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Daily Commentary - Posted by on March 26, 2009

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Trading the Odds on Friday – March 27, 2009

BOTTOM LINE FOR FRIDAY - MARCH 27, 2009 Thursday's session was 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's low, pos

Studies - Posted by on March 26, 2009

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Consecutive Market Up/Down Days and their Magnitude of Change

Consecutive Market Up/Down Days and their Magnitude of Change Michael at MarketSci made an interesting post about The Speed at which the Market Rises and Falls. I'd like to provide an additional view on the speed at which the market rises and falls

Daily Commentary - Posted by on March 26, 2009

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Rollercoaster ride w/the S&P 500 – III

Rollercoaster ride w/the S&P 500 - III This is just for the records concerning yesterday's post Rollercoaster ride w/the S&P 500. Although 10 occurrences since 01/02/2001 were -from a statistical point of view- a way too small sample size t

Daily Commentary - Posted by on March 26, 2009

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Rollercoaster ride w/the S&P 500 – Follow Up

Rollercoaster ride w/the S&P 500 - Follow Up This is a follow up to my yesterday's post Rollercoaster ride w/the S&P 500 (posted after the market's close). The fact that the sample size with only 10 occurrences since 01/02/2001 stayed on my

Daily Commentary - Posted by on March 25, 2009

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Rollercoaster ride w/the S&P 500

Rollercoaster ride w/the S&P 500 Following the S&P 500 during Wednesday's session, one may feel like being on a rollercoster ride on a folk festival. The market opened almost unchanged, posted an intraday high +2.54% above yesterday's close

Studies, Trading Strategies - Posted by on March 25, 2009

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Weekday Seasonality of the VIX

My name is Frank, and due to the fact that this is my 3rd post after I've started the blog on Tuesday, March 24, 2009, a few introductory notes. I have traded as an individual investor for more than 20 years now. I take a statistical approach in comb

Daily Commentary - Posted by on March 24, 2009

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Trading the Odds on Wednesday – March 25, 2009

My name is Frank, and due to the fact that this is my 2nd post after I've started the blog on Tuesday, March 24, 2009, a few introductory notes. I have traded as an individual investor for more than 20 years now. I take a statistical approach in comb