Category: Research

This is a multiple-article series. In part one, Implied Volatility backtest – Predicting IV Change, we discussed how the IV percentile predicts future IV change. In this article, we will test how...

[We have just added another article in the series, about the Real Volatility (or Historical Volatility) backtest. Check it at Implied Volatility Backtest 2: Predicting RV Change] We've often...

This is the third installment in our series into the edge of selling options. You can see the previous two parts here and here. Most of you probably noticed that in one of the researches we...

A few weeks ago I wrote about the actions the Fed is taking in order to stimulate the economy. If we look at the results, those actions seem to have paid off greatly. This week I wish to talk about...

These are unique times we are all experiencing. To help our clients we write a special macro newsletter to help them in their investing. This is the 3rd email we sent our clients, about the...

Investing during a global pandemic poses unique challenges. Since we are not doctors we don't want to advise how to stay safe and bring the pandemic under control (it is more important, but there...

This is the second part in the series about the edge of the market sentiment. The first part about relative strength edge was published a few weeks ago. In this part I wish to describe a simple...

Mean Reversion Trades To be a profitable trader, you need to trade with an edge. What is a trading edge? In short, it is the opportunities or patterns that exist in the market that has a high...

Traders that trade with the trend, increases their chances to be profitable in the long run. While it is impossible to completely predict the market, we can judge different patterns and sentiments...

It’s been more than a week since the Philadelphia Eagles upset against the New England Patriots in Super Bowl LII that brought the first professional sports title to the city of brotherly love. But...