We have received a lot of queries about pair trading. A section of the market still thinks about pair trading as a novel way to make money. For us pair trading is about identifying a trend, a relative trend between two assets over a certain holding period. This relative trend can be used for pairs […]
We are almost half way through the year and broad markets are still net positive. Now that we are in May and into a negative seasonal period, it might be interesting to review whether the ‘Sell in May and Go away’ would really work this time. Markets have an ability to trash all known […]
Cycles can sometime evoke a shocking response. The reason is that they assume a historical seasonality to continue. This is hard for a section of the market which believes that only new information drives the future trends. New academic work has given credit to economic historians and seasonality has been given more importance than earlier. […]
Once you understand the concept of a trend, the next major concept is that of support and resistance. You’ll often hear analysts talk about the ongoing battle between the bulls and the bears, or the struggle between buyers (demand) and sellers (supply). This is revealed by the inability of prices to move above a (resistance) or below a […]
Mail us for subscription details or download the report from our Reuters store. Our Jiseki Time cycles are seasonal patterns of strength or weakness in assets. They are derived from percentile rankings from 1 to 100. The higher the percentile more the chance for an asset to weaken and worst the ranking, better the chance for the respective asset […]
The crazy consumption Most of the time we make a buy or a sell case, rarely do we look at stock market trends from a consumption point of view. Markets work with a multitude of external factors, consumption is one of these. But if the broad consumption trend is up, the society will not just gobble […]
To read the latest report download it from our Reuters Store or mail us for subscription details. Our Jiseki Time cycles are seasonal patterns of strength or weakness in assets. They are derived from percentile rankings from 1 to 100. The higher the percentile more the chance for an asset to weaken and worst the ranking, better the chance for the […]
After we grouped the top 100 Australian Stocks, we ranked them on relative and absolute performance (among each other). These are the various steps we followed. Jiseki Filter 1)Jiseki Ranking < 50% 2)J1>J2 3)Price Trend Filter Jiseki Pair Filter 1) J1 Pair > J2 pair 2) J3 Pair Trend Filter 3) Relative Performance Trend Filter […]
Our Jiseki Time cycles are seasonal patterns of strength or weakness in assets. They are derived from percentile rankings from 1 to 100. The higher the percentile more the chance for an asset to weaken and worst the ranking, better the chance for the respective asset to outperform. 100 is top relative performance and 1 is worst […]
In the age of information, quotes become books and books religion, almost. Robert Shiller’s Irrational Exuberance was a voice of caution that appeared in March 2000, before the start of a decade-long sequence of negative fluctuations. The book itself was written about economic bubbles and investor psychology. Shiller based his work on his 1981 […]