis, a particular behaviour of the Utilities sector of the S&P500 index is highlighted.
Utilities: Wednesday Bias
Day Bias
In this analysis, a particular behaviour of the Utilities sector of the S&P500 index is highlighted.
Real estate: correlation between volumes and returns
Volumes effect
This analysis will focus on companies in the real estate select sector index, assessing the existence of a correlation between its volumes and subsequent returns.
Top three Healt Care companies against S&P500 Index
Correlation
This analysis highlights how some companies in the S&P500 index do not always follow the trend of their benchmark.
NZD futures daily range
Mean Reversion
In this analysis we will see how the NZD futures fit into a particular mean reverting strategy.
S&P500 Materials: Using year low to execute a Trend-following strategy
Trend-following In this analysis we study a certain behaviour of the Materials sector of the SP500 index. Since 2010, the S&P500 Index has been on a fairly steady upward trend, as we can see from the performance of its ETF.
AUD/NZD Mean Reverting Time Bias
Mean Reversion Time Bias In this analysis based on AUD/NZD currency futures, we will conduct a simple but informative study. We will focus on the presence of a mean reverting characteristic of the cross: not on the classic phenomena of interest such as asset prices of returns eventually revert to their long-term moving average levels (buying low and selling high); in our case, the average will be the reference point for the identification of an hourly bias. When at a given time the price is above or below the average, the job will be to find a regularity in the way the price moves.
Daily gap in Boston Properties Inc (BXP)
Time-band bias This analysis will focus on what happens at the start of the trading day - i.e. at the opening of the market - looking for those stocks where there is a certain correlation between the opening gap and the resulting performance of the trading day.
Time-band bias in EUR/NZD currency futures
Time-band bias A Bias is an anomaly that recurs on the market with a certain frequency, in this case linked to specific time bands. It is a simple analysis, but it can give very useful information, above all if the carried out study is contextualized.
High-Open analysis on Micron Technology
High-Open analysis This analysis will focus on an anomaly identified by analysing the first day of trading in the turn of the month for Micron Technology.
Trend-following TSCO with moving averages
TREND-FOLLOWING In this analysis we make use of the moving average, an indicator used in various strategies to identify the trend reversal point. However, in this case we will search for those actions that best fit a trend-following bullish strategy through the use of such indicators.
Split S&P 500’s ‘Comm’ Stocks into semesters
Contrarian InvestingThe analysis is carried out by finding those correlations that support Contrarian Investing, an investment strategy that involves buying and selling against the prevailing sentiment over time. The basic idea is that a certain crowd behaviour among investors can lead to exploitable valuation errors in securities markets.
Kinder Morgan Inc (KMI) Time-band Bias
Time-band BiasA Bias is an inefficiency that recurs on the market with a certain frequency, in this case linked to specific time bands. It is a simple analysis, but it can give very useful information, above all if the carried out study is contextualized.
Low-volatility anomaly in SPN
Low-volatility anomaly Low-volatility investing is an investment style which involves buying stocks or securities with low volatility and avoiding those with high volatility.This investment style exploits the low-volatility anomaly.
Cadence Design Systems (CDNS)
VOLATILITY In the stock market, periods of flat market can be observed.
Stocks that make up the S&P500 index, which over the last 10 years has been marked by a pronounced bull market, may present seasonal periods characterized by low volatility and defining a flat market.
ViacomCBS Inc (VZ) – Omnicom Group Inc (OMC)
COINTEGRATION In the context of pair-trading buy / sell, the cointegration relationship between two historical series lends itself very well.
Walt Disney (DIS) – Netflix (NFLX)
CORRELATION In the following quantitative analysis we will see how Walt Disney and Netflix, two companies active in the media and entertainment field, appear to be contegrated.
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