Archive - Stock Savvy

Study 11: Revisiting the Devil's Card Game (no-code)

Considering risk of ruin, compounding, & volatility clustering

May 7, 2022

Study 11: Revisiting the Devil's Card Game

Considering risk of ruin, compounding, & volatility clustering

May 7, 2022 •

Mitch Rosenthal

March 2022

Study 10: Divergences Between Implied Volatility & Underlying Returns (no-code)

Can we learn about the future by comparing changes in VIX and SPY?

Mar 25, 2022 •

Mitch Rosenthal

Study 10: Divergences Between Implied Volatility & Underlying Returns

Can we learn about the future by comparing changes in VIX and SPY?

Mar 25, 2022 •

Mitch Rosenthal

February 2022

Study 9: Intraday Price Shocks (no-code)

Are sudden moves from a prior range predictive? Is there cross-asset spillover?

Feb 20, 2022 •

Mitch Rosenthal

Study 9: Intraday Price Shocks

Are sudden moves from a prior range predictive? Is there cross-asset spillover?

Feb 20, 2022 •

Mitch Rosenthal

January 2022

Study 8: Sector Divergences (no code)

Does the average level of correlation between sectors have predictive value?

Jan 27, 2022 •

Mitch Rosenthal

Study 8: Sector Divergences

Does the average level of correlation between sectors have predictive value?

Jan 26, 2022 •

Mitch Rosenthal

Study 7: VIX Movements & Local Tops (no code)

How reliably can moves in the fear index identify short-term peaks?

Jan 7, 2022 •

Mitch Rosenthal

Study 7: VIX Movements & Local Tops

How reliably can moves in the fear index identify short-term peaks?

Jan 7, 2022 •

Mitch Rosenthal

Study 6: Dollar Regimes and Macro ETFs (no code)

How does the direction & volatility of UUP relate to future moves in other assets?

Jan 4, 2022 •

Mitch Rosenthal

Study 6: Dollar Regimes and Macro ETFs

How does the direction & volatility of UUP relate to future moves in other assets?

Jan 3, 2022 •

Mitch Rosenthal

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