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Lawrence Chan

 
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  • Bankable ETF Strategy: Hidden Bear [View article]
    You have just showed slippage is important. For swing models, unlike daytrading ones, you have more time to enter and exit your trades in your favour if the bias is not breakout type. This time-based bearish strategy is in fact counter-trend so slippage is not a big issue.
    Jun 8 08:26 AM | Likes Like |Link to Comment
  • Bankable ETF Strategy: Hidden Bear [View article]
    Seasonal works best with long side for indices. I can write about that in the future.
    Jun 8 08:23 AM | Likes Like |Link to Comment
  • Bankable ETF Strategy: Hidden Bear [View article]
    .25% slippage? round turn x 8 times a year is already 4%. That is a lot of slippage. LOL.
    Jun 6 10:13 PM | Likes Like |Link to Comment
  • Bankable ETF Strategy: Hidden Bear [View article]
    Post option expiration effect.
    Jun 6 05:13 PM | Likes Like |Link to Comment
  • Bankable ETF Strategy: Hidden Bear [View article]
    The top is the SPY price chart itself. The bottom is the net gain only. I put them in different panes to avoid confusion.

    I can give the idea a try in next one.
    Jun 6 05:13 PM | Likes Like |Link to Comment
  • Expectations For Fri Jun 1, 2012 [View instapost]
    Nailed both ends =P
    Jun 2 03:08 PM | Likes Like |Link to Comment
  • Expectations For The Week Of May 21, 2012 [View instapost]
    Got both already. That is quick. =)
    May 21 10:54 AM | Likes Like |Link to Comment
  • Expectations For Wed May 16, 2012 [View instapost]
    Emini S&P. It moves in sync with SPY and the S&P 500 cach index
    May 16 03:46 PM | Likes Like |Link to Comment
  • Bankable ETF Strategy: Double Up [View article]
    May not work well with XLF and other sector ETFs if the components all moving in unity. One of the drivers of the model, op ex bias, depends heavily on the characteristics of a diversified index.
    May 15 04:25 PM | Likes Like |Link to Comment
  • Bankable ETF Strategy: Double Up [View article]
    I did not mention the drivers of the 2 trades in the article intentionally. =)

    Thought no one would ask!

    One is option expiration week bias. The other is month end moneyflow bias.
    May 15 11:44 AM | 2 Likes Like |Link to Comment
  • Expectations For Tue May 15, 2012 [View instapost]
    That's quick. Got prev day RTH close and low already. LOL
    May 15 09:08 AM | Likes Like |Link to Comment
  • Bankable ETF Strategy: Double Up [View article]
    NeoTicker
    May 14 07:06 PM | 1 Like Like |Link to Comment
  • Bankable ETF Strategy: Double Up [View article]
    For Jun 2012, 11th is a Monday so go long at open and exit on 18th, which is the following Monday, at the open.
    May 14 05:08 PM | Likes Like |Link to Comment
  • Bankable ETF Strategy: Double Up [View article]
    The 10th-13th one contributes slightly more. They tend to compliment each other in different time period.
    May 14 08:52 AM | Likes Like |Link to Comment
  • Expectations For Fri May 4, 2012 [View instapost]
    Got 70 and bias used up. =)
    May 4 11:04 AM | Likes Like |Link to Comment
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