The numbers tell a story

Central tendency, momentum, money flow, trend and volatility are all measurable elements that can be analyzed using scientifically sound statistical methods and processes.

OVERVIEW

The beauty of numbers is they are objective and as such decision making should always start and end with analyzing, comparing and reading into numbers. We believe strongly in quantitative approaches to markets as the basis for objective, powerful and reliable investment and trading decisions. We are thus following a structured approach in the way we collect and interpret market-related data.

STUDIES USED

Moving Averages

Simple moving averages
Exponential moving averages
Weighted & Volume weighted moving averages
Adaptive moving averages
Volatility index moving averages
Other smoothed moving averages

Other measures of central tendency

Median
Mode
Weighted Close

 

Envelopes and bands

Percentage envelopes & bands
Volatility and StDev envelopes & bands

Price velocity studies

Momentum studies
Rate of change studies
Strength index indicators
Other price velocity studies

Range location studies

Stochastic-based range location studies
Other range location studies

Volume only oscillators

Volume momentum studies
Volume rate of change studies
Other volume-only indicators

Price-volume oscillators

Accumulation-distribution studies
Other price-volume oscillators

Trend indicators

Trend direction indicators
Trend intensity indicators
Other trend indicators

Volatility indicators

Range-based volatility indicators
Dispersion-based volatility indicators
Other volatility indicators

Statistical indicators

Measures of dispersion and central tendency
Measures of distribution form
Measures of probability
Measures of co-variance and correlation






Diverging realities
22 May, 2020
0

The decoupling
27 April, 2020
0

Correlation patterns at the asset class level stem from two sources, that is discounting factors and the way sectors and industry groups absorb higher or lower interest rates based on […]

Shivers on the back ….
02 April, 2020
0

The wave principle is unique in the perspective it can give on market trends. Many technicians find themselves confused with Elliott and present as criticism the subjective nature of wave […]