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CSS Analytics

@cssanalytics
Joined November 2010
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Adaptive Momentum on Major Asset Classes cssanalytics.wordpress.com/2…
Adaptive Momentum on Major Asset Classes

Adaptive Momentum on Major Asset Classes

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 su…

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How Should Trend-Followers Adjust to the Modern Environment?: Enter Adaptive Momentum cssanalytics.wordpress.com/2…
How Should Trend-Followers Adjust to the Modern Environment?: Enter Adaptive Momentum

How Should Trend-Followers Adjust to the Modern Environment?: Enter Adaptive Momentum

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): usi…

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Mean-Reversion Trading Strategies in Python Course cssanalytics.wordpress.com/2…
Mean-Reversion Trading Strategies in Python Course

Mean-Reversion Trading Strategies in Python Course

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 produc…

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An Interview with Dr. Ernest Chan cssanalytics.wordpress.com/2…
An Interview with Dr. Ernest Chan

An Interview with Dr. Ernest Chan

“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…

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Momentum Trading Strategies Course cssanalytics.wordpress.com/2…

Momentum Trading Strategies Course

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 produc…

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Adaptive VIX Moving Average with Ehlers Alpha Formula cssanalytics.wordpress.com/2…
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Adaptive VIX Moving Average cssanalytics.wordpress.com/2…
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Which Quant ETFs are Outperforming? cssanalytics.wordpress.com/2…
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Investor IQ Website is Live (In Beta) cssanalytics.wordpress.com/2…
Investor IQ Website is Live (In Beta)

Investor IQ Website is Live (In Beta)

For readers interested in getting signals and analytics on hundreds of ETFs and individual stocks our Investor IQ website is currently live and free during our beta-testing phase. We will be adding…

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Current Economic Model Prediction cssanalytics.wordpress.com/2…
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Mean-Reversion in Trend-Following Performance Using a 120-day Lookback cssanalytics.wordpress.com/2…
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Mean-Reversion in Trend-Following Performance cssanalytics.wordpress.com/2…
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Mo Data: Using Mean-Reversion in the Momentum Factor to Time Momentum cssanalytics.wordpress.com/2…
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When Should You Buy Momentum? Mean-Reversion in The Momentum Factor cssanalytics.wordpress.com/2…
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Current S&P 500 Economic Model Prediction cssanalytics.wordpress.com/2…
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Building a Risk Control Index with Drawdown Protection (Part 1) cssanalytics.wordpress.com/2…
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Investor IQ New Analytics cssanalytics.wordpress.com/2…
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Current S&P 500 Economic Prediction cssanalytics.wordpress.com/2…
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New Feature on Investor IQ: Asset Class Breadth and Relative Strength Summary Statistics cssanalytics.wordpress.com/2…
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Current S&P500 Economic Forecasting Model Prediction cssanalytics.wordpress.com/2…
Current S&P500 Economic Forecasting Model Prediction

Current S&P500 Economic Forecasting Model Prediction

We introduced our machine-learning economic forecasting model as a neat new way to compress a ton of economic data to gauge the health of the economy in order to predict cyclical (not sentiment dri…

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