AIDAN LEE-WEN

Rolling calculations can often experience sudden spikes and drops as volatility enters and leaves the rolling window of observation

The goal of this study is to identify the length of time that tends to pass between VIX volatility spikes and the magnitude of those spikes

Do doji candlesticks really have some sort of predictive power?

How do returns for trading mean reversion change as price deviates farther and farther from the mean?

I will present information that will cause many to question the validity of what they've been taught about markets and technical analysis

Many traders and professional institutions may make decisions based on the day of the week. Is this a valuable practice?

This statistical study will answer the question, "is it better to buy on red or on green?"

The purpose of this test is to evaluate the usage of volatility bands in measuring short-term overbought and oversold conditions, as well as

The purpose of this third part of the MACD study series is to compare the indicator's performance over a various asset classes.

The purpose of this multi-part MACD study is to validate (or invalidate) its usage and compare results over a variety different settings.

Do some months tend to perform better or be more volatile than others?

I believe that all traders should seek to have an accurate idea of their probabilities in every trade.