Archive

Daily Commentary - Posted by on July 31, 2009

1 Comment

Trading the Odds on Friday – July 31, 2009

The market's recent ability to recoup almost all of it's intraday losses during the second half of the session after a regularly relatively weak open (four consecutive sessions with a lower open) on the last couple of sessions provided a reliable in

Daily Commentary - Posted by on July 30, 2009

No Comments

Trading the Odds on Thursday – July 30, 2009

The markets ability to recoup the greater part of it's intraday losses and to close near or at the intraday high becomes a regular pattern these days. Wednesday's session marked the fivth session in a row where the ES (E-MINI S&P 500) recoupe

Daily Commentary - Posted by on July 28, 2009

2 Comments

Trading the Odds on Tuesday – July 28, 2009

When almost all major Asian market indices closed higher on Monday's session again (as it was already the case on Thursday's and Friday's session), probabilities and odds were again (the third day in a row) tilt in favor of a positive bias for the U

Daily Commentary - Posted by on July 26, 2009

5 Comments

Trading the Odds on Monday – July 27, 2009

When almost all major Asian market indices closed higher on Friday's session again (as it was already the case on Thursday's session), probabilities and odds were again significantly tilt in favor of a bullish bias for the US major market indices (s

Daily Commentary - Posted by on May 26, 2009

3 Comments

Trading the Odds on Wednesday – May 27, 2009

The S&P 500 more than fulfilled it's bullish setup for today' session (see my post Memorial Day, the VIX and Other (Un-)Favorable Seasonalities, especially my reply to ADD's comment) and closed up +2.63% on the day. The VIX opened higher +6.0%

Studies - Posted by on May 25, 2009

1 Comment

VIX and VIX Futures Seasonalities

This is a follow-up to my post Memorial Day, the VIX and Other (Un-)Favorable Seasonalities. ____________________ A few weeks ago I posted about the weekday seasonality of the VIX (see Weekday Seasonality of the VIX), and as Adam Warner on the Da

Daily Commentary - Posted by on April 4, 2009

1 Comment

Trading the Odds on Monday – April 6, 2009

Trading the Odds on Monday - April 6, 2009 On Friday's session the market recovered from a (modest) morning sell off to finish with solid gains for a 4th up-day in a row. But it is not only the fact that the market closed up 4 consecutive sessions, F