Long_Short Market Dynamics

1 Coming to Terms with New Market Dynamics 1

2 Range Expansion and Liquidity 13

3 Comparative Quantiles 37

4 Volume as a Leading Indicator 59

5 Alignments and Divergences 95

6 Volatility 135

7 The Morphology of Gaps 163

8 Correlation and Convergence 179

9 Random Walks and Power Laws 201

10 Regime Shifts and Stationarity 221

11 Money Management Techniques 239

12 Portfolio Theory 265

13 Alpha 283

14 Markets as Networks 303