The ACD Method

Discussion in 'Technical Analysis' started by sbrowne126, Jul 16, 2009.

  1. Maverick74

    Maverick74

    One of his best trade ideas is being long US Equities/short emerging market equities or SPY/EEM.
     
    #10241     Sep 3, 2015
    eurusdzn and kinggyppo like this.
  2. a good hedge fund should be down less than 5% so far this year. You can see who is long beta here pretty quickly by August returns.
     
    #10242     Sep 3, 2015
  3. My monthly Aup is 1999 and my daily is 1972.1 :)
     
    #10243     Sep 3, 2015
  4. Maverick74

    Maverick74

    You have high standards King. :)
     
    #10244     Sep 3, 2015
    kinggyppo likes this.
  5. sonar

    sonar

    Mav/King, strong $ is deflationary sure but why is Eurozone grappling with deflation given that the euro is about 20% weaker than it was against the commodity currency/greenback?
    Thanks for R.Pal vid Mav...gains more kudos when one knows it is from January.
     
    #10245     Sep 4, 2015
  6. rt5909

    rt5909

    After saying to watch the bonds closely, I hope Mav is ready to pony up for motion sickness pills for everyone this morning haha! :) Just had to rib ya, have a great Friday everyone, its gonna be a wild one....
     
    #10246     Sep 4, 2015
  7. rt5909

    rt5909

    on a more serious ACD note, a lot of our ACD derivative data is putting out a lot of basically "neutral" or "stay away" signals this morning. Anyone else seeing this? By our models, won't be much worth trading for a day or two...worth the risk anyway.
     
    #10247     Sep 4, 2015
  8. Maverick74

    Maverick74

    Yeah if you are just referring to the energy landscape and the broader indices as well. All the action right now is in currencies. The market is in chop mode right now with wider ranges. Don't let the vol deceive you. It's easy to see the large moves and mistake them for trends. What ACD does is widen the A levels to adjust for this. The market this past week has been trading pretty normally within it's wider A levels. This is why it's so important to allow for volatility calibration in your trading style.
     
    #10248     Sep 4, 2015
  9. rt5909

    rt5909

    yes, was just referring specifically to energies/ grains/livestock. Thats our bread and butter. We don't trade indices and have only used currency trade as a macro view, never have traded them. Probably should
     
    #10249     Sep 4, 2015
  10. rt5909

    rt5909

    One thing I would argue with ACD is that, unlike what Fisher talked about originally, it DOES work on thin markets, just not intra-day. I saw on another forum posters mocking the idea of anyone actually trading dairy products. I agree, butter isn't really tradeable, but things like milk and lumber do actually work with ACD if your timeframe is days rather than minutes.

    But then again, I'm a little different, and likely do not fit in with 99% on ET...which I don't see as a bad thing ;)
     
    #10250     Sep 4, 2015
    redbaron1981 likes this.