by AdamHGrimes | Jun 4, 2019 | Quantitative analysis, Support / Resistance, Trend Termination
I want to share the results of a quick statistical study I did today, and also share a few thoughts about using stats, in general, to shape our trading decisions. (And I promise two things: this won’t be a boring blog and if you trade actively, it will give you...
by AdamHGrimes | May 24, 2019 | Intraday Trading, Quantitative analysis, Support / Resistance
This is part 2 of a two part blog. Read the first part here. Quick summary: to test the validity of price levels in markets, we created a test in which we showed a bunch (1,535) of traders 20 panels of charts. Each panel included two charts which were essentially the...
by AdamHGrimes | May 22, 2019 | Quantitative analysis, Support / Resistance
First, thank you to each of you who participated in the experiment/quiz. We have stopped collecting data, but you can re-take the quiz and see which answers were right or wrong here. Let me start with the conclusions up front, and then I’ll explain what we did and...
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 | Mar 23, 2016 | General Comments, Quantitative analysis, Readers Questions
Matt asked a question that I sat on for quite a while. I wasn’t sure how to write a reasonably concise answer to a good question, but I’ll try today. First, the question: I see you don’t believe in Fibonacci ratios, but it seems every book and...
by AdamHGrimes | Feb 22, 2016 | Breakout, Quantitative analysis
In my last post, I showed a quick test of a simple system applied to the futures markets. The point of that post was to show how a simple quantitative methodology can show us something about the market, and to apply the quantitative methodology to a trading idea which...
