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Daily Commentary - Posted by on May 30, 2009

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Trading the Odds on Monday – June 1, 2009

__________________ I'll be on vacation (in Italy) starting today (Sunday) and going through the end of next week. While I'm away frequency and extensiveness of blogging will mainly depend on the local availability of cellular broadband internet a

Daily Commentary - Posted by on May 29, 2009

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Trading the Odds on Friday – May 29, 2009

The S&P 500 fully complied again to today's bullish forecast based on the positive setup triggered on Wednesday's session when the S&P 500 not only closed lower at least -1.90% but posted a higher high and higher low on the same session as

Daily Commentary - Posted by on May 27, 2009

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Trading the Odds on Thursday – May 28, 2009

The S&P 500 fully complied to today's bearish forecast based on the negative setup triggered on Tuesday's session when the ratio of NYSE Advancing Issues/Declining Issues closed above 4.5 and NYSE Advancing Volume/Declining Volume closed above

Daily Commentary - Posted by on May 26, 2009

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Trading the Odds on Wednesday – May 27, 2009

The S&P 500 more than fulfilled it's bullish setup for today' session (see my post Memorial Day, the VIX and Other (Un-)Favorable Seasonalities, especially my reply to ADD's comment) and closed up +2.63% on the day. The VIX opened higher +6.0%

Studies - Posted by on May 25, 2009

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VIX and VIX Futures Seasonalities

This is a follow-up to my post Memorial Day, the VIX and Other (Un-)Favorable Seasonalities. ____________________ A few weeks ago I posted about the weekday seasonality of the VIX (see Weekday Seasonality of the VIX), and as Adam Warner on the Da

Daily Commentary, Studies - Posted by on May 23, 2009

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Memorial Day, the VIX and Other (Un-)Favorable Seasonalities

Monday next week will be Memorial Day, and additionally we're entering into the favorable (with a bullish bias) end-of-month period for stocks -at least as an adage says-.  As always I decided to take the quantitative approach concerning this (pot

Daily Commentary - Posted by on May 22, 2009

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Trading the Odds on Friday – May 22, 2009

Although the S&P 500 (and SPY) recouped approximately half of its intraday losses during the last 30 minutes of trading, neither the SPX nor the SPY were able to close above their opening quotation (although is was close), leave alone to close