In this post we are going to develop ARIMA and GARCH model for S&P500 weekly time series. S&P 500 is a very popular US stock market index and is considered to be a barometer of US economy. It is a capitalization weighted index of 500 US stocks representing different business sectors in the US economy.… Continue reading S&P 500 ARIMA Plus GARCH Weekly Trading Strategy
Tag: s&p 500
Beware The Death Cross On S&P 500 Can Have The Reverse Effect
Analysts have spotted the Death Cross on S&P 500 index. A Death Cross forms when the long term 200 SMA crosses above the short term 50 SMA. When this happens, it mostly means the start of a long term downtrend. “Death cross” patterns continue to spread through the stock market like an epidemic, even infecting… Continue reading Beware The Death Cross On S&P 500 Can Have The Reverse Effect