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. |
The expected (see OpEx Week and Multi-Month High) short-term pullback took two days only, and the SPY (S&P 500 SPDR) closed out February's option expiration week with a streak of three consecutive sessions where a new trailing 1-year(+) high price has been made (or matched) during the session. But historically February's option expiration shows a remarkable tendency for major market indices to reverse course over the remainder of the month in the event the S&P 500 had ...
At time of writing (2:36 pm ET) the SPY (S&P 500 SPDR) is up +0.77% and on the verge of closing at a fresh traling 1 year high. When the SPY had closed higher ≥ 0.50% at a fresh 3 (or more) months high on the first session of option expiration week (regularly a Monday) in the past, this had been indicative of limited upside potential over the next couple of sessions. Table I below shows the ...
Daily Commentary - Posted by TradingTheOdds on Feb 18, 2012, 8:19 PM GMT +1
The expected (see OpEx Week and Multi-Month High) short-term pullback took two days only, and the SPY (S&P 500 SPDR) closed out February's option expiration week with a streak of three consecutive sessions where a new trailing 1-year(+) high pri
Daily Commentary - Posted by TradingTheOdds on Feb 13, 2012, 8:50 PM GMT +1
At time of writing (2:36 pm ET) the SPY (S&P 500 SPDR) is up +0.77% and on the verge of closing at a fresh traling 1 year high. When the SPY had closed higher ≥ 0.50% at a fresh 3 (or more) months high on the first session of option expiration
Daily Commentary - Posted by TradingTheOdds on Feb 9, 2012, 5:16 PM GMT +1
Major market indices worldwide are in rally mode, although US markets are likely to take a short-term breather (probably today) after this big surge. But any breather (or even a setback) may be short-lived (again). Besides the fact that the SPY (S&a
Daily Commentary - Posted by TradingTheOdds on Feb 6, 2012, 10:01 PM GMT +1
On Friday's non-farm payroll release day, unemployment rate had been reported to have fallen from 8.5% to 8.3%, its lowest level in three years, and down on the 5th consecutive month. As is known, the S&P 500 had closed at a fresh 6-month high fo
Daily Commentary - Posted by TradingTheOdds on Feb 6, 2012, 11:21 AM GMT +1
The SPY‘s (S&P 500 SPDR) had closed at a fresh 6-month high on Friday, February 3, 2012, and - with respect to technical analysis - looks ”overbought” (a 5.0%+ run-up over the trailing month, 2-day RSI > 97.50, a full gap up > 0.50%,
Daily Commentary - Posted by TradingTheOdds on Feb 4, 2012, 6:39 PM GMT +1
Major market indices closed at another multi-month high on February 3, 2012, and the endless number of bullish setups being triggered during the last couple of weeks proofed to be right (at least up to now). The S&P 500 closed out the first week
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, 2012 (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
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