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Monthly Archives: October 2012
Power Laws, Rare Events and Other Misconceptions That Scare People Away from Stocks
There are no rare events in the markets. Crashes like that of 1987, flash crashes, and other events only appear rare due to a limited sample size. Allow enough time to the markets and a daily surge in Dow Jones equivalent … Continue reading
Crude Oil Technicals Point to a Test of the July 2012 Lows
After a Fibonacci style retracement of 61.8% of the recent uptrend defined by the July low and the September high, crude oil technicals point to further weakness. However, readers should be aware that price action is determined by fundamentals and technicals only … Continue reading
Will Late Gold Bulls Get Slaughtered One More Time?
It appeared to most traders that the game was over after gold failed to reach the $2,000 per ounce mark in September of 2011 but instead spectacularly plunged to find support just above the $1,500 per ounce mark a few … Continue reading
A Psycholologist Will Not Solve Your Trading Problems
There are those who argue that panic and fear are responsible for most trader’s failures and for the fact that nearly 95% of them lose. But losers will not turn to winners if they see a psychologist. Losers will turn to winners if they are … Continue reading
Posted in Risk Management
Tagged account capitalization, position sizing, psychology, risk management
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Managed Futures Funds Are Scared of Commodities
There has been a tendency recently of large managed futures funds reducing their exposure to traditional commodities because of their higher volatility while increasing their exposure to stock index, fixed income and currency futures. This may end up being good for stocks … Continue reading
Posted in Market Statistics
Tagged allocation, commodities, managed futures funds, Seeking Alpha
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What You Can Do With An Open/Lifetime License of Price Action Lab
The open/lifetime license of Price Action Lab does not have any restrictions on the number of program copies a user can run on any number of machines owned. In addition, this type of license requires a password for the program that … Continue reading
Markets Have Never Been Easy So Please Stop Complaining
If you are complaining all the time about uncertainty in the markets, then you ought to see this. If you are a journalist who uses high frequency trading as an easy target to earn points from uninformed readers then you should also see … Continue reading
Stock-Bond Correlation On The Rise
The stock-bond 60-day rolling correlation calculated using SPY and TLT has increased 25% since the start of August, from -0.80 to -0.60. This may be good news for the stock market in the medium term because the volatility of stock/bond portfolios has increased … Continue reading
Systematic Stock Index Trend Followers Are An Easy Prey
The dynamics of stock indices have changed notably since the fall of 2008. Trend volatility has increased substantially. Systematic trend followers, i.e. fund managers and traders who employ mechanical systems that attempt to follow the trend have been unable to … Continue reading
Posted in Market Statistics, Trend following
Tagged systematic trader, trend following, trend volatility
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A Few Signs That This Correction Will Not Last Long
The dollar has stayed weak, bond prices have not surged, 10-year Note interest rates have dropped only 7 basis points from their recent high and more importantly, the small cap market shows signs of stability.