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Monthly Archives: January 2011
The State of ETFs – January 30, 2011 – The Week Ahead
As of the close of Friday, January 28, 2011, there are only two changes in ETF trend table. There are not any overbought or oversold conditions present:
Posted in ETF Analysis
Tagged DBC, ETF trend, FXE, GLD, MEI indicator, p-indicator, QQQQ, SPY, technical analysis, TLT, USO
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Why trend following is hard – a quantitative answer
In this post I will try to demonstrate with a quantitative analysis why trend following is harder than other trading methods that use much shorter timeframes . I will start with the fundamental statement that a trading system is profitable if the sum of its … Continue reading
The State of ETFs – January 28, 2011
The ETF trend state as of the close of 01/27/2011 is as follows:
Posted in ETF Analysis
Tagged DBC, ETF trend, FXE, GLD, MEI indicator, p-indicator, QQQQ, SPY, technical analysis, TLT, USO
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Commoditization of Trend following will not affect trends
Another excellent article by Jez Liberty backed by numerical results, something that is uncommon nowadays. These are my views as related to alpha, beta and the commoditization of trend following:
The State of ETFs- January 26, 2011
As of the close of 01/25/2011, there are 5 changes in the ETF state table:
Posted in ETF Analysis
Tagged DBC, ETF trend, FXE, GLD, MEI indicator, p-indicator, QQQQ, SPY, technical analysis, TLT, USO
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The State of ETFs – January 25, 2011
As of the close of 01/24/2011 there is just one change the ETF state table from last Friday’s close:
Posted in ETF Analysis
Tagged DBC, ETF trend, FXE, GLD, MEI indicator, p-indicator, QQQQ, SPY, technical analysis, TLT, USO
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The State of ETFs – January 22 Weekly Recap
As of the close of Friday, January 21, 2011, there are two changes in the ETF trend status table:
Posted in ETF Analysis
Tagged DBC, ETF trend, FXE, GLD, MEI indicator, p-indicator, QQQQ, SPY, technical analysis, TLT, USO
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The State of ETFs – January 21, 2011
As of the close of 01/20/2011 there were four changes in the ETF state table below:
Posted in ETF Analysis
Tagged DBC, ETF trend, FXE, GLD, MEI indicator, p-indicator, QQQQ, SPY, technical analysis, TLT, USO
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The State of ETFs – January 19, 2011
As of the close of 01/18/2011 there is no change in the ETF state table. I have added an overbought/oversold column to indicate respective conditions:
Posted in ETF Analysis
Tagged DBC, ETF trend, FXE, GLD, MEI indicator, p-indicator, QQQQ, SPY, technical analysis, TLT, USO
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The State of ETFs – January 16, 2011 Weekly Recap
As of the close of 01/14/2011 there is just one change in the ETF state table:
Posted in ETF Analysis
Tagged DBC, ETF trend, FXE, GLD, MEI indicator, p-indicator, QQQQ, SPY, technical analysis, TLT, USO
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