ARTICLE SYNOPSIS...Here's a study exploring the use of leverage. The test will compare Ralph Vince's "optimal f" position-sizing approach against several other investment approaches. Which approach produced the best results in the tes
ARTICLE SYNOPSIS...Statistical analysis shows traders becoming less aggressive in buying the individual stocks making up the Dow Jones Industrial Average. This normally occurs near the end of a long-term upward trend.
ARTICLE SYNOPSIS...In this article, we examine the order flow and limit order book data in the WTI futures market that provides insight into the sell-side continuation for Thursday, January 9, 2020 following an initial aggressive decline. Market structure and order flow pr