Author Archive

  • 3 Important Things To Watch For At 52-week Highs
    Posted by on August 20th, 2014 at 1:44 pm, Comments: 0

    Share on StockTwits Despite all the public worries about the market, the $SPY is on the cusp of making a brand new 52-week high. I ran […]

  • Big Down Days: A Lesson from Recent History
    Posted by on July 31st, 2014 at 11:35 pm, Comments: 0

    Share on StockTwits The $SPX was off by ~2% today so we ran a study of every time that has happened in the last 4-years. […]

  • Market Cap Arbitrage: SPY vs IWM
    Posted by on July 21st, 2014 at 1:49 pm, Comments: 0

    Share on StockTwits The spread between domestic large cap stocks ($SPY) and small cap stocks ($IWM) has reached a statistically significant level.  These ETFs have an economic and statistical […]

  • How to Deal with High Frequency Nowcast Economic Data
    Posted by on July 11th, 2014 at 2:25 pm, Comments: 0

    Share on StockTwits Moar GDP revisions, that’s what we need (said no one)! The Atlanta Fed has introduced a new dataset called a “nowcast” for GDP […]

  • An Almost Impossible VXX Rally
    Posted by on July 7th, 2014 at 3:11 pm, Comments: 0

    Share on StockTwits For the past couple years, being short volatility has been a popular and successful strategy for traders. So successful that brokers started regularly […]

  • 4 Misconceptions about Dow Theory
    Posted by on July 3rd, 2014 at 12:24 pm, Comments: 0

    Share on StockTwits Dow Theory is well known by most market technicians. Like most investing frameworks, people tend to cherry pick the rules that suit […]

  • Gap Personality: When to Chase and When to Hold Off
    Posted by on June 13th, 2014 at 3:34 pm, Comments: 0

    Share on StockTwits Gaps are one of the last bastions of structural inefficiency in the market and we’ve seen a ton of them lately in […]

  • Sophisticated versus Effective
    Posted by on May 23rd, 2014 at 1:36 pm, Comments: 0

    Share on StockTwits   In any field where complexity is part of the discipline (think: finance, technology, etc.) there is a temptation to appear more […]

  • Three Month Consolidation Break
    Posted by on May 22nd, 2014 at 2:22 pm, Comments: 0

    Share on StockTwits   We’ve swung from mildly oversold to mildly overbought. Depending on your outlook, the market is either consolidating and poised to breakout […]

  • Efficient Markets Believe In Trends
    Posted by on May 21st, 2014 at 1:19 pm, Comments: 0

    Share on StockTwits The CFA Institute is an extremely influential organization and caretaker of the coveted Chartered Financial Analyst designation. They’re also one of the […]