The business cycle is a pattern that captures changes in economic activity over time. The changes in the business cycle occur in a sequential or serial manner, moving through a predictable sequence of phases. These cycles are consistent but vary in both duration and intensity. The phases of the business cycle are: Expansion: This is the phase...

The business cycle is a pattern that captures changes in economic activity over time. The changes in the business cycle occur in a sequential or serial manner, moving through a predictable sequence of phases. These cycles are consistent but vary in both duration and intensity. The phases of the business cycle are: Expansion: This is the phase...

In the last post on Adaptive Momentum I presented a backtest on the S&P500 via SPY. Since this was an exploratory post, I had not tried the methodology on other asset classes. I wasn’t sure how effective it would be on markets such as commodities since the leverage effect was less likely to be present. I was also curious to see how the indicator...

The premise of using either time-series momentum or “trend-following” using moving averages is the same only the math differs very slightly (see Which Trend Is Your Friend? by AQR): using some fixed lookback you can time market cycles and capture more upside than downside and therefore improve performance vs buy and hold OR at the very least improve...

This post contains affiliate links. An affiliate link means CSSA may receive compensation if you make a purchase through the link, without any extra cost to you. CSSA strives to promote only products and services which provide value to my business and those which I believe could help you, the reader. In the last post I interviewed Dr....

“A lot of my ideas are just based on logic” In the last post I reviewed the Momentum Trading Strategies Course by Quantra (a division of QuantInsti) which I reviewed as part of a recent educational journey to improve my quantitative skill set. The next course that I will be reviewing is Mean-Reversion Strategies in Python which is taught...