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squark62's  Instablog

mike's current entrepreneurial focus comprises the innovative development of ETF quantitative hedging technology using classical Euler-Lagrange-Hamilton mechanical methods. long & short index ETFs are quantitatively paired to optimize delta neutral or high beta portfolio performance w/o... More
My business:
Equity Informatics, LLC
My blog:
Equity Informatics Blog
  • S&P 500 geodesic weekly plots - Nov 6, 2009 0 comments
    Nov 6, 2009 10:36 PM | about stocks: SH, SPY, SDS, SSO
    indication: and the equities beat goes on..

    (visit my intro to trading long/short ETFs in pairs using geodesic concepts)

    whether one likes it or not, the liquidity-fed equities beat goes on...for now.  as i said earlier this week, if the signal & 12 DMA cross, i would cancel the latest bear watch.  but it's becoming quite clear from my vantage point that the index is getting quite stretched.  peak-to-peak amplitudes of this parameter are getting more energetic with each cycle which is about every 4 weeks.  if recent index behavior is still a good indication of what to expect, we have about 10 more trading days of upward momentum before the next ground shift changes.  more charts coming through out the weekend.

    Themes: geodesics, ETF pairs trading, technical indicator Stocks: SH, SPY, SDS, SSO
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  • the market is very finicky right now. time to consider getting into to some bond ETFs like BIV, BND & IEF.
    Nov 27, 2009
  • a little dip is due. the market really shouldn't cheat the short man. otherwise he will turn into a big bear. we don't want that.
    Nov 26, 2009
  • no more u.s. government bond auctions this week is NOT good news for the equities market for the next few trading days.
    Nov 18, 2009
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ETF pairs trade, ETF pairs trades, ETF pairs trading, geodesics, no options, no options hedging, technical analysis, technical indicator, volatility
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