Tag: quantitative analysis

Election Year Stock Market Stats & Historical Performance The elections are fast approaching with less than 10 trading days left. We looked back at all...

S&P 500 Breakout?  Stats, Market Concerns, And Forward Returns It was June 30th 2016, and the S&P 500 finished the month at a value of...

A Shot Of Absolute: Fortifying a Traditional Investment Portfolio In the seven years since the financial crisis, most asset prices have experienced significant appreciation, allowing...

It's been a wild year for stocks. And last week exemplified that. It wasn't just any old wild week, though... so it's only fitting that...

While stocks have hit the skids a bit in the past few days, by comparison, volatility expectations have soared by an unprecedented amount. So...

Before we get into the monthly update and charts, let's discuss a little bit of background on our model and method of analysis. First and foremost,...

Recently, I have been collaborating on a research project with Arun Chopra, a good friend who holds a CFA and CMT. Together, we have...

The S&P Volatility Index recently dropped at a record pace off of its February highs; is this good news or bad news for stocks? This...

The S&P 500's upside explosion since February 11th has squeezed the shorts dry, but there's another squeeze unfolding that's leading me to believe an...

The high price in the S&P 500 Index, 2127.83, was reached on May 15, 2015. Over the following 9 months, the S&P 500 declined 14.04%...