Monday 19 October 2020

Gold risk metric and logarithmic regression

The gold risk metric is presented which can help time momentum shifts in and out of the market. The general idea is to dynamically dollar-cost-average (DCA) buys and sells based on the risk level. A "fair-value" logarithmic regression fit is also presented which helps to identify periods of overvaluation and undervaluation of gold. TA Video by Benjamin Cowen.