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The Blog of Adam H Grimes

I teach people to make money in financial markets.

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

Here's a look at history and the stats behind the fluctuations in the US Treasury Yield Curve. https://youtu.be/iagtes45ek0

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

Probability and Strings of Losses

  • Post author:AdamHGrimes
  • Post published:03/01/2018
  • Post category: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…

Continue ReadingProbability and Strings of Losses

What should you expect after a big drop in stocks?

  • Post author:AdamHGrimes
  • Post published:08/11/2017
  • Post category: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…

Continue ReadingWhat should you expect after a big drop in stocks?

Roll em! How to calculate futures rolls (and why you care)

  • Post author:AdamHGrimes
  • Post published:02/10/2017
  • Post category: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.…

Continue ReadingRoll em! How to calculate futures rolls (and why you care)

What happens after big spikes in the VIX?

  • Post author:AdamHGrimes
  • Post published:09/12/2016
  • Post category: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…

Continue ReadingWhat happens after big spikes in the VIX?

Evaluating a trade edge: is it good or not?

  • Post author:AdamHGrimes
  • Post published:09/08/2016
  • Post category:General Comments/Market Math

This will be the last post in a short series in which we have looked at ways to quantify and to understand a trading edge. This series was motivated by…

Continue ReadingEvaluating a trade edge: is it good or not?

Common sense checks for quantitative data

  • Post author:AdamHGrimes
  • Post published:08/30/2016
  • Post category:Market Math

Yesterday I wrote a post that looked at asset returns and how to compound them. That post was in response to a reader's (Anthony's) question, and I want to continue…

Continue ReadingCommon sense checks for quantitative data

Gains and losses: understanding returns in assets and trading accounts

  • Post author:AdamHGrimes
  • Post published:08/29/2016
  • Post category:Market Math

One of my readers, Anthony, sent me a good question about doing some statistical analysis on stock indexes. I think there are some important lessons here. Here's the question First,…

Continue ReadingGains and losses: understanding returns in assets and trading accounts

Video blog: That trend indicator… is it helping or hurting?

  • Post author:AdamHGrimes
  • Post published:08/18/2016
  • Post category:Market Math/Trading tools

It can difficult to dig into someone else's work and research. I wrote a post a few years ago about why using the slope of a moving average, moving average…

Continue ReadingVideo blog: That trend indicator… is it helping or hurting?

Reader question: how to backtest?

  • Post author:AdamHGrimes
  • Post published:09/25/2015
  • Post category:Market Math/Readers Questions

Reader Jas asked a question about backtesting: I was wondering if you'd be able to advise me on how to back test a strategy on some custom indicators. I'm aware…

Continue ReadingReader question: how to backtest?

Reader question: is VWAP useful?

  • Post author:AdamHGrimes
  • Post published:09/25/2015
  • Post category:Market Math/Readers Questions

I received a good question from Brent: I recently watched [a presentation someone else did] about VWAP and they seemed really convinced it was an effective indicator.  I am curious…

Continue ReadingReader question: is VWAP useful?

How to calculate SigmaSpikes?

  • Post author:AdamHGrimes
  • Post published:09/25/2015
  • Post category:Market Math/Trading tools/Volatility

I've received a few questions about how to calculate a measure I have referred to many times here on my blog and in my published research that I call SigmaSpikes.…

Continue ReadingHow to calculate SigmaSpikes?

Seasonality: Ask the right question

  • Post author:AdamHGrimes
  • Post published:09/22/2015
  • Post category:General Comments/Market Math

I've spent many hours over the past few weeks talking with my research clients on the phone. (I think this is an important part of what we do at Waverly…

Continue ReadingSeasonality: Ask the right question

Correlated risk? Or opportunity?

  • Post author:AdamHGrimes
  • Post published:08/17/2015
  • Post category:Market Math/Risk Management

In my weekend research report I write for my clients, I shared a few thoughts on correlation. This is a timely topic--we may be entering a period of the market…

Continue ReadingCorrelated risk? Or opportunity?

Where are your risks?

  • Post author:AdamHGrimes
  • Post published:06/15/2015
  • Post category:Individual Traders/Institutional Managers/Traders/Market Math

Traders talk about and think about risk all the time, and for good reason: this is a risky business! A lot of things can go wrong, and some of those…

Continue ReadingWhere are your risks?

What happens after a big down day in stocks?

  • Post author:AdamHGrimes
  • Post published:03/26/2015
  • Post category:Market Math/Volatility

So the stock market sold off hard yesterday. If you were living under a big enough rock you might have missed it, but now the doom and gloomers, the technicians…

Continue ReadingWhat happens after a big down day in stocks?
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