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Daily Commentary - Posted by on March 31, 2009

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Trading the Odds on Wednesday – April 1, 2009

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

Studies, Trading Strategies - Posted by on March 31, 2009

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SPY and Gap Fills

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

Daily Commentary - Posted by on March 30, 2009

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Trading the Odds on Tuesday – March 31, 2009

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

Studies, Trading Strategies - Posted by on March 30, 2009

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Short-term Mean-Reversion Between Implied and Realized Volatility

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&

Daily Commentary - Posted by on March 30, 2009

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6 Highs plus 6 Lows = ?

(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

Daily Commentary - Posted by on March 29, 2009

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Trading the Odds on Monday – March 30, 2009

(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

Daily Commentary - Posted by on March 27, 2009

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Friday's sessions mirrors Thursday's session

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