Trading The OddsMARKET TIMING & QUANTITATIVE ANALYSIS |
 |
|
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. |
Daily Commentary, Studies - Posted by TradingTheOdds on August 21, 2010
In full compliance to historical probabilities and odds (see SPY's Option Expiration Seasonalities), the SPY posted another down day on option expiration, on a back-to-back session to Thursday's serious down-day (-1.74%). In addition, trading lower
Daily Commentary, Studies - Posted by TradingTheOdds on August 20, 2010
Ahead of Friday's option expiration the SPY (S&P 500 SPDR.) posted a serious down-day, losing -1.74% on the close. Table I below shows the SPY's performance (since 01/01/1990) on option expiration assumed one went long on close ... Strat. #1:
Daily Commentary - Posted by TradingTheOdds on August 17, 2010
On a Twitter update on Monday, August 16 (see the Twitter Feed box on the right), I alluded to a favorable pairs trading (buying) opportunity in XLE (Energy Select Sector SPDR) vs. XLU (Utilities Select Sector SPDR), meaning long XLE and selling sho
Studies, Trading Strategies - Posted by TradingTheOdds on August 16, 2010
One of the most interesting findings dealt with in a previous posting (Pairs Trading (ETFs) was the RTHs (Retail HOLDR.) salient feature of being a favorable candidate for a potential mean-reversion strategy in conjunction with a major market or sec
Daily Commentary - Posted by TradingTheOdds on August 13, 2010
One of those favorable short-term reversal opportunities ( see Pairs Trading (ETFs) ) may be provided on today's session (August 13, 2010), assumed one would've bought the pair SMH vs. XRT (Semiconductor HOLRDS. vs. S&P 500 Retail SPDR) on close
Studies, Trading Strategies - Posted by TradingTheOdds on August 9, 2010
First of all thanks for your patience, and from now on I'll be posting again on a more frequent basis. And furthermore I'd like to advise those interested in quantitative research of a new blog I just came across: Engineering Returns by Frank Hassle
If the information provided is helpful for your own trading business, any donation to my
Be it! Children's Charitable Foundation
is much appreciated.
 |
Be it! Children's Charitable Foundation read more ยป (German language) |
