Here's a scatterplot of SPY daily change in volume (x axis) versus daily % change in stock price. Pretty amazing correlation (maybe R^2 of 0.4?)....
Does this resonate? [ATTACH]
The volume of SPY has been steadily ticking upward in each of the last several trading days, which doesn't portend well for the Santa rally, but...
Yeah, that's a good point. And, it also trades over greatly extended hours.
Thanks, I'll look into this "on-balance volume" indicator.
Anyone who's looked at SPY daily price and SPY daily volume on the same chart will notice that there's a nice negative correlation between change...
buy and set tight stops if you can't handle a big loss. That's what the trend following gurus recommend, anyway.
Hi guys. funny you mention realvol.com; their page, which shows two formulae, was my initial source of confusion! :D...
I have the feature/bug of not believing something unless I implement it myself. Never got paid to learn this stuff, and have a day job, so...
Ski 80 days (not gonna happen)
Fascinating. If you dont mind disclosing, what is your general background?
Cottle and his weird ass diagrams. That dude thinks differently
I see a variety of methods used to calculate historical and realized volatility. Is one or the other most "correct"? Also the calculations...
There's a lot under the hood at ORATS!
gotta like the $27 share price. ;-)
Do you mean micro futures? What symbols? (Have been meaning to educate myself on futures, but run short of time in the day)
Good point, just buying the leveraged ETF is an even easier way to get leverage. (I said it was probably a dumb question). Options do have a lot...
I guess I am fixated on owning 100 shares (even though I could give a crap about selling covered calls anymore), which would leave my $50K account...
currently long (1 contract) in SPY and USO. Everything else that I watch looks shitty right now.
probably a dumb post, but here goes. I am trading an indicator that predicts direction, and I want positive delta. How would you best do it?...
Separate names with a comma.