Archive
Trading the Odds on Wednesday - April 1, 2009
After the SPY posted another '6 Lows' on Monday's session all exceeding the -1.0% bar and additionally posting an intraday high -1.77% below Friday's low (leaving open an unfilled gap), today the mark
SPY and Sessions until Gap Fill
After the SPY left open an unfilled downside gap on Monday's session (see my posting Trading the Odds on Tuesday - March 31, 2009), a reader raised the question how long it regularly takes to get a downside gap in the
Trading the Odds on Tuesday - March 31, 2009
After the S&P 500 posted '6 Highs' on Thursday - March 26, 2009 and '6 Lows' on Friday - March 27, 2009 (see my respective posts), it posted another '6 Lows' on Monday's session:
posted a lower op
Short-term Mean-Reversion Between Implied and Realized Volatility
The VIX® (CBOE Volatility Index) is an index that infers 30-day (calendar days, regularly between 20 and 22 trading days) expected (implied) market (S&P 500) volatility from S&
(Due to the fact that this blog is -naturally after going live a week ago- in the early stages, I'd be happy to get and discuss your suggestions concerning the presentation of figures and/or potential setups you'd like to get looked into -among othe
(Due to the fact that this blog is -naturally after going live a week ago- in the early stages, I'd be happy to get and discuss your suggestions concerning the presentation of figures and/or potential setups you'd like to get looked into -among oth
FRIDAY'S SESSION MIRRORS THURSDAY'S SESSION
Thursday's session was already remarkable due to the fact that the S&P 500
posted a higher open,
posted a higher high than the previous session's high,
posted a higher low than the previous session