Market Math Archives • Page 5 of 5 • The Blog of Adam H Grimes

The Market is Not a Math Problem

Post author:AdamHGrimes
Post published:12/12/2012
Post category:General Comments Market Math
Post comments:4 Comments

Human behavior drives markets. Apply quantitative techniques with caution.

Reader question: Mean reversion in futures and different timeframes?

Post author:AdamHGrimes
Post published:12/06/2012
Post category:General Comments Market Math Readers Questions
Post comments:0 Comments

Adam, you say stocks are more prone to mean reversal and we know commodities tend to trend. But what about equity index futures like the ES? Are they more likely…

Random Support & Resistance Levels

Post author:AdamHGrimes
Post published:12/04/2011
Post category:General Comments Market Math Psychology Support / Resistance
Post comments:0 Comments

http://www.youtube.com/watch?v=5mPp7_fajvo

How Do You Calculate Volatility In Excel?

Post author:AdamHGrimes
Post published:10/21/2011
Post category:Individual Traders Institutional Managers/Traders Market Math
Post comments:47 Comments

How to calculate a simple historical volatility using Microsoft Excel.

Small Stops, Big Risks?

Post author:AdamHGrimes
Post published:10/17/2011
Post category:General Comments Individual Traders Market Math Risk Management
Post comments:10 Comments

[dc]S[/dc]ome of the most persistent myths about trading revolve around the idea of low-risk trades. You will often hear traders say that they took a trade because the risk was…

Two Statistical Studies

Post author:AdamHGrimes
Post published:10/16/2011
Post category:General Comments Individual Traders Institutional Managers/Traders Market Math
Post comments:3 Comments

[dc]I[/dc] want to share two statistical "studies" with you. Both of these were done this weekend, using the cash S&P index from 1/2/1987 - 10/14/2011. Both show a strong and…

Careful With Correlations

Post author:AdamHGrimes
Post published:10/15/2011
Post category:Individual Traders Institutional Managers/Traders Market Math Risk Management
Post comments:2 Comments

A casual understanding of mathematical concepts can often lead to incorrect conclusions. This post shows that the direction of markets on charts does not necessarily reveal anything about the correlation between those two markets.