Knowledge
Browse articles by category: CMT technical analysis, fundamental analysis, trading psychology, investing books (PDF) and Technical Insights.
11 articles in the Technical Insights series.
![[TECHNICAL INSIGHTS] – Do Statistics Lie?](https://greenchart.vn/wp-content/uploads/2026/05/Ava-768x768.png "Knowledge 1")
In this article we focus on some of the statistical problems you meet when searching for alpha – from the backtesting process to multiple-testing bias – and how to recognise and deal with them.
This post analyses event-driven strategies used by hedge funds – what they are and whether they can be applied in Vietnam – then searches for alpha in corporate actions and insider trading on Vietnamese stocks.
This part analyses each factor from a statistical and model-selection perspective, and picks one sector (materials) to assess its level of efficiency using mutual information and a Bayesian VAR model.
In this part I dig deeper into the data and build a framework for a broader assessment of market efficiency, looking at the financial statements of 1,615 Vietnamese stocks from 2017 to date.
This post uses preliminary observations to gauge how efficient the Vietnamese stock market is before digging deeper into alpha. The approach relies on fundamental (FA) factors rather than OHLCV prices alone.
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