June 30, 2018

A few years ago I explained how to do Market Timing using the DIAMAN Ratio as a predictive indicator of market trends.
It's possible to download the paper we published in 2015 on Wilmott Magazine at this link: https://www.phitoken.io/documents
I recently tried to apply...

June 24, 2018


Another deterministic indicators not based on the logic of mean and variance, is the "max drawdown" that is the maximum loss that a financial instrument has suffered in the past.
Let's start from how it is calculated, which is simple but it is necessary to understand...

June 16, 2018

The expected return is a fundamental parameter to estimate the future returns of a given asset class.

Financial statistics predominantly use statistical indicators based on mean and variance.

The average is commonly calculated as an average annual return, but it works we...

June 10, 2018

Any financial instrument that has a price today, tomorrow will have another price, higher or lower, the day after tomorrow will have another price and so on.
The sequence of prices over time generates the so-called "historical series of prices" which describes its tren...

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Why Financial markets are counter-intuitive?

December 11, 2017

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