Aug

16

Would someone perform either of these 2 tests:

1. The tendency for devastating moves in one direction to be required by mirror image moves in the opposite direction. I am offering a $1000 reward to this.

2. The tendency for S&P moves to be highly positively correlated with yearly home run totals.


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  1. Barry on August 22, 2019 11:23 am

    Can we get some clarity on: “The tendency for devastating moves in one direction to be required by mirror image moves in the opposite direction.”?

    Are you referring to testing if moves larger than the normal range in one direction to lead to moves of outside the normal range in the opposite direction? Which markets?

  2. Stefan on September 25, 2019 11:09 am

    I did two tests: (a) volatility clustering with a price drift reversal; (b) volatility clustering with a price drift continuation; https://oxfordstrat.com/data/volatility-clustering-1/

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