Trading The OddsMARKET TIMING & QUANTITATIVE ANALYSIS |
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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. |
Major market indices closed at another multi-month high on February 3, 2012, and the endless number of bullish setups being triggered during the last couple of weeks proofed to be right (at least up to now). The S&P 500 closed out the first week in February with a +2.17% (weekly) gain, closed at its highest level since July 22, 2011, at the same time up +6.94% year-to-date, and up +5.31% over the trailing month. Although a couple ...
Major market indices closed at multi-month highs on January 25, 2012 (FOMC announcement session), followed by a (small) pullback on the then following (yesterday's) session. Looking at historical precedences when the SPY‘s (S&P 500 SPDR) had closed either at a 30-day high or low on an FOMC announcement session, followed by a lower close immediately thereafter, this had significantly positive implications over the course of the next couple of weeks. Table I below shows the SPY‘s (S&P ...
Daily Commentary - Posted by TradingTheOdds on Jan 13, 2012, 9:03 PM GMT +1
Next week will be the week including Martin Luther King, Jr. Day, a United States federal holiday and an exchange holiday since 1998 (observed on the third Monday of January). From a seasonal perspective, the week including Martin Luther King, Jr. D
Daily Commentary - Posted by TradingTheOdds on Jan 12, 2012, 5:29 PM GMT +1
Next week will be option expiration week, and the S&P 500 is currently trading at (or close to) a multi-month high. Therefore I thought it would be interesting to check if option expiration week historically favors the bulls and a continuation o
Daily Commentary - Posted by TradingTheOdds on Jan 11, 2012, 10:25 PM GMT +1
The SPY's (S&P 500 SPDR) closed marginally higher today, immediately following a multi month high (as expected trading in a tight range today). When the SPY closed at its highest level since July 29, 2011, on yesterday's session, the record lev
Daily Commentary - Posted by TradingTheOdds on Jan 10, 2012, 10:28 PM GMT +1
Word stock markets rose strongly Tuesday. The S&P 500 closed at a 5 month high (highest level since July 29, 2011), whilst at the same time the SPY's (S&P 500 SPDR) posted a full gap up (today's low above previous session's high). Historica
Daily Commentary - Posted by TradingTheOdds on Jan 6, 2012, 11:02 PM GMT +1
Just a short update after today's close (a more detailed report might follow on Sunday) ... I just noticed that the S&P 100 Volatility Index (VXO, sometimes called the ´fear index´) closed at a 5 month low (the lowest level since July 26, 2011
Daily Commentary - Posted by TradingTheOdds on Jan 6, 2012, 7:32 AM GMT +1
Notable on Thursday's session was the fact that the euro hit a 16 month low against the dollar (EUR/USD), the lowest close since 09/10/2010. In addition, closing more than 2 standard deviations below its 10 day simple moving average, EUR/USD seems
Daily Commentary - Posted by TradingTheOdds on Jan 5, 2012, 10:48 PM GMT +1
Just a short update today ... The S&P 500 closed higher the third day in a row (and recouped a -1.0% temporary intraday drawdown), and those bullish pattern triggered since Christmas Day are playing out nicely so far. If history will be a guide
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