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# Return Formula
R(n) = (CP(n) - OP(n)) / OP(n)
Where:
- R(n) = Return in period n
- CP(n) = Close price
- OP(n) = Open price
# Rainbow logic
uptrend = 8 EMA(exponential ma) > 21 EMA > 34 EMA > 50 SMA(simple ma) > 100 SMA > 200 SMA
downtrend = 8 EMA < 21 EMA < 34 EMA < 50 SMA < 100 SMA < 200 SMA
red, orange ,yellow, green, blue, mauve
Sahm Rule = looking at the slope of an average
sankey diagram for income statement
# Average True Range
- ATR tells us of opportunities within a particular day but also whether Vol as ben increasing or decreasing
- ATR = the average of x true range values
TR(x) = (High-Low)(x)
ATR(x) = (TR + TR [...] - x) / open - x ***** REVIEW
probability, variance, covariance, regression, idosyncratic risk, systematic risk
# short interest
both sentiment and liquidity measure
days to cover = Amount of Shares shorteed / Avg daily Vol (30days)
Long - Lower mrkt cap stock tend to have more volatile EPS and thus more volatile stock price
Short - Higher mrkt cap stock tend to have less volatile EPS momentum
The higher the mrkt cap the more company become acquirers rather than targets. Also harder to generate explosive earning momentum.
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