Trading The OddsMARKET TIMING & QUANTITATIVE ANALYSIS |
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A quantitative approach to profit in worldwide 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, Featured, Studies, Volatility - Posted by TradingTheOdds on February 11, 2015
My insights have always been - and will probably be - offered for free, but if the information provided is helpful for your own trading business, any donation to my Be it! Children’s Charitable Foundation is much appreciated (donations can be sent
If the information provided is helpful for your own trading business, any donation to my
Be it! Children's Charitable Foundation
is much appreciated.
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Be it! Children's Charitable Foundation read more » (German language) |
w/ 18.30 at time of writing, the gap between $VIX and $VSTOXX is close to its all time closing low of 19.90, posted on 10/16/2008.
The $VIX gained 48.33% over the course of the last week. Since 1/2/1990 there were 38 other occurences w/ $VIX gained > 48% over 5 sessions.
On Friday iShares MSCI Brazil Capped ( $EWZ ) closed at 19.09 , a 11+ year low and its lowest level since 11/08/2004.
On Friday the Russell 2000 Index ( $RUT ) closed at 1,046.20 , a 2+ year low and its lowest level since 10/09/2013.
Since 1/1/2000, $SPX 2-day RSI closed < 1 on 30 occurrences: Average move ($SPX) next day: +/-2.19% (22x up, 8x down); median move: +/-1.24%
