“Energy Erupts as Equity Stress Mounts and Metals Reverse Hard” Trend Following Weekly Report Energy erupting. Metals reversing. Equity stress rising. And yet the barometer holds its ground. The first week of March delivered the most dramatic sector rotation of...
The Convergent–Divergent Spectrum The striking feature of financial markets is that two opposing forces, those that oppose the prevailing move and those that amplify it, coexist permanently. The statistical signature of this coexistence is the shape of the return distribution...
