In the last post in the series, we covered some basic groundwork and built up an intuition around the concept of momentum. In this post, we’ll roll up our sleeves and start getting more specific about measuring momentum, defining some quantitative measures that we can apply to our trading. In... [Read More]

In this series of posts, we’re going to dive into the topic of momentum. We’ll walk through some intuition about momentum, define it in quantitative terms, look at ways we can apply the concept in trading, and finish out with an example momentum-based strategy. [Read More]

In the last two posts in this volatility series, we’ve explored some applications of the core volatility concepts that we introduced at the beginning of the series. We covered things like measuring extremes, sizing stops, choosing entries, and pricing options. [Read More]

In our last post in this volatility series, we looked at two of the most popular applications of volatility in trading: gauging “extremes” in price movement, and deciding where to put a stop or entry. [Read More]

In our last post in the series, we covered the fundamentals of volatility and the core methods for measuring it. In the next two posts, we’ll take those measures and put them in action by showcasing some applications. In particular, we’ll talk about using volatility to gauge the “normal range”... [Read More]