Dancing with the Trend

October 2015

Dancing with the Trend

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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

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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

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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

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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

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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