High Probability ETF Trading

Master 7 Quantified Strategies for Trading ETFs. ETF trading is rapidly growing and this is the must have book to trade one of the fastest growing financial instruments.

Leveraged ETF Study - Connors Research

David Weilmuenster of Connors Research analyzes the real-world returns of the new class of leveraged and inverse ETFs. These ETFs have generated immense trading volumes and great excitement among both institutional and consumer investors. This paper combines empirical return and volatility measurements to demonstrate some non-intuitive behavior. It also relates these ETFs' unique microstructures to the trading opportunities they provide, and presents conclusions that all interested ETF traders will want to consider.

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Historical Volatility: The Holy Grail Found?

Over the many decades of academic studies and research done by market professionals, nearly everything imaginable has been tested in an attempt to predict the direction of a company's stock price. The one area which we believe remains fertile ground for further research is price behavior.

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The Machine

"The Machine," Connors Research's product that applies our quantitative methodology to intraday equity prices, is entering closed beta test. The Machine computes quantified edges and historical success rates continuously throughout the trading day. To be considered for inclusion in our closed beta test, send an email to themachine@cg3.com.