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 Dec 25, 2011, 9:22 PM GMT +1
Due to the fact that calendar effects (e.g. historical return behavior surrounding closings of the New York Stock Exchange) play an important part in my studies and blog postings, I have been searching for a complete and accurate listing of all fores
Daily Commentary - Posted by TradingTheOdds on Dec 21, 2011, 11:01 PM GMT +1
With two sessions left before Christmas, it may be time to check for the markets performance during the last couple of sessions of a year. Table I below shows all occurrences (since 1930) and the S&P 500 performance assumed one went long on clos
Featured - Posted by TradingTheOdds on Dec 21, 2011, 6:21 PM GMT +1
A couple of months ago I introduced blog readers to my modification of Wilder's Relative Strength Index (RSI) ( see Modified RSI(2), Buying Power and Intermediate-Term Outlook ), utilizing an underlying's high | low | close (instead of close vs. pre
Daily Commentary - Posted by TradingTheOdds on Dec 20, 2011, 10:43 PM GMT +1
After a couple of negative price changes and/or lackluster performance days (see Missing Progress on the Upside … ), the SPY (S&P 500 SPDR) hit the gain and surged higher +3.03% today. With respect to the setup ”The SPY closed 0.50%+ be
Daily Commentary - Posted by TradingTheOdds on Dec 17, 2011, 11:29 PM GMT +1
Although the SPY‘s (S&P 500 SPDR) fully complied to historical probabilities and odds suggesting a higher close one and two sessions later (in this event on Thursday and Friday last week) in the event volume in declining issues on the NYSE outn
Daily Commentary - Posted by TradingTheOdds on Dec 15, 2011, 1:40 PM GMT +1
The SPY‘s (S&P 500 SPDR) lost another -1.06% on Wednesday's session, and volume in declining issues outnumbered volume in advancing issues by a 3 : 1 ratio (or ≥ 75.0%) the third day in a row (89.51% on December 12, 81.20% on December 13, and
Daily Commentary - Posted by TradingTheOdds on Dec 14, 2011, 11:04 PM GMT +1
Another lower close today, and it seems that this year me might abandon the theories about positive seasonalities in December. With respect to trading with the odds, Thursday's session might be a make-or-break game (just kidding). By losing another
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