Dancing with the Trend

October 2015

Dancing with the Trend

A Different Perspective on Standard Deviation

by Greg Morris

Warning: This article is for nerds only! I have often stated that Standard Deviation (Sigma) is an inappropriate measure of risk. For example, October 19, 1987 was a 22 Sigma event. The Dow Industrials fell 508 points... Read More 

Dancing with the Trend

Mean Shifting

by Greg Morris

I’m quite sure the title had you thinking. Is it about driving a manual transmission automobile aggressively? Or is It a personality trait that is not good? Neither of those are even close, it is about the average (mean) of a strategy’s return distributions... Read More 

Dancing with the Trend

New High, New Low Indicators (CGMBI - Chap 7)

by Greg Morris

Please remember, these articles that cover various chapters in the upcoming book are not the complete chapter, only highlights that I have selected. The book is nearing completion... Read More 

Dancing with the Trend

Questions from Readers - 3rd Qtr. 2015

by Greg Morris

The first article of each calendar quarter will contain the best 10-12 questions posed by readers over the past 3 months. This is the second one in this Q&A series; the first one is here. This hopefully will encourage asking questions via the Comments section... Read More 

Dancing with the Trend

Article Summaries 9-2014 to 3-2015

by Greg Morris

Most blog authors on StockCharts.com are writing about the current markets and do an exceptional job. Erin Heim has become a chip off the old block – her Dad, Carl Swenlin... Read More