Since 4 months, the auto-correlation between current datas and october 1980 (96.19% R2) have been a very good forecaster for SP500. While the...
The McClellan Oscillator is a market-breadth indicator based on the smoothed difference between the number of advancing and declining issues of a...
Money flow quantifies the amount of money going into or out of a security. Money flows are only calculated when the price of the security...
What are your best market letters ? I personnally follow Lowrish Jeff walker and Hays I am wondering which other are followed by...
Past datas auto-correlation shows a high R2 with 7th may 1997. correlation is 96.27% based on 150 open days For the next 2 weeks , ndx...
Is anyone following the KAOS function based on fractal maths ? At 0.5 the hurst component shows a random move for stock above 0.5 a...
For the last 30 years, these are the average daily returns of SPX. Included the standard deviation of occurences First conclusion:...
850 900 950 1000 1050 1100
I searched for the most auto correlated SPX data with the last 82 days and found the period coming from august 1980 Since 2 months it has...
SPX Intraday correlation with last FOMC decision seems to work well. If it goes on we could have a 1% rallye to 992 until FOMC meeting then just...
Hello folks Did so read The Research Driven Investor: How to Use Information, Data and Analysis for Investment Success or TBeing...
Hello folks I am intrigued by 2 books written by Michael Alexander The Kondratiev Cycle: A Generational Interpretation and Stock Cycles:...
Are some subscribers of his letter and do you find it useful ?
What is the best backtesting system ? For intraday data For European Stocks also with History scenario : for instance, what happens...
Hello, Does so knows where I could find a web comparing Equity & Index options commissions ? I am currently paying 2 usd full commission...
Street Smart from Connors Did so read this book ? Is it worth buying it ?
a great study Abstract: After the terrorist attacks of September 11, 2001 there was a great deal of speculation that the terrorists or their...
I have recently made a lot of money with FRX (forest Lab) with the purchase of puts and calls. This stock has faced 2 gaps in a 30 days period,...
Hello Guys, Do you know some URL for university working papers on finance: my favourite subjects are derivatives, behavioral finance and stocks...
I am at Bear Stearns I pay 2 usd (give up + clearing) per option : 100 options cost 200 usd For stocks , I pay 20 usd per 1000 shares Is...
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