Archive for November, 2009
This is a multi-part series looking at how some of the simple indicators we’ve talked about in the past fared through this very interesting trading year. In this post we look at a short-term indicator that’s new to the blogosphere, DV(2). We introduced DV(2) earlier this year and it has since been taken in all [...]
Filed under: Trading Strategies | 4 Comments
Confucius Says
The superior man understands what is right; the inferior man understands what will sell. And in that one sentence, the 2500-year old philosopher sums up what ails this industry: no sense of doing the right thing for the sake of doing the right thing. h/t Barry Ritholtz’s Bailout Nation To stay up to date with what’s [...]
Filed under: Random Stuff | Leave a Comment
This is a multi-part series looking at how some of the simple indicators we’ve talked about in the past fared through this very interesting trading year. In this post we look at blogosphere darling RSI(2), trading the S&P 500. Unfamiliar with this short-term indicator? Read our previous geekery here, here, and here. Over the last [...]
Filed under: Trading Strategies | 4 Comments
This is a multi-part series looking at how some of the simple indicators we’ve talked about in the past fared through this very interesting trading year. Up to this point all the indicators we’ve been testing were from the (now defunct?) State of the Market report. But if you recall, the intermediate-term indicators we used [...]
Filed under: Trading Strategies | 4 Comments
Riddle me this… Assume that at the close of trading each day we could know which way the 10-year Treasury yield would move the following day. We begin a portfolio with $1 and each day at the close we go long the S&P 500 index (frictionless) if yields will fall the next day and short [...]
Filed under: Evolving Markets, Follow-Through, Treasuries & Interest Rates | 10 Comments
