Comments on: Level of Bullishness http://www.tradingtheodds.com/2010/03/level-of-bullishness/ 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. Mon, 06 Feb 2012 13:40:20 +0000 hourly 1 http://wordpress.org/?v=3.3.1 By: admin http://www.tradingtheodds.com/2010/03/level-of-bullishness/#comment-4247 admin Thu, 18 Mar 2010 19:46:38 +0000 http://www.tradingtheodds.com/?p=34664#comment-4247 James, you're absolutely correct, but the SPY'S ex-dividend day is a new finding and -up to now- not part of the model (I'm currently busy with a couple of other things). P.s.: I forgot to mention that due to option expiration a sell signal was triggered. Due to the fact that both a positive setup from SPY's ex-dividend date and a sell signal due to option expiration were triggered, a 'market neutral' would've been the respective signal if the SPY'S ex-dividend day would've been part of the market model. Best, Frank James,

you’re absolutely correct, but the SPY’S ex-dividend day is a new finding and -up to now- not part of the model (I’m currently busy with a couple of other things).

P.s.: I forgot to mention that due to option expiration a sell signal was triggered. Due to the fact that both a positive setup from SPY’s ex-dividend date and a sell signal due to option expiration were triggered, a ‘market neutral’ would’ve been the respective signal if the SPY’S ex-dividend day would’ve been part of the market model.

Best,
Frank

]]> By: James http://www.tradingtheodds.com/2010/03/level-of-bullishness/#comment-4246 James Thu, 18 Mar 2010 19:36:31 +0000 http://www.tradingtheodds.com/?p=34664#comment-4246 Frank, Just wondering about your rational for shorting today 3/18/10. Tomorrow is SPY ex-dividend day, your past study shows very strong historic upside, but obviously we are currently very overbought. Thanks, James Frank,
Just wondering about your rational for shorting today 3/18/10. Tomorrow is SPY ex-dividend day, your past study shows very strong historic upside, but obviously we are currently very overbought.

Thanks,
James

]]> By: admin http://www.tradingtheodds.com/2010/03/level-of-bullishness/#comment-4245 admin Thu, 18 Mar 2010 05:27:06 +0000 http://www.tradingtheodds.com/?p=34664#comment-4245 Bill, FOMC announcement sessions are one of the most positive sessions on record. I already posted the respective stats several times as part of different studies (e.g. seasonalities). Please search for 'FOMC' in the archives. Best, Frank Bill,

FOMC announcement sessions are one of the most positive sessions on record. I already posted the respective stats several times as part of different studies (e.g. seasonalities). Please search for ‘FOMC’ in the archives.

Best,
Frank

]]> By: Bill http://www.tradingtheodds.com/2010/03/level-of-bullishness/#comment-4244 Bill Thu, 18 Mar 2010 05:12:25 +0000 http://www.tradingtheodds.com/?p=34664#comment-4244 Frank, quick q- what made you go long pre FOMC and day before yesterday. seems like its so overbaught and mean reversion not doing that great. Frank,
quick q- what made you go long pre FOMC and day before yesterday. seems like its so overbaught and mean reversion not doing that great.

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