Market Math Archives • The Blog of Adam H Grimes

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Post author:AdamHGrimes
Post published:03/23/2020
Post category:Market Math / Volatility
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“The benchmark Dow Jones Industrial Average is off nearly 300 points as of midday today…” You can hear a similar quote on nearly every news outlet many times a day,…

This is what manipulation looks like

Post author:AdamHGrimes
Post published:03/10/2020
Post category:Market Math
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I'm always looking at new ways to look at market data, and specifically new ways to present the data visually. Much of this finds its way into my work at…

Knowing the future with market stats

Post author:AdamHGrimes
Post published:03/02/2020
Post category:Market Math
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So, you’ve seen the headlines and, if you somehow missed it when it happened, you know that last week was a period of historically high volatility in the stock indexes.…

Using statistics to map the trading day

Post author:AdamHGrimes
Post published:12/06/2018
Post category:Chart of the Day / Market Math
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This will be a very quick blog, as I'm just typing a few thoughts here in the first few minutes of what might be a volatile trading day. This morning,…

Santa Claus rally: updated stats and expectations

Post author:AdamHGrimes
Post published:12/04/2018
Post category:General Comments / Market Math
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This is the last in a series of blogs looking at December seasonality in stocks. To quickly recap, the first post used a simple binary (up/down) classification to look at…

Is Santa afraid of the Bear?

Post author:AdamHGrimes
Post published:11/30/2018
Post category:Market Math
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This is a continuation of a series of posts looking at December seasonality in the stock market. The previous post is here, and the goal of this series is to…

‘Tis the season… or is it? A deeper look at seasonality in stocks.

Post author:AdamHGrimes
Post published:11/29/2018
Post category:Market Math / Trading tools
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This is a followup to my previous post that included a visualization of seasonal tendencies for about 90 years of the US stock market. A visualization like that is a good…

Is Santa Real? Monthly seasonality in the DJIA

Post author:AdamHGrimes
Post published:11/28/2018
Post category:General Comments / Market Math
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This is the first in a short series of blogs in which we will look at the so-called Santa Claus rally in stocks and find some answers to the question…

An old paper I co-authored: Patterns in Stock Market Returns (2006)

Post author:AdamHGrimes
Post published:11/21/2018
Post category:Market Math
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As we round the corner into the Thanksgiving holiday, I thought I would share another piece of my old writing. I recently found this paper as I was searching through…

Let’s talk turkey: Thanksgiving seasonality in stocks

Post author:AdamHGrimes
Post published:11/20/2018
Post category:Market Math / Technical Patterns
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This is a slightly edited version of the note I sent to my Talon Advisors clients this weekend. There is always a lot of discussion about seasonality at the end…

When percents fail

Post author:AdamHGrimes
Post published:11/11/2018
Post category:Market Math / Trading tools / Volatility
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Let's think a bit about "signal generation". When we test something in the market what we're looking for is an answer to "What happens after _______ occurs?" This is really…

How bad was October 2018, and what comes next?

Post author:AdamHGrimes
Post published:11/03/2018
Post category:Market Math / Volatility
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There’s been a lot of discussion and stats thrown around recently, much of it centered around the idea of “like we just had the worst October ever.” I thought it…

Understanding intermarket relationships with scatterplots

Post author:AdamHGrimes
Post published:10/22/2018
Post category:Market Math / Trading tools
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Please read my last post first, before you begin this one. I ended the last post by suggesting that we were probably more interested in changes than in price levels.…

Revisiting streaks

Post author:AdamHGrimes
Post published:09/17/2018
Post category:Market Math / Psychology / Trader Development
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In a previous post, I gave a look at my published swing trade record, with a title on the post of Trading is Hard! Let's revisit that concept, almost exactly…

Is this weird or not? The daily relationship between the S&P 500 and the VIX.

Post author:AdamHGrimes
Post published:04/13/2018
Post category:Market Math
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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…

Video blog: What’s happening with the yield curve and why do we care?

Post author:AdamHGrimes
Post published:03/21/2018
Post category:Institutional Managers/Traders / Market Math / Spreads
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Here's a look at history and the stats behind the fluctuations in the US Treasury Yield Curve. https://youtu.be/iagtes45ek0