VecViz’s analytic performance reports document the behavior and performance of our analytics. This post focuses on the “VecViz Value At Risk (VaR) Performance Report” as of February 1, 2025, Here we will summarizes the key findings, and explain how to use the report to investigate the performance of specific tickers. You can find this report […]
VaR Performance Report Summary: 2/1/2025 Read More »
We are experts in neither Nvidia (NVDA) nor DeepSeek. We are neither endorsing nor seeking to refute the headline above, but given headlines such as this we seek in this post to demonstrate how to use VecViz’s dashboards to explore DeepSeek’s potential impact on the price of NVDA, and then how to layer in the
NVDA / Deepseek VecViz Dashboard Use Case Example Read More »
Some system maintenance tasks are the focus for us this week. Have a good week!
Dashboard updates Will resume the week of Monday, Jan 13th Read More »
VST (Vistra) has been a top performer this year, and is up ~6% today (as of 2:30pm) in the context of a modestly lower S&P 500. Though we lack VecEvents for Vistra we use the V-Score closest comparables and Vector Strength Histogram to seek some cognition of risk and opportunity, or at least questions to
“High Flyer” Case Study: VST on 9/25/24 Read More »
VecViz provides “Support and Resistance Based Investment Analytics”. Support and Resistance are long standing, popular concepts in technical analysis. However, the definition of neither “Support” nor “Resistance” has ever been well settled, let alone the methodology for identifying and measuring it. In the table below we summarize four papers from academia that focus on Support
Support and Resistance’s Evolving Definition Read More »
Mean Variance Optimization is primarily the concern of institutional investors and quants, but this blog can still be of interest to individual investors who actively consider their personal asset allocation. With month end, quarter end, and fiscal year end approaching, many institutional investment teams are in the late innings of portfolio strategy and asset allocation
Mitigating Common Mean Variance Optimization Process Challenges Read More »
In this case study we illustrate how the VecViz’s Dashboards, can improve understanding of and provide fertile material for dialogue related to a price forecast by (1) placing the forecast in the context of the strongest historical price channel trajectories (i.e., Vector Sets) supporting it, (2) providing related probability estimates, and (3) allowing for efficient
Analyst Price Forecast Evaluation Case Study: Gold as of 9/13/2024 Read More »
With “#stockmarketcrash” trending on Twitter / X pre-market yesterday morning, and as a counterpart to “SPY 572… 22 points (and a paradigm shift?) away“, in which we explored the SPY’s upside prospects, here we use the VecViz Dashboard platform to explore the downside prospects of the SPY. We consider the 1 month forward time horizon
SPY as of 9/9/2024: Downside Cognition Case Study Read More »
When a recent contact forwarded “(Re-)Imag(in)ing Price Trends” to me this spring, I was greatly heartened. I knew my undertaking in developing VecViz’s Vector Model and V-Score – distilling predictive performance insights from price history charts, was ambitious. I believed that I had done so, but convincing others that it was even theoretically possible was
See the chart below for the almost entirely clear gap in the Vector Strength Distribution from 572 to 617. However, a closer look and some consideration reveals that even SPY > 560 is, at present, not easy to justify conceptually. At ~550, the SPY is currently between the two highest rungs of the levelled up
SPY 572… 22 points (and a paradigm shift?) away Read More »