From Michael Stokes, developer of the MarketSci trading strategies and co-developer of the YK absolute return strategies. This blog is a repository for his research on wrangling these unruly markets.
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It may come as a surprise coming from someone who does what I do, but I am (intellectually) in love with John Bogle.
Unfamiliar with Bogle? Bogle is the founder of the Vanguard Group and the...
You’ve heard me talk a lot on this blog about building adaptive trading strategies that are capable of “learning†from the markets. Our recently launched YK Strategy takes this approach and so far has done an excellent job adjusting...
All of the results below have been independently-audited in real-time by at least one third-party. Visit MarketSci.com for links to third-party audits and to learn more about accessing our strategies via a managed account or subscription.
Note to YK...
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This is our monthly health check of short-term mean-reversion in the US market.
Why a health check? Because short-term MR (by “short-term”, think for example RSI(2)) is so important to what we index swing-traders are doing...
It’s been eerily quiet around the MarketSci blog the last month or so.
I appreciate all of the emails asking if we’ve given up on this blogging thingamajig or if we got hit by a milk truck. Luckily, it’s nothing that sinister.
I’ve been going...
All of the results below have been independently-audited in real-time by at least one third-party. Visit MarketSci.com for links to third-party audits and to learn more about accessing our strategies via a managed account or subscription.
Apologies...
*** CLICK TO ZOOM ***
This is our monthly health check of short-term mean-reversion in the US market.
Why a health check? Because short-term MR (by “short-term”, think for example RSI(2)) is so important to what we swing-traders are doing right...
