Sample Research Archive 2017 ii
Omega Metrics® Market Trend Analysis.- November 2017. We describe the background of Omega Metrics® Multi-Trend Technology, addressing the problem of identifying trends in financial markets by adapting more than half a century on engineering and mathematical developments of 'signal process' technologies.
Omega Metrics® Multi-Trend Analysis.- October 2017. How long will the current equity market boom last? When the downturn comes, when will the next reboud begin?
What Just Happened? The VIX index shows that 'low volatility' tells you nothing about risk. -11 August 2017
It took a 1.4% loss in the S&P 500 index to produce a surge of over 44% in the VIX. We have warned in June that the 'low volatility' short VIX trade was getting very dangerous.
The Evolution of Trend Following. 'Quant funds that chase trends are this year's biggest losers'. -12 July 2017
CTA's have done poorly since 2011 and still have large investment inflows. Omega Metrics® Trend technology show that the trend is your friend when you can find it.