After a market or stock has had a large one-day sell-off do you ever have the urge to jump in and buy because you’re anticipating a quick reversal? I know I have. Yet, it was never the holy grail as many people would have us believe. And many of those people who do believe it’s… [Read More]
Connors Research Traders Journal (Volume 23): VIX Futures as a Market Timing Indicator
************************ If you would like to read Chapter One of my new book Buy The Fear, Sell The Greed – 7 Behavioral Quant Strategies for Traders, please click here. ************************ I thought you’d enjoy reading this working paper on applying the VIX term structure to timing the S&P. Their concept of buying SPY puts and… [Read More]
Connors Research Traders Journal (Volume 5): The Best Leading Indicator of Stock Prices According to The Federal Reserve
In this issue of the Connors Research Traders Journal, we’ll look at a recent paper from the Federal Reserve which shows statistical evidence that the financial stocks are a leading indicator for both stock prices and economic cycles. In the pre-quant days, when observations were rarely quantified, professionals relied on certain types of inherent conditions… [Read More]