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 Tushar Chande and is similar to the RSI. You can read more about CMO in his book – The New Technical Reader. Unlike RSI, the […]
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Relative Strength Index Plot
* 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 and ETFs can be retrieved from the RSI model plot. See setup instructions. Relative Strength Index Plot Relative Strength Index or RSI is a popular […]
Read More →Modified Sharpe Ratio
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 of risks in the field of investing. Any discussion on risk-adjusted performance is incomplete without touching on the topic of Sharpe ratio or Reward to Variability which […]
Read More →Ulcer Index Indicator
* Update – Trade and investing models that were designed earlier using Yahoo! Finance API have been rewritten to retrieve quotes from Bloomberg Markets or Open Source API. At this time only US stocks and ETF quotes can be retrieved from the UI model. See setup instructions. Background on Ulcer Index Ulcer Index (UI) is […]
Read More →Garch Modeling in Excel and Matlab
Introduction to GARCH Modeling GARCH is a time series modeling technique that uses past variances to predict future variances. This post demonstrates how to do a simple GARCH modeling Excel and Matlab. GARCH stands for Generalized Autoregressive Conditional Heteroskedasticity. The series is heteroskedastic when the time series is said to have GARCH effects – when […]
Read More →Commodities Trading Technical Indicators
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 Precious Metals here. The idea behind investing in precious metals is that it protects your portfolio against high inflation. Historically, people look to commodities like […]
Read More →Plot Candlestick Chart Excel
* 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 and ETFs can be retrieved from the RSI model plot. See setup instructions. A primer on Candlestick charts Candlestick charts originated in Japan during the […]
Read More →Risk Adjusted Investment Performance Measures
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 to assume some risk in your portfolio as a trade off for a higher return, you should aim to get the most out for your […]
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