The bond market uses several important rate/date/price concepts that investors need to understand. Here's an explanation of the most significant ones.
[Read More]Click, Percent, Zscore changes
Tradingview
As a wise man once said:
- beginners think in $ change,
- intermediates think in % change,
- pros think in Z change.
Introducing new Tradingview Outlier changes alert indicator that calculates click (price change), percentage change, and Z-score (standard deviation multiple) changes while displaying outliers based on defined ranges.
[Read More]Risk-adjusted performance metrics
Finance
You can easily double the investment and also double your return right? Not really… read on to see a few metrics that I use.
[Read More]Reminiscences of ... a loss
Trading
Never ask a trader how much he makes but how much he lost… here is a story…
[Read More]Price (HLC) breaks indicator
Trading
Maybe one of the most effective indicator that I use on daily basis, Price breaks.
Again and again you can see how previous day/week/month's high/low and especially close act as support/resistance and how price bounces off these levels.
[Read More]Linear vs log returns
Finance
The curse and the blessing of returns … additive vs. compounding land and what are the PROs/CONs between them.
[Read More]New Market Wizards
Review
The second market wizards book, named simply New Market Wizards was actually published before the Hedge Fund Market Wizards book, a bit older but as the saying goes… oldies but goldies.
[Read More]Historical volatility
Trading
Historical volatility (also called realized volatility) measures how far the normal standard deviation is from expected mean, over a given period of time.
[Read More]Whale alert
Trading
Very simple pivot-point indicator that tries to detect whales' presence by checking the spikes in volume at the same UTC hour for the last 3 days.
[Read More]Incomplete guide to Options Greeks
Finance
Greeks or Options Greeks are tools/statistics which measure sensitivity (responsiveness, calculus anyone?) of option price to changes in various parameters: underlying price, volatility, time, etc…
[Read More]