Makes visual the theory that "a strong dollar is bullish for equities/stocks"
...but oh man, these two are definitely not that strongly correlated.
What's the deal with that? Still learning. Glad for any comments.
Fama-French 3 Factor Model
Extension of the Capital Asset Pricing Model (CAPM)
Ra = Rfr +
Ra = Return of the Asset
Rfr = Risk-Free Rate
βa = Beta Coefficient of the Asset
Rm - Rfr = Market Risk Premium
Fama-French 3 Factor
r = rf + β1*(rm - rf) + β2(smh) +β3(hml)
r = Expected rate of return
rf = Risk-free rate
ß = Factor’s coefficient...
These variables can be used in comparison with the implied volatility of options.
mathematical notation lowercase 'sigma'
mathematical notation lowercase 'sigma' squared
mathematical notation lowercase 'beta'
Yearly = 250 or 365
Quarterly = 50 or 90
Monthly = 20 or...
Kaly MTF ADX Rangoli Roller is a method/study for finding trending stocks, indexes and cryptocurrencies using two different data periods (10, 5) of ADX Overlap over different time-frames (10m, 1H, 4H, 1D, 1W, 1M). In the study, I used 5-Period ADX for all mentioned time-frames. You may use 10-Period ADX for lower time-frames especially 10m and 1H.
Sample Image of...
Sistemas de trend-following apresentaram resultados medíocres nos últimos 6 anos (mercado lateral), porém poderão ser os mais lucrativos com o IBOV entrando novamente em tendência de alta.
Este filtro de tendência opera com cruzamentos de lag exponenciais. A curva utilizada foi adaptada de modelos de Ed Sekyota para o SPX, porém apresenta resultados satisfatórios...
BARS SINCE VIX17 Median by dime (v1.0 release) 04/02/2017
(Inspired by "Bars Since the last RSI Extreme" from DRodriguezFX)
This indicator is useful in tracking how many daily bars since the VIX was last at a historically 'normal' range.
Currently the VIX has been in a period of low volatility for a period of 98 daily bars since the VIX was last at the 17...