See the video below for discussion of this issue and an intitial exploration of the intersection via VecViz’s new App for the OpenBB workspace. Here is a pdf of the Gemini 2.5 Deep Research paper on the state of academic and industry research discussed in the video:
Fundamental vs. Quant Price Distribution Case Study Read More »
TL/DR: The last 30 and 90 days have seen a strong rebound in V-Score performance, with positive V-Scores outperforming negative V-Scores as well as the SPY and QQQ. That said, performance at the tails of the V-Score distribution (>9, <-9), continue to perform relatively inconsistently. Fortunately, such scores are quite rare. First, a refresher (or
V-Score Performance Report Highlights: 5/31/25 Update Read More »
Posted this video on X/Twitter under @vecvizanalytics pre-market on the morning of 5/19/25 with the comment $TLT as of the 5/16/25 close, reviewed using systematic channel analysis, machine learning, and narrative in vide below. Pre-market on 5/19 TLT is at the 0.382 level of Nov2019/ Dec2023/Jan2025 anchored vs10. #stocks #analytics #quantfinance #charts We intend to
TLT as of 5/16/25, followed by methodology Explanations Read More »
Posted this video on X/Twitter under @vecvizanalytics on the morning of 5/16/25 with the comment “Do you agree that 593 is likely tough resistance?”. We intend to post case studies on X/Twitter first, to establish a “time-stamp”, then add the content here. If you are interested in methodological linkages to established quant finance principles, a
SPY at the 5/15/25 close, Followed by methodology Explanations Read More »
Posted this video on X/Twitter under @vecvizanalytics pre-market on the morning of 5/15/25 with the comment “$UNH chart looks like TDG circa March 2020 as per Vector Model chart shape metrics. That would be a good thing bulls over 3m-6m. Conversely, if UNH has truly “leveled down”, we show the case for settling in at
UNH at the 5/14/25 close, followed by methodology Explanations Read More »
Posted this video on X/Twitter under @vecvizanalytics on the afternoon of 5/13/25 with the comment “$NVDA strong today. Video below explores the near /intermediate term upside. Shows potential gap in resistance between $135 and $141, but Vector Model indicates absent an unusual bullish lift or catalyst getting past $143 probably takes a month.” We intend to
NVDA as of 5/12/25 close, followed by methodology Explanations Read More »
TL/DR: Exposure weightings based upon the ratio of Vector Model based “Expected Body” metrics to corresponding Sigma implied “Expected Body” metrics, have generated positive alpha over the highly volatile prior ~90 days spanning 2/18/25 thru 5/14/25, as they have for our overall 3+ year out of sample period, before accounting for transaction costs, financing, and
Expected Body Performance Highlights: 5/15/25 Read More »
Key issues confronting anyone reviewing a ticker’s merits as an investment, particularly one they are unfamiliar with: Vector Sets systematically select and frame the price history that matters most, given the most recent price. Vector Sets are the channels that VecViz systematically identifies from all combinations of tops and bottoms and then ranks according to
Here we take excerpts from the OaR Performance Report on our website to review breakage rates, and associated Return on Long OaR Based Capital (ROLOBC) for Vector Model and Sigma 99% OaR (Opportunity at Risk) analytics, in aggregate, across VecViz’s ~150 ticker coverage universe and at the ticker level. We focus on the last 30 days
OaR Performance Report Summary: 5/1/2025 Read More »
Here we take excerpts from the VaR Performance Report on our website to review breakage rates, and associated Return on VaR Based Capital (ROVBC) for Vector Model and Sigma 99% VaR analytics, in aggregate, across VecViz’s ~150 ticker coverage universe and at the ticker level. We focus on the last 30 days given its historic
VaR Performance Report Summary: 5/1/2025 Read More »