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Market Reality Auditor
Audit market expectations using quantitative truth. We calculate the statistical "expected move" from real-time options pricing and compare it to historical reality to identify when the crowd is overreacting.
Quantitative Signal Audit
"Advantage is gained by being consistently not stupid, rather than trying to be very intelligent." — Charlie Munger
Technical Glossary
Expected Move
The 1-standard deviation range derived from market premiums.
Statistical Support
The lower boundary of the 68% confidence interval.
Statistical Resistance
The upper boundary of the 68% confidence interval.
Implied Volatility
The market's forecast of future price variance.