July 17, 2019
- in Market Timing , Research by Cesar Alvarez
Market Sell-off Analysis How often does a 5% market sell-off become a 10% sell-off?
We often hear that the market is 5% off its highs or that it is down 5% from the high of the year. This alone does not tell us much. The question I want answered is how often does that 5% loss become a 10% loss? Or worse yet a 20% loss?
Read the rest of my guest post, Market Sell-off Analysis: Baseline Historical Facts, over at Alpha Architect.
Good quant trading,
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