Fearless Outliers Podcast | Ep 17 | Market Recap | Unlocking Trading Alpha with Outlier Opportunities in Market Sectors and International Markets
Efrem Hoffman
Ranked Top 20 Global FinTech and Global Top 50 Predictive Analytics Thoughtleader | Financial Data Science Architect - Global Top 50 Quantum [ AI ] Computing & Crypto Thinkers360 Leaderboard | Financial Tornado Chaser
First off, this Thursday, October 5th, 2023 at 3:45 PM Eastern, "Fearless Outliers" Podcast #18 will be live-streaming a special episode on LinkedInLive, 15 min. before the NYSE closing bell at 3:45 PM Eastern, where
✔Questions from the listening audience and readers of the Nuclear Option trading book will be addressed on the show with real-life trading examples,
Using a Combination of Running Alpha's Dark Pool and Momentum Perception Analysis and David's option momentum and volatility strategies.
To listen in, click the "Fearless Outliers" Podcast #18 link above in the first paragraph of this post, at 3:45 PM Eastern on Thursday, October 5th, 2023.
Now on to our recording of today's LinkedInLive Streaming Show ...
Fearless Outliers Podcast #17 for Wednesday, Oct. 4th, 2023 | Trading Alpha Unlocked | Episode 17 |
In this episode,
Efrem Hoffman, Global Top 50 Predictive Analytics | Quantum Computing Thoughtleader | Top 100 Fintech Influencer; and
David A. Janello PhD, CFA, 50 yr. ex-CBOE Professional & Best-Selling New-Release Author on Trading to Win with Option Momentum Strategies, are:
✔ Recapping Today's Market Action & Unfolding Outlier Opportunities;
Recommended by LinkedIn
✔ Showing you in their live trading market settings:
How You Can Start Profiting from Grey Swan Super-Outlier Reversals and Momentum Crashes Opportunities of Positive Consequence this Quarter 2023 through next Spring 2024,
that are now surfacing at broad-scale with spectacular opportunity in the:
✔ Next Big Highest Performing Sectors in the S&P 500 Equal Weighted Index.
The Positive Implications of the ongoing Dark Pool Buying Activity by Big Institutions, at a time when Market Dealers have been Short Gamma, is setting the stage for a historic melt-up in market prices into yearend and onward through Q1/Q2 2024.
To learn more about the Fearless Outlier Trading Show Hosts,
Efrem Hoffman & David A. Janello, PhD, CFA, and their tech innovations, click the link below to be directed to a deep dive LinkedIn Post on the complimentary Hoffman Financial Storm Chaser Newsletter.
DISCLAIMER: The Fearless Outliers Podcast is for: educational/entertainment purposes only, and does not serve as trading/investing advice; nor a solicitation for buying/selling securities of any kind whatsoever in the present and/or future. Any losses/negative effects whatsoever, resulting from watching this show and/or taking action on any information shared will not be the liability of Running Alpha, SpreadHunter, and/or any of its affiliates, show hosts, guests in whole and/or part in the present and/or future.
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Ranked Top 20 Global FinTech and Global Top 50 Predictive Analytics Thoughtleader | Financial Data Science Architect - Global Top 50 Quantum [ AI ] Computing & Crypto Thinkers360 Leaderboard | Financial Tornado Chaser
10moRunning Alpha's market intelligence service is designed for systematically identifying anomalous dimensions that tell you the regimes windows when algo and/or discretionary betting will work best for different trading strategies: Extreme Reversion; Volatility Capture; Dispersion & Momentum Crush; and Outlier trend Capture Protocols. Built by traders and research scientists for traders, Running Alpha is being used by professional and retail traders for enhancing alpha and amplifying the value of their systematic / discretionary strategies, and tail-risk mitigation protocols for: Avoiding and/or Profiting from chaotic market regimes, where algos may get tripped up during abrupt state transitions into momentum crashes. Running Alpha's Capital Market Trends & Actionable Trading Signal Service is applicable to betting and tail-risk control in market environments that diverge from what can be learned by classical AI. By embedding anomolous dimensions into our market analysis using an innovative variant of assembly time -- Inspired from complexity analysis of quantum logic circuits, we can better identify counterfactuals that cannot otherwise be extracted from historical relationships and classical real-time generative strategies.