Trading The OddsMARKET TIMING & QUANTITATIVE ANALYSIS |
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A quantitative approach to profit in the US equity and futures markets, trading the markets like professional card counters are playing Blackjack or expert poker players are playing Poker. The key is to have the odds on your side and bet accordingly, knowing what, when, where, why and how much to bet on each trade or wager. |
Major market indices closed at multi-month highs on January 25, 2011 (FOMC announcement session), followed by a (small) pullback on the then following (yesterday's) session. Looking at historical precedences when the SPY‘s (S&P 500 SPDR) had closed either at a 30-day high or low on an FOMC announcement session, followed by a lower close immediately thereafter, this had significantly positive implications over the course of the next couple of weeks. Table I below shows the SPY‘s (S&P ...
Compliant to historical probabilities and odds, major market indices advanced (again) in response to the FED's decision to leave rates unchanged for the foreseeable future. S&P 500 and the SPY‘s (S&P 500 SPDR) closed at a 5-month high (and missed a 6-month high by a single day only; the last time the SPY closed this high was on July 26, 2011), while the Nasdaq 100 index closed at its highest level since February 6, 2001. Historically, when the SPY ...
Daily Commentary - Posted by TradingTheOdds on Jan 27, 2012, 9:44 AM GMT +1
Major market indices closed at multi-month highs on January 25, 2011 (FOMC announcement session), followed by a (small) pullback on the then following (yesterday's) session. Looking at historical precedences when the SPY‘s (S&P 500 SPDR) had c
Daily Commentary - Posted by TradingTheOdds on Jan 26, 2012, 7:26 AM GMT +1
Compliant to historical probabilities and odds, major market indices advanced (again) in response to the FED's decision to leave rates unchanged for the foreseeable future. S&P 500 and the SPY‘s (S&P 500 SPDR) closed at a 5-month high (and
Daily Commentary - Posted by TradingTheOdds on Jan 24, 2012, 10:41 PM GMT +1
Today marked the 17th consecutive session where the SPY‘s (S&P 500 SPDR) hasn't lost more than -0.52% on a close to close basis (besides the fact that this is the 2nd lower close only during the last 11 sessions). Historically, comparable stre
Daily Commentary - Posted by TradingTheOdds on Jan 22, 2012, 9:25 PM GMT +1
Besides the fact that even betting on a one-day decline (leave alone calling a top) has been a receipt for disaster during 2012 (so far), complacency has set in (again) among retail investors. On Friday, January 20, the VXO (CBOE S&P 100® Volat
Daily Commentary - Posted by TradingTheOdds on Jan 19, 2012, 10:52 PM GMT +1
The S&P 500 is up 4.52% year-to-date on Thursday, January 19, 2012, and provided that major market indices will not fall into a bottomless abyss on tomorrow's option expiration, the S&P 500 will be up +2.0% year-to-date on close of the fina
Daily Commentary - Posted by TradingTheOdds on Jan 18, 2012, 9:38 PM GMT +1
Up to now major market indices defy all (seasonal) odds (hitting a fresh multi-month high on Wednesday, January 18), with SPY‘s (S&P 500 SPDR) closing out the week including the Martin Luther King, Jr. Day exchange holiday with a loss in 10 ou
Daily Commentary - Posted by TradingTheOdds on Jan 13, 2012, 9:03 PM GMT +1
Next week will be the week including Martin Luther King, Jr. Day, a United States federal holiday and an exchange holiday since 1998 (observed on the third Monday of January). From a seasonal perspective, the week including Martin Luther King, Jr. D
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