Quantifiable Edges Blog
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The Quantifinder is Quantifiable Edges original technology. There is nothing else like it anywhere on the web. The Quantifinder was designed to automatically search through our database of published research and extract anything that is applicable to the current day's market action. This includes studies based on price, breadth, volume, leadership, and sector rotation. It looks at both daily and weekly data across a wide range of indices. All applicable studies are then published on the Quantifinder page, where you can easily see their bullish/bearish tendencies and a description of the research.
Below is a screenshot of the Quantifinder
What you see is any research applicable to the last 5 days. Anything that shows up in green is bullish. Anything that shows up in red is bearish. Hover your cursor over a study, for instance “Blog 5/26/09” above, and you’ll see an information box appear. That box will tell you the parameters of the study. In this case “Nasdaq/S&P lead/lag model triggers buy.” If you want to see the study details and what I wrote about it then simply click the mouse and the 5/26/09 blog post will appear.
The Intraday Quantifinder will give subscribers some edges to keep in mind as we approach the close. Traders may use these edges to help make decisions such as whether they want to exit their positions near the close or hold overnight. It may also be helpful in determining whether to establish new positions.
What's Not In The Quantifinder?Very little is not included in the Quantifinder. One thing you won't find is repeated studies. If a study was discussed more than one time on the blog or in the Subscriber Letter, then the most up-to-date results are linked to. Certain studies that we feel are no longer significant or are unlikely to provide an edge are also excluded. An example of this would be the October 6, 2008 blog study that looked at instances where the VIX closed over 40 for 2 days in a row. The VIX then remained above 40 for most of the following 6 months, thereby deeming this study irrelevant. Also not included are intraday studies. The most prominent of these on the blog include studies that look at intraday performance following large gaps. Lastly, studies related to our proprietary Catapult and Spyx indicators are not now available. This is due to the fact that the data currently used to calculate these indicaotrs isn't available until 8pm. This may change in the future. Other than that, almost every published study is included.
Ready to Subscribe?Please proceed to the membership pages to subscribe.
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* While meticulous care was taken and everything was checked multiple times to ensure accuracy with the Quantifinder, the only guarantee is that I made a mistake somewhere.
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