by AdamHGrimes | Apr 13, 2018 | Market Math
As I was wrapping up a Friday afternoon and getting ready to go play outside, I saw a post in a Facebook group where a guy asked what was up with the market because this was a rare day on which the market was down, and so was the VIX. I thought this was a good...
by AdamHGrimes | Mar 21, 2018 | Institutional Managers/Traders, Market Math, Spreads
Here’s a look at history and the stats behind the fluctuations in the US Treasury Yield...
by AdamHGrimes | Mar 1, 2018 | Market Math
I received a question from a reader, David: Hey help me out please. I was reading a good blog by a smart math guy and he said that your next trade is always 50% chance of win. No matter what your overall win ratio is the next trade is always 50% chance. Like if your...
by AdamHGrimes | Aug 11, 2017 | Market Math
We’ve had a very large decline in stocks this week. Depending on what index you use and how you measure, it’s the biggest or one of the biggest in the past few years. The world is also tense with geopolitical concerns: economic numbers from major economies...
by AdamHGrimes | Feb 10, 2017 | Market Math, Quantitative analysis
This post will be a bit more technical than most, but it’s an important subject to understand. Today, let’s talk about rolling and back-adjusting futures prices: why we did it. How we do it, and what it means when we look at historical charts. Futures pricing First, a...
by AdamHGrimes | Sep 12, 2016 | Market Math, Volatility
I ran a quick study this morning to look at what happens to stock market volatility following large single day volatile events. Note that we are looking at market volatility here, not direction, because the directional message is simpler and clear: historically, large...
