About the Security Trading Analytics Blog This blog aims to empower site visitors who seek examples and demonstrations of quantitative methods for tracking and projecting security prices. Another goal of the blog is to present methods and resources that are practical and useful for individuals who want to become better traders and investors with the help of quant methods. Quantitative methods may include, but are not limited to: · Analysis of historical security prices · Technical analysis of trends and indicators · Models for when to buy and sell securities implemented with o SQL Server o Google Sheets with the GOOGLEFINANCE Function o Tiingo o Excel o ...
Popular posts from this blog
ETF Price Puzzles: Examples Showing Tiingo’s Raw and Adjusted Series Don’t Always Differ As I was preparing an analysis of a buy‑sell model for several major ETFs, I stumbled across some unexpected puzzles in the price data. Tiingo provides both raw and adjusted price series, but for certain ETFs the two are identical — even across known split dates. This post explains how I discovered these puzzles in selected ETF ticker prices from Tiingo. The post also describes why the puzzles matter, and how you can adjust for them when performing ETF analyses with Tiingo data. Where I Discovered Tiingo ETF Price Puzzles I was analyzing a model based on EMA proper orders for prices when I first noticed ETF price puzzles. Any ETF price series can have multiple EMAs depending on their period lengths. No matter what the period length for an EMA, it is always dependent on its underlying price data. For any trading date, EMAs with shorter period lengths...
Assessing Returns for Stocks In Watchlists A watchlist is a collection of stocks that can help you identify stock market trends by revealing securities driving those trends. In addition, you can also think of a collection of watchlists as sets of stocks designed to reflect changing growth rates in complementary market areas. It is not unusual for traders to take advantage of multiple contrasting watchlists. A watchlist does not necessarily contain your current portfolio of holdings. Instead, you can use a set of watchlists to identify stocks that are currently good candidates for either adding or removing positions from your current holdings. Trading decisions about when to buy, hold, or sell securities can be based on watchlists as well as technical and fundamental indicators along with trading narratives. Watchlists can be especially important for swing traders who hold positions over several weeks or months, and then exit positions within days w...
Comments
Post a Comment