James Chen, CMT is an expert trader, investment adviser, and global market strategist. Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician ...

There is strong evidence of a negative cross-sectional relationship between realized skewness and future stock returns - stocks with negative skewness are compensated with high future returns for ...

Intech Investment Management recently published a primer on monitoring market stress by way of several risk metrics, including skewness of returns (SoR). In the grand scheme of quantifying risk, SoR ...

Diego Amaya, Peter Christoffersen, Kris Jacobs and Aurelio Vasquez, authors of the new paper, “Does Realized Skewness Predict the Cross-Section of Equity Returns?”, examined higher moments of ...

Although commodities do occasionally crash, in general commodity prices are positively kurtotic (fat-tailed) and positively skewed. This is in contradistinction to equity prices, which are positively ...

A recent article from The Globe and Mail’s Bob Tattersall was an eye-opener. Not necessarily because of any of its content, which is very interesting, but because one of Canada’s more successful ...

This is a preview. Log in through your library . Abstract ABSTRACT Variability in daily wintertime [December–February (DJF)] 500-hPa heights on low [L: <(30 day)−1], intermediate [M: (6–30 day)−1], ...