Introduction The Average Directional Index (ADX) in combination with Minus Directional Indicator (-DI) and Plus Directional Indicator represent a powerful group of directional movement indicators. Welles Wilder had originally developed… Read more »
Chande Momentum Oscillator Overview Chande Momentum Oscillator or CMO attempts to address few drawbacks of RSI by frequently identifying overbought and oversold price movements. CMO technical indicator was developed by… Read more »
* Update – Trade and investing models that were designed earlier using Yahoo! Finance API have been rewritten to retrieve quotes from Bloomberg Markets. At this time only US stocks… Read more »
How Sharp is the Sharpe-Ratio? If popularity was the only measurement for risk metrics, the Sharpe ratio would tell us everything we need to know. Modified Sharpe Ratio covers further spectrum… Read more »
* Update – Trading models that were designed earlier using Yahoo! Finance API have been rewritten to retrieve quotes from Bloomberg Markets or an Open Source API. Only US stocks… Read more »
* Update – Trade and investing models that were designed earlier using Yahoo! Finance API have been rewritten to retrieve quotes from Bloomberg Markets or an Open Source API. At… Read more »
Commodities Trading Technical Indicators This article is an extension of Calculate MACD in Excel and technical indicators covered in an earlier post. The same trend indicators have been applied towards Commodities and… Read more »
* Update – Trade and investing models that were designed earlier using Yahoo! Finance API have been rewritten to retrieve quotes from Bloomberg Markets. At this time only US stocks… Read more »
Your portfolio can have a positive long term impact when the risk efficiency of your portfolio is maximized. Many investors tend to be risk averse. So, if you are going… Read more »