Category: Research

Research into new areas is essential for the ongoing progress of analysis. Whether it be an in-depth exploration of a strategy, analysis of a new indicator, or insightful explanations and discoveries within Equilla. The research category presents new insights into specific areas, relating to and aiding with algorithms. Focused primarily on systematic and objective answers to trading queries, it encompasses all elements of analytical inquiry in relation to financial markets. The research will look at a broad spectrum of data and indication tools used to decipher clear meaning from markets and their prices.

Implied Volatility: Data, Indicators and Usage

Implied volatility is the market’s expectation of future moves. This article will show you a simple way to access Refinitiv Eikon data in Tradesignal, visualise it and scan for exceptional volatility in stocks and ETFs.  Replacing historical volatility by implied volatility will give you new insights to risk management and options trading.

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Sharpe Ratio comparison of two assets

Sharpe Ratio Indicator: Scan for Performance

The Sharpe Ratio is a measure for risk-adjusted returns, developed by Nobel Laureate William F. Sharpe in 1966. It describes the volatility-adjusted excess returns of an asset over a risk-free return. This article highlights the thoughts behind the Sharpe Ratio formula and some practical applications of it when selecting different asset classes.

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Outperformance Portfolio Backtest

Outperformance: Find the right Stocks to beat the Index

Whenever you try to beat an index you will have to be invested in an asset which outperforms your benchmark. This article is about how to calculate outperformance and how to make use of it. In its most simple definition outperformance just means that one asset is performing better than an other asset. But this simple definition is not enough for investors.

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Volatility projection Indicator

Volatility Projection

Today the market moves up, tomorrow it might move down, but is this of any importance or just random noise? This volatility projection indicator will tell you if there is something exceptional happening. Standard Deviation and Volatility Projection The standard deviation of market movements is a widely used measure to define exceptional events on the market. An example: Bollinger Bands 

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Crash Correlation index can be used for better hedging an index

Crash Correlation Indicator

The crash correlation indicator will tell you if a specific instrument is a good source of diversification of your portfolio. As you know, correlation can be a tricky thing. Under normal conditions a stock might only be loosely correlated to its index, but when there is a strong market movement, correlation will change to nearly 100%. This indicator visualizes this

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Hourly Performance Bitcoin 2018

Intraday Seasonality: Which Trading Hour is Bullish or Bearish?

Each market`s day session can be divided into a pre market, opening or the closing session and so on. It can be also broken down into single hours which enables us to find out about the intraday seasonality of a market. In other words: Does the market show a bullish or bearish pattern during specific hours? This post will show

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