Markets & Investing

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Equity and bond markets, portfolio strategy, asset allocation, and investment research.

Welcome to the Markets & Investing section of Mental Momentum Research. This vertical delivers rigorous, data-driven analysis of capital markets, structural liquidity, and advanced trading frameworks. Our work bridges the gap between institutional market mechanics and systematic execution, focusing on asset allocation, portfolio strategy, and quantitative research.

A core area of our analysis investigates the structural mechanics of mega-cap IPOs, index inclusions, and localized market friction. We explore how the public markets absorb massive equity issuances in pioneering sectors like artificial intelligence and aerospace, evaluating how listings transition to major indexes like the S&P 500 and Nasdaq-100. This research dissects the microstructural forces that drive asset prices: the impact of the VIX on IPO pipelines, post-listing lock-up expirations, and the mechanics of low-float equities where high borrow costs trigger synthetic shorting, options market arbitrage, and fails-to-deliver. We also analyze how daily rebalancing in leveraged ETFs interacts with options market positioning to generate extreme volatility and gamma squeezes.

In parallel, we evaluate the mathematics of trading strategies and quantitative model design. Our research scrutinizes why backtested AI strategies often fail in live markets, offering solutions like walk-forward analysis, systematic feature engineering, and regime-switching Hidden Markov Models to detect shifting market states. We analyze the empirical validity of technical indicators—such as the Relative Strength Index, MACD, and moving averages—while assessing the conditional predictive power of chart patterns. Crucially, we emphasize capital preservation, examining position sizing under the Kelly Criterion, the realities of retail leverage, overnight gap risk, and the statistical expectancy of swing trading compared to long-term investing.

Finally, our research extends into the digital asset space, providing objective comparative analyses of major cryptocurrency exchanges alongside deep dives into the evolving global regulatory landscape, focusing on shifting enforcement strategies and international compliance frameworks.

111 published articles