Exploiting the volatility diffusion from futures to spot By Donny Lee | November 1, 2014 Price momentum is a phenomenon where past winning assets continue to perform well while past losing assets continue to perform poorly. Here, we’ll examine this concept with respect to trader habits. The profitable, hidden and Markovian couple of Swiss and gold By Donny Lee | October 21, 2013 Hidden Markov models are making inroads into institutional trading. Their applications are broad. One, forecasting future indicator values, can give you an edge trading the currency and commodity markets.