December 10, 2025 We are approaching year-end amid widespread discussion of a potential “AI Bubble”. Let’s run the OpenBB Workspace facilitated analysis we posted on for AAPL this last summer (video embedded at end of note) for NVDA, to see if there is any unusually large disconnect between the market and fundamental based expectations for […]
NVDA Px Targets vs. Upside Px Probabilities via OpenBB Read More »
December 2, 2025 Each month we publish a 100+ page report for each individual VecViz volatility and expected return related features so that we can readily answer any of the following common concerns about summary performance stats: Quant Feature Quant Feature Eval Criteria Common Concerns: Expected forward return 1) correlation to forward returns2) interquartile range
December 2, 2025 Regimes help model builders differentiate market behavior into more stationary (and hence predictable) groupings. Regimes are commonly defined in terms of levels or growth rates in macroeconomic variables and market indices. Research on regime based models dates back at least to 1989. Here we discuss a regime framework built around the thesis
Breaking Good: VaR & OaR Breakage Rate Regimes Read More »
December 2, 2025 Correlation measured using trailing returns is volatile and backward looking Many investors measure diversification via historic return correlation, which is itself correlated to volatility. When incorporated into portfolio risk metrics such as VaR, it can encourage selling amidst panics and buying amidst complacent booms. VecEvent based correlation is more stable and very
Quantifying Narrative Similarity with VecEvent Correlation Read More »
December 2, 2025 Correlation based on historic returns is arbitrarily calculated and ignores price context How long should the lookback window be? What periodicity of returns should be used? Such questions confront anyone using Pearson correlation of historic returns to estimate portfolio risk. Results can vary significantly depending on the choices made. What doesn’t matter
Price and Return Aware Correlation via VecViz Fingerprint Read More »
See the video below for discussion of this issue and an intitial exploration of the intersection via VecViz’s new App for the OpenBB workspace. Here is a pdf of the Gemini 2.5 Deep Research paper on the state of academic and industry research discussed in the video:
Fundamental vs. Quant Price Distribution Case Study Read More »
TL/DR: The last 30 and 90 days have seen a strong rebound in V-Score performance, with positive V-Scores outperforming negative V-Scores as well as the SPY and QQQ. That said, performance at the tails of the V-Score distribution (>9, <-9), continue to perform relatively inconsistently. Fortunately, such scores are quite rare. First, a refresher (or
V-Score Performance Report Highlights: 5/31/25 Update Read More »
Posted this video on X/Twitter under @vecvizanalytics pre-market on the morning of 5/19/25 with the comment $TLT as of the 5/16/25 close, reviewed using systematic channel analysis, machine learning, and narrative in vide below. Pre-market on 5/19 TLT is at the 0.382 level of Nov2019/ Dec2023/Jan2025 anchored vs10. #stocks #analytics #quantfinance #charts We intend to
TLT as of 5/16/25, followed by methodology Explanations Read More »
Posted this video on X/Twitter under @vecvizanalytics on the morning of 5/16/25 with the comment “Do you agree that 593 is likely tough resistance?”. We intend to post case studies on X/Twitter first, to establish a “time-stamp”, then add the content here. If you are interested in methodological linkages to established quant finance principles, a
SPY at the 5/15/25 close, Followed by methodology Explanations Read More »
Posted this video on X/Twitter under @vecvizanalytics pre-market on the morning of 5/15/25 with the comment “$UNH chart looks like TDG circa March 2020 as per Vector Model chart shape metrics. That would be a good thing bulls over 3m-6m. Conversely, if UNH has truly “leveled down”, we show the case for settling in at
UNH at the 5/14/25 close, followed by methodology Explanations Read More »