- Posted by DynamicHedge on April 17th, 2014 at 8:34 am
My apologies for not staying on top of posting. CFA time of year again (but, why!?).
Here is a quick routine I used to identify high quality setups in an oversold tape using Market Memory.
Pull a symbol.
Add a filter criteria. In this case, a plain old Bollinger Band. The filter criteria show up in blue highlighting on the chart.
Refine the search. The first Bollinger strike is sometimes noise so we select the second. Also, need to isolate single instances of the event as “anchor dates” for analysis.
Select the historical range (how far in the past you want to look). Select the analysis period (how far after the “anchor date” you want to look).
Analyze preliminary results. Kinda, meh.
Wait a second! Drill down based on the patterns you identify in the Alpha Curves. You might just find something you like…
That’s how you uncover opportunity amongst the rubble. Objective analysis. No hot air. So easy even I can do it
Analyst Actions March 24-28
Posted by DynamicHedge on March 28th, 2014 at 4:55 pm
We’re going to start posting more data-driven content that we hope readers will find useful. The first project is to aggregate the analyst calls for […]
Posted by DynamicHedge on March 26th, 2014 at 5:59 pm
The spring is typically a very buoyant time for equity markets. When the market is in an uptrend, March and April have an almost perfect […]
The Real Reason for Market Softness
Posted by DynamicHedge on March 26th, 2014 at 2:05 pm
Remember our indicator that worked so well from 2009 to mid 2013? It went off the rails for the entire second half of the […]
Options Expiration: Historical Strength
Posted by DynamicHedge on March 18th, 2014 at 6:23 am
Options expiration weeks are historically bullish. You’ve probably intuitively understood this to be true but couldn’t quite quantify it. I’m not sure what forces are […]
Bearish Engulfing Patterns are the Least of Your Problems
Posted by DynamicHedge on March 14th, 2014 at 11:19 am
Bearish engulfing patterns seem scary. They have an ominous name and the market behavior that forms them is usually pretty nasty. The real question is: […]
Marketview: Not Logical
Posted by DynamicHedge on March 8th, 2014 at 8:30 am
The week started with a large gap lower on news of Russian troop movements into the Ukraine over the weekend. Rumor was that China back […]
Posted by DynamicHedge on March 4th, 2014 at 3:57 pm
The market shrugged off Russian military aggression and is now trading at all-time highs. There is a historical precedent for stock market strength in March […]
Marketview: Two-way Extremes
Posted by DynamicHedge on February 8th, 2014 at 7:57 am
About that Sentiment The crowd sentiment that was ”expecting stock turmoil to pass quickly” got slapped hard by Mr. Market on Monday. Focused squarely on soft reports in […]
Jobs Report Reactions
Posted by DynamicHedge on February 6th, 2014 at 11:12 pm
Nonfarm Payrolls are announced on Friday before the open and here’s what we know: The report is watched by absolutely everyone. Heavily gamed by investors […]
DynamicHedge is an equities, futures and derivatives trader based on the West Coast. He runs a long/short opportunistic relative-value strategy within a proprietary trading group. More
- 6 Steps: Find a Good Trade in the Rubble
- Analyst Actions March 24-28
- April Seasonality
- The Real Reason for Market Softness
- Options Expiration: Historical Strength
- Bearish Engulfing Patterns are the Least of Your Problems
- Marketview: Not Logical
- Strong Spring
- Marketview: Two-way Extremes
- Jobs Report Reactions